Dear All,
I met with a problem that I think it's being caused by a problem in the
sub-setting methods in xts.
I found this problem because I was using the Next() function from quantmod
as follows:
x <- GSPC$GSPC.Adjusted["200904/"]
Delt(x)
? ? ? ? ?Delt.1.arithmetic
2009-04-01 ? ? ? ? ? ? ? ?NA
2009-04-02 ? ? ? 0.028727129
2009-04-03 ? ? ? 0.009731777
2009-04-06 ? ? ?-0.008332344
2009-04-07 ? ? ?-0.023854551
...
Error in `[.xts`(x, -(0:k), ) :
?only zeros may be mixed with negative subscripts
I found it odd as k is by default 1 and thus "-(0:k)" should be
[1] ?0 -1
After a bit of debugging I think I've isolated the problem at the `[.xts`
code namely,
`.subset.xts` <- `[.xts` <-
function(x, i, j, drop = FALSE, ...)
?...
?# test for negative subscripting in i
? if (!missing(i) && is.numeric(i) ) {
? ? if(any(i < 0)) {
? ? ? if(!all(i < 0))
? ? ? ? stop('only zeros may be mixed with negative subscripts')
?...
in file "xts.methods.R".
I think it should be:
? ? ? if(!all(i <= 0))
instead...
Or am I missing something?
My sysinfo:
? ? ? ? ? ? ?_ ? ? ? ? ? ? ? ? ? ? ? ? ?platform ? ? ? i486-pc-linux-gnu
? ? ?arch ? ? ? ? ? i486 ? ? ? ? ? ? ? ? ? ? ? os ? ? ? ? ? ? linux-gnu
? ? ? ? ? ? ?system ? ? ? ? i486, linux-gnu ? ? ? ? ? ?status
? ? ? ? ? ? ? ? ? ? ?major ? ? ? ? ?2 ? ? ? ? ? ? ? ? ? ? ? ? ?minor
?9.0 ? ? ? ? ? ? ? ? ? ? ? ?year ? ? ? ? ? 2009 ? ? ? ? ? ? ? ? ? ? ? month
? ? ? ? ?04 ? ? ? ? ? ? ? ? ? ? ? ? day ? ? ? ? ? ?17
? svn rev ? ? ? ?48333 ? ? ? ? ? ? ? ? ? ? ?language ? ? ? R
? ? ? ? ?version.string R version 2.9.0 (2009-04-17)
The xts version is 0.6-4
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