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I've been trying to run the findDrawdowns function in R from the PerformanceAnalytics package and kept getting a dimension error.

My data set is called dataset and is a 200 rows, 1 column vector, with no NA in it. I've set up row names as dates as shown below Here are my code lines: 

timedate <- as.POSIXct(Date,format="%d/%m/%Y")
names(dataset) <- timedate 
maxDD <- maxDrawdown(dataset,weights=FALSE,geometric=TRUE,invert=FALSE)
findDD <- findDrawdowns(dataset,geometric=TRUE)

Runing maxDrawdown function works just fine, but the findDrawdowns one always leaves me with :

Error in R[, 1, drop = FALSE] : incorrect number of dimensions

Is there any way I can change the data to make it fit or anything I shouldn't have missed about the function? Thanks

LordMonte
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1 Answers1

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Not sure if this is the right way to do it, but it seems to work when converting the vector to a matrix using as.matrix() on my vector. My new code that seems to work now is:

timedate <- as.POSIXct(Date,format="%d/%m/%Y")
names(dataset) <- timedate 
maxDD <- maxDrawdown(dataset,weights=FALSE,geometric=TRUE,invert=FALSE)
findDD <- findDrawdowns(as.matrix(dataset),geometric=TRUE)

It does not give me the error message I was getting before and seems to work properly. Though as long as the package description specify I should work with a vector, I am still very opened to get a more clean answer!

LordMonte
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