Hi! I very often use the time series library is "timeSeries". In general I am very happy however a strange error occurs once in a while. At least I could not identifiy a tipical example. Say I have a multivariate time series X and X is a "timeSeries" object. It may happen that after manipulations on X, which should not change X but give some output (i.e. input X in a function which gives the output Y), X is no more a "timeSeries" object, but simply a matrix. When I realize it I usually coerce X to be a timeSeries once again ( X <- as.timeSeries(X) ). However, this is a dirty workaround. I am sorry that I cannot explain the problem in more detail. Did anyone else experience the same problem? Maybe I am not programming in a clean robust way? Can anyone send advice? Many thanks! Dr. Danilo Mercurio ERSTE-SPARINVEST Kapitalanlagegesellschaft m.b.H Quantitative Analyst, Global Strategies and Research AT00951850 Global Strategies & Research Sitz des Unternehmens: 1010 Wien, Habsburgergasse 1a Tel.: +43 (0) 50100 - 19957 Fax.: +43 (0) 50100 9 - 19957 Mob.: +43 (0) 50100 6 - 19957 www.sparinvest.com Handelsgericht Wien - FN 81876 g ERSTE-SPARINVEST Kapitalanlagegesellschaft m.b.H. - Member of Erste Group
strange trouble with timeSeries....
1 message · Mercurio Danilo 1850 SPI