FYI: Data sourced from the Shiller website is no longer found at the referenced location.
This doesn't affect current use, but if not remedied, will prevent further updates. I have an inquiry in with Dr. Shiller's admin, not yet acknowledged, and will comment with new location, or if it commences working again, if I learn anything
Message from CRAN recently indicating the package would be removed if rmarkdown was not added as a dependency, as the vignette now fails to build. See knitr related issue here: yihui/knitr#1864
Generating an xts object from a vector using the xts::xts command does not (unless this is explicitly specified) endow the newly created object with a dimnames attribute.
However running yth_filter on an xts object without a dimnames attribute will generate an error.