[R] Return.clean () - PerformanceAnalytics package

[Jim Lemon]

Hi T,
Have you tried converting "clearntest" or "data" into a time series?

Jim


On Sat, Oct 15, 2016 at 4:47 AM, T.Riedle <tr206 at kent.ac.uk> wrote:
> Dear all,
>
> I am trying to clean return data using the Return.clean() function in the PerformanceAnalytics package. Hence, my code looks as follows but I get an error message.
>
>
>
> cleantest <- read.csv("D:/Studie_vola_difference/cleantest.csv")
> data<-as.vector(cleantest)
> test<-Return.clean(data,method="boudt",alpha=0.01)
>
> Error in checkData(R, method = "xts") :
> The data cannot be converted into a time series.  If you are trying to pass in names from a data object with one column, you should use the form 'data[rows, columns, drop = FALSE]'.  Rownames should have standard date formats, such as '1985-03-15'.
>
>
>
> Can anybody help me on this error? What is wrong with my code?
>
>
>
> Thanks for your support.
>
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