title: Some functions in PerformanceAnalytics package are failing when use with zoo::rollapply
body: <p>I am trying to use the <code>zoo::rollapply</code> function to chronologically calculate <code>Sterling Ratio</code> using the package <code>PerformanceAnalytics</code>. Below is my calculation - </p>
  
  <pre><code>library(zoo)
  library(PerformanceAnalytics)
  
  Orig_Data = structure(c(12.05, 12.75, 12.75, 12.55, 13.05, 14.15, 16.2, 16.5, 
  15.95, 16.9, 17.3, 17.5, 16.2, 16.7, 16.4, 15.95, 17.15, 16.2, 
  16.5, 15.35, 15.8, 16.1, 16.35, 18.3, 18.2, 17.35, 17.95, 18.35, 
  18.3, 17.9, 18.1, 20.65, 20.45, 20.3, 20.65, 18.7, 18.95, 18.3, 
  16.65, 17.05, 17.15, 16.9, 17.15, 16.55, 16.2, 16, 16.8, 16.8, 
  16.9, 16.75, 16.4, 15.8, 15.2, 15.15, 16.5, 16.75, 16.5, 15.85, 
  15.75, 15.15, 15.2, 15.45, 16.15, 16.1, 16.05, 15.7, 15.75, 15.85, 
  15.9, 15.5, 15.5, 15.7, 15.55, 15.45, 15.2, 14.75, 14.7, 14.1, 
  14.2, 14.1, 14.25, 14.35, 14, 13.4, 13.4, 13.05, 12.9, 12.8, 
  12.5, 12.45, 12.45, 12.6, 12.15, 12, 12.1, 12.4, 13, 12.9, 12.9, 
  12.7, 13.15, 11.75, 11.25, 11.05, 10.95, 11.4, 11.4, 11.45, 11.2, 
  10.95, 10.65, 9.9, 9.65, 9.65, 9.05, 8.6, 8.75, 8.8, 9.3, 9.85, 
  10.15, 9.7, 9.8, 9.85, 10.25, 11.15, 12.25, 12.75, 12.55, 12, 
  12.85, 12.5, 12.3, 12.6, 12.25, 11.65, 11.4, 11.2, 11.15, 10.75
  ), index = structure(c(15341, 15342, 15343, 15344, 15345, 15348, 
  15349, 15350, 15351, 15352, 15355, 15356, 15357, 15358, 15359, 
  15362, 15363, 15364, 15366, 15369, 15370, 15371, 15372, 15373, 
  15376, 15377, 15378, 15379, 15380, 15383, 15384, 15385, 15386, 
  15387, 15391, 15392, 15393, 15394, 15397, 15398, 15399, 15400, 
  15401, 15404, 15405, 15406, 15408, 15411, 15412, 15413, 15414, 
  15415, 15418, 15419, 15420, 15421, 15422, 15425, 15426, 15427, 
  15428, 15429, 15432, 15433, 15434, 15439, 15440, 15441, 15442, 
  15443, 15446, 15447, 15448, 15449, 15450, 15453, 15454, 15455, 
  15456, 15457, 15460, 15462, 15463, 15464, 15467, 15468, 15469, 
  15470, 15471, 15474, 15475, 15476, 15477, 15478, 15481, 15482, 
  15483, 15484, 15485, 15488, 15489, 15490, 15491, 15492, 15495, 
  15496, 15497, 15498, 15499, 15502, 15503, 15504, 15505, 15506, 
  15509, 15510, 15511, 15512, 15513, 15516, 15517, 15518, 15519, 
  15520, 15523, 15524, 15525, 15526, 15527, 15530, 15531, 15532, 
  15533, 15534, 15537, 15538, 15539, 15540, 15541, 15544), class = "Date"), class = "zoo")
  
  rollapply(Orig_Data,
              width = 132,
              align = 'right',
              function(Data) {
                      Start = as.character(index(Data)[1])
                      End   = as.character(last(index(Data)))
  
                      SterlingRatio = as.vector(SterlingRatio(R = diff(log(Data))))
  
                      return(data.frame('Start' = Start,
                                          'End' = End,
                                          'SterlingRatio' = SterlingRatio, check.names = FALSE))
  
                  })
  </code></pre>
  
  <p>This code is failing with an error - </p>
  
  <pre><code>Error in try.xts(x, error = "'x' needs to be timeBased or xtsible") : 
    'x' needs to be timeBased or xtsible
  </code></pre>
  
  <p>Couple of issues with the result -</p>
  
  <ol>
  <li>Even if I dont use the function <code>SterlingRatio()</code> above code is not retuning correct values for <code>Start</code> and <code>End</code></li>
  <li>Above error is with <code>SterlingRatio()</code> and <code>SharpeRatio()</code> functions. If I use some other function e.g. <code>SortinoRatio()</code> it works fine.</li>
  </ol>
  
  <p>Any idea what is going wrong would be highly helpful.</p>
  
  <p>Thanks and regards,</p>