Performance Analytics error Error in na.omit.xts(x) : unsupported type

Question

I have a data frame "test" that looks like this. There are no N/A or inf. All days are populated with data.

head(test)

  businessdate    strategy 1          Strategy 2
1   2014-01-01  0.000000000          0.0000000
2   2014-01-02  0.010058520         -0.3565398
3   2014-01-03  0.000707818          0.2622737
4   2014-01-06 -0.019879142         -0.2891257
5   2014-01-07 -0.019929352         -0.2271491
6   2014-01-08  0.027108810         -0.7827856

When I look at the class of the those columns I see:

> class(test[,1])
[1] "POSIXct" "POSIXt" 
> class(test[,2])
[1] "numeric"
> class(test[,3])
[1] "numeric"

So I think I can turn this into an xts object and to use Performance analytics. Here I turn it into a xts:

test_xts<- xts(test, order.by= test[,1])

Now I try to use the Performance analytics package and get an error:

charts.PerformanceSummary(test_xts,geometric= TRUE,cex.axis=1.5)

The error I get is:

 Error in na.omit.xts(x) : unsupported type

Any idea what is happening and how to fix it?

Answer 1

xts/zoo objects are a matrix with an index attribute. You can't mix types in a matrix. There's no need to specify the businessdate as the index and in the coredata, so do not include it in the coredata.

test_xts <- xts(test[,-1], order.by= test[,1])