Running examples in ‘tidyquant-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: tq_performance
> ### Title: Computes a wide variety of summary performance metrics from
> ###   stock or portfolio returns
> ### Aliases: tq_performance tq_performance_ tq_performance_fun_options
> 
> ### ** Examples
> 
> # Load libraries
> library(tidyquant)
> 
> # Use FANG data set
> data(FANG)
> 
> # Get returns for individual stock components grouped by symbol
> Ra <- FANG %>%
+     group_by(symbol) %>%
+     tq_transmute(adjusted, periodReturn, period = "monthly", col_rename = "Ra")
> 
> # Get returns for SP500 as baseline
> Rb <- "^GSPC" %>%
+     tq_get(get  = "stock.prices",
+            from = "2010-01-01",
+            to   = "2015-12-31") %>%
+     tq_transmute(adjusted, periodReturn, period = "monthly", col_rename = "Rb")
> 
> # Merge stock returns with baseline
> RaRb <- left_join(Ra, Rb, by = c("date" = "date"))
> 
> ##### Performance Metrics #####
> 
> # View options
> tq_performance_fun_options()
$table.funs
 [1] "table.AnnualizedReturns" "table.Arbitrary"        
 [3] "table.Autocorrelation"   "table.CAPM"             
 [5] "table.CaptureRatios"     "table.Correlation"      
 [7] "table.Distributions"     "table.DownsideRisk"     
 [9] "table.DownsideRiskRatio" "table.DrawdownsRatio"   
[11] "table.HigherMoments"     "table.InformationRatio" 
[13] "table.SFM"               "table.SpecificRisk"     
[15] "table.Stats"             "table.TrailingPeriods"  
[17] "table.UpDownRatios"      "table.Variability"      

$CAPM.funs
 [1] "CAPM.CML"         "CAPM.CML.slope"   "CAPM.RiskPremium" "CAPM.SML.slope"  
 [5] "CAPM.alpha"       "CAPM.beta"        "CAPM.beta.bear"   "CAPM.beta.bull"  
 [9] "CAPM.dynamic"     "CAPM.epsilon"     "CAPM.jensenAlpha" "TimingRatio"     
[13] "MarketTiming"    

$SFM.funs
[1] "SFM.CML"         "SFM.CML.slope"   "SFM.alpha"       "SFM.beta"       
[5] "SFM.dynamic"     "SFM.epsilon"     "SFM.jensenAlpha"

$descriptive.funs
[1] "mean"           "sd"             "min"            "max"           
[5] "cor"            "mean.geometric" "mean.stderr"    "mean.LCL"      
[9] "mean.UCL"      

$annualized.funs
[1] "Return.annualized"        "Return.annualized.excess"
[3] "sd.annualized"            "SharpeRatio.annualized"  

$VaR.funs
[1] "VaR"  "ES"   "ETL"  "CDD"  "CVaR"

$moment.funs
 [1] "var"              "cov"              "skewness"         "kurtosis"        
 [5] "CoVariance"       "CoSkewness"       "CoSkewnessMatrix" "CoKurtosis"      
 [9] "CoKurtosisMatrix" "M3.MM"            "M4.MM"            "BetaCoVariance"  
[13] "BetaCoSkewness"   "BetaCoKurtosis"  

$drawdown.funs
[1] "AverageDrawdown"   "AverageLength"     "AverageRecovery"  
[4] "DrawdownDeviation" "DrawdownPeak"      "maxDrawdown"      

$Bacon.risk.funs
[1] "MeanAbsoluteDeviation" "Frequency"             "SharpeRatio"          
[4] "MSquared"              "MSquaredExcess"        "HurstIndex"           

$Bacon.regression.funs
 [1] "CAPM.alpha"       "CAPM.beta"        "CAPM.epsilon"     "CAPM.jensenAlpha"
 [5] "SystematicRisk"   "SpecificRisk"     "TotalRisk"        "TreynorRatio"    
 [9] "AppraisalRatio"   "FamaBeta"         "Selectivity"      "NetSelectivity"  

$Bacon.relative.risk.funs
[1] "ActivePremium"    "ActiveReturn"     "TrackingError"    "InformationRatio"

$Bacon.drawdown.funs
[1] "PainIndex"     "PainRatio"     "CalmarRatio"   "SterlingRatio"
[5] "BurkeRatio"    "MartinRatio"   "UlcerIndex"   

$Bacon.downside.risk.funs
 [1] "DownsideDeviation"     "DownsidePotential"     "DownsideFrequency"    
 [4] "SemiDeviation"         "SemiVariance"          "UpsideRisk"           
 [7] "UpsidePotentialRatio"  "UpsideFrequency"       "BernardoLedoitRatio"  
[10] "DRatio"                "Omega"                 "OmegaSharpeRatio"     
[13] "OmegaExcessReturn"     "SortinoRatio"          "M2Sortino"            
[16] "Kappa"                 "VolatilitySkewness"    "AdjustedSharpeRatio"  
[19] "SkewnessKurtosisRatio" "ProspectRatio"        

$misc.funs
[1] "KellyRatio"   "Modigliani"   "UpDownRatios"

> 
> # Get performance metrics
> RaRb %>%
+     tq_performance(Ra = Ra, performance_fun = SharpeRatio, p = 0.95)
# A tibble: 4 x 4
# Groups:   symbol [4]
  symbol `ESSharpe(Rf=0%,p=95%)` `StdDevSharpe(Rf=0%,p=95%)`
   <chr>                   <dbl>                       <dbl>
1     FB               0.1931238                   0.3449303
2   AMZN               0.2147921                   0.3140940
3   NFLX               0.1991395                   0.3554136
4   GOOG               0.2131204                   0.2958109
# ... with 1 more variables: `VaRSharpe(Rf=0%,p=95%)` <dbl>
> 
> RaRb %>%
+     tq_performance(Ra = Ra, Rb = Rb, performance_fun = table.CAPM)
Error in mutate_impl(.data, dots) : 
  Evaluation error: Value of SET_STRING_ELT() must be a 'CHARSXP' not a 'NULL'.
Calls: %>% ... <Anonymous> -> mutate.tbl_df -> mutate_impl -> .Call
Execution halted