[R] Return.clean () - PerformanceAnalytics package

[T.Riedle]

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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