{"action":"opened","issue":{"url":"https://api.github.com/repos/kevinushey/RcppRoll/issues/15","repository_url":"https://api.github.com/repos/kevinushey/RcppRoll","labels_url":"https://api.github.com/repos/kevinushey/RcppRoll/issues/15/labels{/name}","comments_url":"https://api.github.com/repos/kevinushey/RcppRoll/issues/15/comments","events_url":"https://api.github.com/repos/kevinushey/RcppRoll/issues/15/events","html_url":"https://github.com/kevinushey/RcppRoll/issues/15","id":163744208,"number":15,"title":"Using RcppRoll with Performance Analytics","user":{"login":"debsush","id":15077449,"avatar_url":"https://avatars.githubusercontent.com/u/15077449?v=3","gravatar_id":"","url":"https://api.github.com/users/debsush","html_url":"https://github.com/debsush","followers_url":"https://api.github.com/users/debsush/followers","following_url":"https://api.github.com/users/debsush/following{/other_user}","gists_url":"https://api.github.com/users/debsush/gists{/gist_id}","starred_url":"https://api.github.com/users/debsush/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/debsush/subscriptions","organizations_url":"https://api.github.com/users/debsush/orgs","repos_url":"https://api.github.com/users/debsush/repos","events_url":"https://api.github.com/users/debsush/events{/privacy}","received_events_url":"https://api.github.com/users/debsush/received_events","type":"User","site_admin":false},"labels":[],"state":"open","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":0,"created_at":"2016-07-04T21:24:57Z","updated_at":"2016-07-04T21:24:57Z","closed_at":null,"body":"Hi,\r\n\r\nI would like to use the functions defined in Performance Analytics package like Burke Ratio, MaxDrawdown and Sharpe Ratio and then roll them using your package as I believe your package will give me substantial performance benefits.  My knowledge in C++ is limited and it would be very difficult for me to recreate those R functions available in Performance Analytics package in C++.  I would like to know if I can use your package to roll those R functions or do I have to rewrite them in C++?\r\n\r\nRegards\r\nSD"}}
{"actor":{"display_login":"debsush"}}