fix: freq undefined when scale set for some tables

This commit removes references to 'freq' which is not assigned when the argument 'scale' != NA for the following tables: * table.Distributions * table.DownsideRiskRatio * table.Variability Fixes #128.
braverock · Jul 5, 2021 · abc79b6 · abc79b6
1 parent b41c9fe
commit abc79b6
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Showing 3 changed files with 3 additions and 3 deletions.
diff --git a/R/table.Distributions.R b/R/table.Distributions.R
@@ -58,7 +58,7 @@ function (R, scale = NA, digits = 4)
     for(column in 1:columns) {
         z = c(StdDev.annualized(y[,column,drop=FALSE])/sqrt(scale), skewness(y[,column,drop=FALSE], method = "moment"), kurtosis(y[,column,drop=FALSE], method = "moment"), kurtosis(y[,column,drop=FALSE], method = "excess"), skewness(y[,column,drop=FALSE], method = "sample"), kurtosis(y[,column,drop=FALSE], method = "sample_excess"))
 
-        znames = c(paste(freq$scale," Std Dev"), "Skewness",  "Kurtosis", "Excess kurtosis", "Sample skewness", "Sample excess kurtosis")
+        znames = c(paste(scale," Std Dev"), "Skewness",  "Kurtosis", "Excess kurtosis", "Sample skewness", "Sample excess kurtosis")
 
 
         if(column == 1) {

diff --git a/R/table.DownsideRiskRatio.R b/R/table.DownsideRiskRatio.R
@@ -61,7 +61,7 @@ function (R, MAR = 0, scale = NA, digits = 4)
     for(column in 1:columns) {
         z = c(DownsideDeviation(y[,column,drop=FALSE], MAR = MAR), DownsideDeviation(y[,column,drop=FALSE], MAR = MAR)*sqrt(scale), DownsidePotential(y[,column,drop=FALSE], MAR = MAR), UpsideRisk(y[,column,drop=FALSE], MAR = MAR, stat = "potential")/DownsidePotential(y[,column,drop=FALSE], MAR = MAR), SortinoRatio(y[,column,drop=FALSE], MAR = MAR), UpsideRisk(y[,column,drop=FALSE], MAR = MAR, stat = "potential"), UpsidePotentialRatio(y[,column,drop=FALSE], MAR = MAR), OmegaSharpeRatio(y[,column,drop=FALSE], MAR = MAR))
 
-        znames = c(paste0(freq$scale," downside risk"), "Annualised downside risk", "Downside potential", "Omega", "Sortino ratio", "Upside potential", "Upside potential ratio", "Omega-sharpe ratio")
+        znames = c(paste0(scale," downside risk"), "Annualised downside risk", "Downside potential", "Omega", "Sortino ratio", "Upside potential", "Upside potential ratio", "Omega-sharpe ratio")
         if(column == 1) {
             resultingtable = data.frame(Value = z, row.names = znames)
         }

diff --git a/R/table.Variability.R b/R/table.Variability.R
@@ -61,7 +61,7 @@ function (R, scale = NA, geometric = TRUE, digits = 4)
     for(column in 1:columns) {
         z = c(MeanAbsoluteDeviation(y[,column,drop=FALSE]), StdDev.annualized(y[,column,drop=FALSE], scale = scale)/sqrt(scale), StdDev.annualized(y[,column,drop=FALSE], scale = scale))
 
-        znames = c("Mean Absolute deviation", paste0(freq$scale," Std Dev"), "Annualized Std Dev")
+        znames = c("Mean Absolute deviation", paste0(scale," Std Dev"), "Annualized Std Dev")
 
 
         if(column == 1) {