[R] Performance Analytics Modigliani Code help

Jim Lemon drjimlemon at gmail.com
Tue Mar 29 11:23:38 CEST 2016

Hi Jessy,
I had a look at:


and it doesn't include a "Value" section, so I don't know what the
return value should be. Have you tried running the examples to see
what they return?


On Sat, Mar 26, 2016 at 12:10 AM, Jessy-Esther Missengue
<jessyesther.missengue2 at mail.dcu.ie> wrote:
> Hi all,
> I am researching performance of funds in the FTSE100 and am using the
> Modigliani function in the PerformanceAnalytics package.
> I have attached my raw data for your reference.
> When I try to use the Modigliani code as follows:
> Modigliani (a,b,c=0)
> where a is my data set "1000 RANDOM...", b is the data of FTSE "FTSE
> ALLSHARE..." returns, c is the risk free rate "LIBOR".
> This code returns the data attached "Modigliani from R" which seems to be a
> calculation for only the first 2 columns of my data set. I would have
> expected to have R return the same amount of rows and columns when using
> the Modigliani function i.e 108 rows and 1001 columns.
> Is there something I need to add to the code to have it calculate for each
> row/column?
> Thanks,
> Jessy *very confused student*
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