Errors in running code in vignettes:
when running code in 'textplotPresentation-CRUG-2011.Rnw'

> library("PerformanceAnalytics")
Loading required package: xts
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric


Attaching package: 'PerformanceAnalytics'

The following object is masked from 'package:graphics':

    legend


> data(managers)

> head(managers)
              HAM1 HAM2    HAM3    HAM4 HAM5 HAM6 EDHEC LS EQ SP500 TR
1996-01-31  0.0074   NA  0.0349  0.0222   NA   NA          NA   0.0340
1996-02-29  0.0193   NA  0.0351  0.0195   NA   NA          NA   0.0093
1996-03-31  0.0155   NA  0.0258 -0.0098   NA   NA          NA   0.0096
1996-04-30 -0.0091   NA  0.0449  0.0236   NA   NA          NA   0.0147
1996-05-31  0.0076   NA  0.0353  0.0028   NA   NA          NA   0.0258
1996-06-30 -0.0039   NA -0.0303 -0.0019   NA   NA          NA   0.0038
           US 10Y TR US 3m TR
1996-01-31   0.00380  0.00456
1996-02-29  -0.03532  0.00398
1996-03-31  -0.01057  0.00371
1996-04-30  -0.01739  0.00428
1996-05-31  -0.00543  0.00443
1996-06-30   0.01507  0.00412

> dim(managers)
[1] 132  10

> colnames(managers)
 [1] "HAM1"        "HAM2"        "HAM3"        "HAM4"        "HAM5"       
 [6] "HAM6"        "EDHEC LS EQ" "SP500 TR"    "US 10Y TR"   "US 3m TR"   

> manager.col = 1

> peers.cols = c(2, 3, 4, 5, 6)

> indexes.cols = c(7, 8)

> Rf.col = 10

> peer.colorset = c("red", rep("darkorange", 2), rep("gray", 
+     5))

> ham1.downside = t(table.DownsideRisk(managers[, c(manager.col, 
+     indexes.cols, peers.cols)], Rf = 0.03/12))

> ham1.downside
            Semi Deviation Gain Deviation Loss Deviation
HAM1                0.0191         0.0169         0.0211
EDHEC LS EQ         0.0145         0.0143         0.0118
SP500 TR            0.0325         0.0250         0.0300
HAM2                0.0201         0.0347         0.0107
HAM3                0.0237         0.0290         0.0191
HAM4                0.0395         0.0311         0.0365
HAM5                0.0324         0.0313         0.0324
HAM6                0.0175         0.0149         0.0128
            Downside Deviation (MAR=10%) Downside Deviation (Rf=3%)
HAM1                              0.0178                     0.0154
EDHEC LS EQ                       0.0138                     0.0109
SP500 TR                          0.0323                     0.0295
HAM2                              0.0164                     0.0129
HAM3                              0.0214                     0.0185
HAM4                              0.0381                     0.0353
HAM5                              0.0347                     0.0316
HAM6                              0.0161                     0.0133
            Downside Deviation (0%) Maximum Drawdown Historical VaR (95%)
HAM1                         0.0145           0.1518              -0.0258
EDHEC LS EQ                  0.0098           0.1075              -0.0203
SP500 TR                     0.0283           0.4473              -0.0669
HAM2                         0.0116           0.2399              -0.0294
HAM3                         0.0174           0.2894              -0.0425
HAM4                         0.0341           0.2874              -0.0799
HAM5                         0.0304           0.3405              -0.0733
HAM6                         0.0121           0.0788              -0.0341
            Historical ES (95%) Modified VaR (95%) Modified ES (95%)
HAM1                    -0.0513            -0.0342           -0.0610
EDHEC LS EQ             -0.0342            -0.0235           -0.0346
SP500 TR                -0.0933            -0.0683           -0.0944
HAM2                    -0.0331            -0.0276           -0.0614
HAM3                    -0.0555            -0.0368           -0.0440
HAM4                    -0.1122            -0.0815           -0.1176
HAM5                    -0.1023            -0.0676           -0.0974
HAM6                    -0.0392            -0.0298           -0.0390

> textplot(ham1.downside)

> box(col = "lightblue")

> library(Hmisc)

  When sourcing 'textplotPresentation-CRUG-2011.R':
Error: there is no package called 'Hmisc'
Execution halted

  'PA_StandardErrors.pdf.asis' using 'UTF-8'... OK
  'EstimationComoments.Rnw' using 'UTF-8'... OK
  'PA-Bacon.Rnw' using 'UTF-8'... OK
  'PA-charts.Rnw' using 'UTF-8'... OK
  'PerformanceAnalyticsChartsPresentation-Meielisalp-2007.Rnw' using 'latin1'... OK
  'PerformanceAnalyticsPresentation-UseR-2007.Rnw' using 'latin1'... OK
  'portfolio_returns.Rnw' using 'UTF-8'... OK
  'textplotPresentation-CRUG-2011.Rnw' using 'latin1'... failed