Rolling Expected Shortfall and Tail Risk using PerformanceAnalytics

Question

Since rolling VaR gives error when complete window is missing, I have done the following to estimate 36 months rolling VaR (36 months window missing for HAM5 and HAM6):

library(PerformanceAnalytics)
data(managers)
var<-rollapply(managers,36,function(x){
  if(!all(is.na(x))){
    return(VaR(x, p=.95, method="modified",align = "right", fill = NA))
  } else {
    return(NA)
  }
})

This is working fine, but gives error while estimating expected shortfall and expected tail loss:

ES<-rollapply(managers,36,function(x){
  if(!all(is.na(x))){
    return(ES(x, p=.95, method="modified",align = "right", fill = NA,))
  } else {
    return(NA)
  }
})

ETL<-rollapply(managers,36,function(x){
  if(!all(is.na(x))){
    return(ETL(x, p=.95, method="modified",align = "right", fill = NA,))
  } else {
    return(NA)
  }
})

Error:

 Error in if (eval(0 > tmp)) { : missing value where TRUE/FALSE needed

Corrected code for "ES" and "ETL" is much appreciated.