XIRR function from TVM package in R

Question

I am trying to leverage the tvm package in R to calculate XIRR for a set of cash flows and dates.

I have a moving window, where I start off with i = 1 , CF = CF[1], d = d[1] and as I progress forward , the rest of the cash flow gets involved.

I understand the XIRR function will throw an error in the absence of a sign change in the Cash Flow input.

So, in order to handle that I put it in a tryCatch.

For the reproducible example I am providing below, I intend when to see NA until a positive cash flow value is encountered - but once a positive cash flow value is encountered, I expect the function to return a valid value as Excel does.

 # Reprex
    # Attach desired packages 
    suppressPackageStartupMessages(library(tvm))

    # Provide input data 
    CF <- c(-78662, -32491, -32492, -32492, -32493,
            -32494, 7651, 40300, 10003, 9868,
            7530, 7639, 9939, 9804, 7475)
    d <- as.Date(c("2019-06-30", "2019-09-30", "2019-12-31", "2020-03-31", "2020-06-30",
                   "2020-09-30", "2020-12-31", "2021-03-31", "2021-06-30", "2021-09-30",
                   "2021-12-31", "2022-3-31", "2022-06-30", "2022-09-30", "2022-12-31"))
    test <- xirr(cf = CF, d = d)

    print(test)

Any guidance to fix is appreciated

Hi, your idea is ok, but not implemented in the code. Basically you want to use lapply or some of its cousins, and wrap xirr with trycatch to avoid the error. Am I missing a question specific to xirr or tvm itself? — Juancentro, Feb 17 '18 at 16:40

XIRR function from TVM package in R

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