[Rd] R 2.8.0 qqnorm produces error with object of class zoo?
Pfaff, Bernhard Dr.
Bernhard_Pfaff at fra.invesco.com
Wed Oct 22 13:34:33 CEST 2008
It seems, that in my previous emails the attached output files got deleted, hence these are now copied below:
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()' für Details dazu.
R ist ein Gemeinschaftsprojekt mit vielen Beitragenden.
Tippen Sie 'contributors()' für mehr Information und 'citation()',
um zu erfahren, wie R oder R packages in Publikationen zitiert werden können.
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'help.start()' für 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()' für Details dazu.
R ist ein Gemeinschaftsprojekt mit vielen Beitragenden.
Tippen Sie 'contributors()' für mehr Information und 'citation()',
um zu erfahren, wie R oder R packages in Publikationen zitiert werden können.
Tippen Sie 'demo()' für einige Demos, 'help()' für on-line Hilfe, oder
'help.start()' für 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 Länge 0
Calls: qqnorm ... xtfrm.default -> as.vector -> rank -> switch -> .gt
Ausführung 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 Länge 0
>Calls: qqnorm ... xtfrm.default -> as.vector -> rank -> switch -> .gt
>Ausführung 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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