Problem with Delt() from quantmod
Hi Luis, The documentation for Delt indicates that k with a vector of values *should* work. Clearly that was broken somewhere by me. I have now made the necessary changes to allow for k to be a vector. They are reflected in the R-forge version. Thanks, Jeff
On Tue, May 5, 2009 at 5:00 PM, Luis Torgo <ltorgo at inescporto.pt> wrote:
Dear All, I'm having a problem with using Delt() on a xts object with a vector of k values. With a single k value I have no problems and with vector of values instead of a xts object I'm also able to get what I want. Let's see illustrative examples:
x
? ? ? ? ?GSPC.Adjusted 2009-04-01 ? ? ? ?811.08 2009-04-02 ? ? ? ?834.38 2009-04-03 ? ? ? ?842.50 2009-04-06 ? ? ? ?835.48 2009-04-07 ? ? ? ?815.55 2009-04-08 ? ? ? ?825.16 ...
class(x)
[1] "xts" "zoo"
Delt(x)
? ? ? ? ?Delt.1.arithmetic 2009-04-01 ? ? ? ? ? ? ? ?NA 2009-04-02 ? ? ? 0.028727129 2009-04-03 ? ? ? 0.009731777 2009-04-06 ? ? ?-0.008332344 ...
Delt(x,k=1:3)
Error in attributes(.Data) <- c(attributes(.Data), attrib) : ?length of 'dimnames' [1] not equal to array extent Any help is most welcome. Thanks, Luis -- Luis Torgo ?FC/LIAAD - INESC Porto, LA ? ?Phone : (+351) 22 339 20 93 ?University of Porto ? ? ? ? ? Fax ? : (+351) 22 339 20 99 ?R. de Ceuta, 118, 6o ? ? ? ? ?email : ltorgo at liaad.up.pt ?4050-190 PORTO - PORTUGAL ? ? WWW ? : http://www.liaad.up.pt/~ltorgo
_______________________________________________ R-SIG-Finance at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. -- If you want to post, subscribe first.
Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com