Performance Analytics error Error in na.omit.xts(x) : unsupported type
r, xts
Solution
xts/zoo objects are a matrix with an index attribute. You can't mix types in a matrix. There's no need to specify the `businessdate` as the index and in the coredata, so do not include it in the coredata.
test_xts <- xts(test[,-1], order.by= test[,1])
Problem
I have a data frame "test" that looks like this. There are no N/A or inf. All days are populated with data. ``` head(test) businessdate strategy 1 Strategy 2 1 2014-01-01 0.000000000 0.0000000 2 2014-01-02 0.010058520 -0.3565398 3 2014-01-03 0.000707818 0.2622737 4 2014-01-06 -0.019879142 -0.2891257 5 2014-01-07 -0.019929352 -0.2271491 6 2014-01-08 0.027108810 -0.7827856 ``` When I look at the class of the those columns I see: ``` > class(test[,1]) [1] "POSIXct" "POSIXt" > class(test[,2]) [1] "numeric" > class(test[,3]) [1] "numeric" ``` So I think I can turn this into an xts object and to use Performance analytics. Here I turn it into a xts: ``` test_xts<- xts(test, order.by= test[,1]) ``` Now I try to use the Performance analytics package and get an error: ``` charts.PerformanceSummary(test_xts,geometric= TRUE,cex.axis=1.5) ``` The error I get is: ``` Error in na.omit.xts(x) : unsupported type ``` Any idea what is happening and how to fix it?