Please note the errors, corrections and additions in the following books:

Quantitative Investment Portfolio Analytics In R:
An Introduction To R For Modeling Portfolio Risk and Return

1. Chap. 3, p.33:
scale argument should be 12 not 252; sqrt argument should be 12 not 252
port.60.40.ret <-Return.annualized(rebal.wi.1.ret , scale=12)
port.60.40.sd <-apply(rebal.wi.1.ret , 2, sd) * sqrt(12)

2. Chap.7, p. 70:
t distribution code computation should reference fit.t file not fit.norm
mu <- fit.t$estimate[1]