[R-SIG-Finance] ?returns not applicable to zoo objects anymore???

[Gabor Grothendieck]

Also zoo could be used (see ?diff.zoo):

diff(log(sp500))

On Mon, Oct 27, 2008 at 1:31 AM, Brian G. Peterson <brian at braverock.com> wrote:
> I'm not running R 2.8.0 yet, so I can't comment on your error
> specifically, but I will note that function Return.calculate from
> package PerformanceAnalytics will work with your zoo object from
> get.hist.quote for calculating returns from prices.
>
> rsp500 <- Return.calculate(get.hist.quote(ticker[1], start = from, end =
> till, compression=freque[fq], quote="Close"))
>
> Regards,
>
>    - Brian
>
> Bastian Offermann wrote:
>> hello,
>>
>> does anybody know by any chance why the function ?returns in package
>> timeSeries (formerly fSeries) cannot be applied to zoo objects? And
>> converting zoo objects into class timeSeries does not seem to work as
>> well.
>>
>> E.g.
>>
>> ticker <- c("^GSPC", "MSFT", "MMM", "DAI", "GS")
>> from <- "1970-10-19"              # of type "YYYY-MM-DD"
>> till <- "2007-12-31"
>> freque <- c("d", "w", "m", "y")
>> fq <- 3                           # input 1 for "d", 2 for "w" etc.
>>
>> sp500 <- get.hist.quote(ticker[1], start = from, end = till,
>> compression=freque[fq], quote="Close")
>> rsp500 <- returns(get.hist.quote(ticker[1], start = from, end = till,
>> compression=freque[fq], quote="Close"))
>>
>>
>> above code returns error msg.:
>>
>> Error in .classEnv(thisClass) :
>>  unable to find an environment containing class "zoo"
>>
>> I upgraded my version from 2.7.1 to 2.8.0 and found that the package
>> fSeries has been changed to timeSeries. ?returns always worked fine as
>> coded above and suddenly caused errors as the one above after I had
>> installed 2.8.0. I am now using 2.7.1 again, but the error remains.
>> operating system is windows vista.
>>
>> thanks in advance.
>>
>> regards
>>
>> bo
>>
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