R 2.8.0 qqnorm produces error with object of class zoo?
Pfaff, Bernhard Dr. wrote:
It seems, that in my previous emails the attached output files got deleted, hence these are now copied below:
(If the MIME type is wrong, then that will happen.)
Anyways, the root cause seems to be the new function .gt() which is
related to
o New generic function xtfrm() as an auxiliary helper for
sort(), order() and rank(). This should return a numeric
vector that sorts in the same way as its input. The default
method supports any class with ==, > and is.na() methods but
specific methods can be much faster.
As a side-effect, rank() will now work better on classed
objects, although possibly rather slowly.
Here, "better" may be in the eyes of the beholder, for
dax[3]==dax[6]
Data: logical(0) Index: integer(0) and accordingly
rank(dax)
Error in if (xi == xj) 0L else if (xi > xj) 1L else -1L : argument is of length zero which is the error that you are seeing. What to do about it is a bit dubious. Obviously, we don't want to "fix" .gt() so that it automatically unclasses objects, and I assume that zoo has its reasons for not wanting to compare series with different indices. So I suppose that either the user must unclass, or zoo define rank.zoo.
For R version 2.7.2: ==================== R version 2.7.2 (2008-08-25) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R ist freie Software und kommt OHNE JEGLICHE GARANTIE. Sie sind eingeladen, es unter bestimmten Bedingungen weiter zu verbreiten. Tippen Sie 'license()' or 'licence()' f?r Details dazu. R ist ein Gemeinschaftsprojekt mit vielen Beitragenden. Tippen Sie 'contributors()' f?r mehr Information und 'citation()', um zu erfahren, wie R oder R packages in Publikationen zitiert werden k?nnen. Tippen Sie 'demo()' f?r einige Demos, 'help()' f?r on-line Hilfe, oder 'help.start()' f?r eine HTML Browserschnittstelle zur Hilfe. Tippen Sie 'q()', um R zu verlassen. Invesco colors have been created! Usage: "col = invcolor[1]", or "col = invcolor['blue']" etc. Type: 'invcolor' to see its definition. [Vorher gesicherter Workspace wiederhergestellt]
library(zoo)
Attache Paket: 'zoo' The following object(s) are masked from package:base : as.Date.numeric Warning message: Paket 'zoo' wurde unter R Version 2.8.0 gebaut
sessionInfo()
R version 2.7.2 (2008-08-25) i386-pc-mingw32 locale: LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252 attached base packages: [1] stats graphics utils datasets grDevices methods base other attached packages: [1] zoo_1.5-4 loaded via a namespace (and not attached): [1] grid_2.7.2 lattice_0.17-13
search()
[1] ".GlobalEnv" "package:zoo" "package:stats" [4] "package:graphics" "package:utils" "package:datasets" [7] "package:grDevices" "package:methods" "Autoloads" [10] "package:base"
packageDescription("zoo")
Package: zoo
Version: 1.5-4
Date: 2008-07-09
Title: Z's ordered observations
Author: Achim Zeileis, Gabor Grothendieck
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
Description: An S3 class with methods for totally ordered indexed
observations. It is particularly aimed at irregular time series
of numeric vectors/matrices and factors. zoo's key design goals
are independence of a particular index/date/time class and
consistency with with ts and base R by providing methods to
extend standard generics.
Depends: R (>= 2.4.1), stats
Suggests: chron, fCalendar, fSeries, its, tseries, lattice,
strucchange, DAAG, xts
Imports: stats, utils, graphics, grDevices, lattice
LazyLoad: yes
License: GPL-2
URL: http://R-Forge.R-project.org/projects/zoo/
Packaged: Wed Jul 9 18:28:07 2008; zeileis
Built: R 2.8.0; ; 2008-10-16 00:01:11; windows
-- File: C:/R/package/zoo/Meta/package.rds
data(EuStockMarkets)
dax <- as.zoo(EuStockMarkets[1:10, "DAX"])
daxr <- diff(log(dax))
identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))
[1] TRUE Warning messages: 1: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt 2: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt
qqnorm(coredata(daxr))
qqnorm(daxr)
proc.time()
User System verstrichen
1.65 0.13 2.97
For R version 2.8.0:
====================
version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
R ist freie Software und kommt OHNE JEGLICHE GARANTIE.
Sie sind eingeladen, es unter bestimmten Bedingungen weiter zu verbreiten.
Tippen Sie 'license()' or 'licence()' f?r Details dazu.
R ist ein Gemeinschaftsprojekt mit vielen Beitragenden.
Tippen Sie 'contributors()' f?r mehr Information und 'citation()',
um zu erfahren, wie R oder R packages in Publikationen zitiert werden k?nnen.
Tippen Sie 'demo()' f?r einige Demos, 'help()' f?r on-line Hilfe, oder
'help.start()' f?r eine HTML Browserschnittstelle zur Hilfe.
Tippen Sie 'q()', um R zu verlassen.
Invesco colors have been created!
Usage: "col = invcolor[1]", or "col = invcolor['blue']" etc.
Type: 'invcolor' to see its definition.
[Vorher gesicherter Workspace wiederhergestellt]
library(zoo)
Attache Paket: 'zoo' The following object(s) are masked from package:base : as.Date.numeric
sessionInfo()
R version 2.8.0 (2008-10-20) i386-pc-mingw32 locale: LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252 attached base packages: [1] stats graphics utils datasets grDevices methods base other attached packages: [1] zoo_1.5-4 loaded via a namespace (and not attached): [1] grid_2.8.0 lattice_0.17-15
search()
[1] ".GlobalEnv" "package:zoo" "package:stats" [4] "package:graphics" "package:utils" "package:datasets" [7] "package:grDevices" "package:methods" "Autoloads" [10] "package:base"
packageDescription("zoo")
Package: zoo
Version: 1.5-4
Date: 2008-07-09
Title: Z's ordered observations
Author: Achim Zeileis, Gabor Grothendieck
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
Description: An S3 class with methods for totally ordered indexed
observations. It is particularly aimed at irregular time series
of numeric vectors/matrices and factors. zoo's key design goals
are independence of a particular index/date/time class and
consistency with with ts and base R by providing methods to
extend standard generics.
Depends: R (>= 2.4.1), stats
Suggests: chron, fCalendar, fSeries, its, tseries, lattice,
strucchange, DAAG, xts
Imports: stats, utils, graphics, grDevices, lattice
LazyLoad: yes
License: GPL-2
URL: http://R-Forge.R-project.org/projects/zoo/
Packaged: Wed Jul 9 18:28:07 2008; zeileis
Built: R 2.8.0; ; 2008-10-16 00:01:11; windows
-- File: C:/R/package/zoo/Meta/package.rds
data(EuStockMarkets)
dax <- as.zoo(EuStockMarkets[1:10, "DAX"])
daxr <- diff(log(dax))
identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))
[1] TRUE Warning messages: 1: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt 2: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt
qqnorm(coredata(daxr))
qqnorm(daxr)
Fehler in if (xi == xj) 0L else if (xi > xj) 1L else -1L : Argument hat L?nge 0 Calls: qqnorm ... xtfrm.default -> as.vector -> rank -> switch -> .gt Ausf?hrung angehalten
Dear list-reader,
by running the following script:
library(zoo)
sessionInfo()
search()
packageDescription("zoo")
data(EuStockMarkets)
dax <- as.zoo(EuStockMarkets[1:10, "DAX"])
daxr <- diff(log(dax))
identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))
qqnorm(coredata(daxr))
qqnorm(daxr)
qqnorm() produces an error:
qqnorm(daxr)
Fehler in if (xi == xj) 0L else if (xi > xj) 1L else -1L :
Argument hat L?nge 0
Calls: qqnorm ... xtfrm.default -> as.vector -> rank -> switch -> .gt
Ausf?hrung angehalten
However, this is not witnessed by running the script through R
2.7.2 (attached are the two output files). Incidentally, the
QQ-plot is produced if one uses "qqnorm(coredata(daxr))" under
R version 2.8.0. After having read both NEWS on CRAN (General
and Windows specific) I still could not figure out what causes
this result. The version of package zoo is the same and the
results do not change if I use the zoo package built under R
version 2.7.2 with R version 2.7.2 or the one that has been
built under R version 2.8.0.
Any hints and enlightenment are most welcome.
Best,
Bernhard
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