[R] really strange problem - has to be logic but i can't find it

Sat Oct 28 04:02:41 CEST 2006

zoo objects must have unique index values but the last two in the head
output below are the same:

> head(fxdata)
                      bid   ask
2006-04-03 03:30:00 27.21 27.26
2006-04-03 03:46:42 27.21 27.26
2006-04-03 03:46:54 27.25 27.26
2006-04-03 03:57:08 27.55 27.26
2006-04-03 04:00:00 27.50 27.65
2006-04-03 04:00:00 27.50 27.65

On 10/27/06, Leeds, Mark (IED) <Mark.Leeds at morganstanley.com> wrote:
> would someone be kind enough to paste the code below into an R session (
> ir you
> can paste it into a file and just source it )  and take a look at it ? I
> must be doing something wrong but
> i can't find it.
>
> I start out with a zoo object that has 100 elements in it.
>
> then, i only want to keep the rows in which the bid and the ask are both
> grester than zero. ( maybe my logic is wrong there ? ).
>
> i expected to get the full zoo object back  after using the filter above
> because all the bids and the asks are greater than zero.
> yet, i'm nott getting the full data back. ( i actually started out with
> a much much bigger object but i figured it would
> be easier to deal with one hundred in this example ).
>
> so, when i didn' get the full data back, i started putting my logic into
> temp.
> for some strange reason, when i sum temp or print it out or whateveer, i
> get 54 elements. i think you will also if you run it.
>
> i noticed this about 5 hours ago and i can't find my error. i don't
> think it has to do with zoo. it must be my logic somehow but
> i just don't see it and i don't know what else to do ?
>
> you need to include the zoo library for below to work. ( and i think zoo
> depends on chron so you would need that also ).
>
> thanks a lot to anyone who is kind enough to take a look at this for me.
> i really appreciate it.
> the difficulty is that i don't et an error so i can't go any further
> given my knowledge of R which isn't so great.
>
> #-----------------------------------------------------------------------
> ------------------------------------------------------------------------
> ------------------------------------------------------------------------
> --------------------------------------------
>
> fxdata<-structure(c(27.21, 27.21, 27.21, 27.21, 27.26, 27.25, 27.55,
> 27.5, 27.5, 27.5, 27.5, 27.52, 27.52, 27.52, 27.52, 27.58, 27.58,
> 27.58, 27.58, 27.62, 27.6, 27.6, 27.6, 27.65, 27.6, 27.6, 27.6, 27.6,
> 27.6, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57,
> 27.57, 27.57, 27.58, 27.58, 27.6, 27.58, 27.58,
> 27.6, 27.58, 27.58, 27.58, 27.59, 27.6, 27.59, 27.59, 27.58,
> 27.58, 27.58, 27.58, 27.58, 27.59, 27.58, 27.58, 27.59, 27.58,
> 27.59, 27.58, 27.6, 27.6, 27.58, 27.58, 27.58, 27.58, 27.58,
> 27.59, 27.58, 27.58, 27.58, 27.58, 27.58, 27.61, 27.61, 27.61,
> 27.61, 27.62, 27.62, 27.59, 27.61, 27.59, 27.59, 27.61, 27.61,
> 27.59, 27.59, 27.58, 27.58, 27.58, 27.58, 27.57, 27.57, 27.57,
> 27.58, 27.26, 27.26, 27.26, 27.26, 27.26, 27.26, 27.26, 27.65,
> 27.65, 27.58, 27.58, 27.58, 27.58, 27.58, 27.6, 27.6, 27.6, 27.62,
> 27.65, 27.65, 27.65, 27.66, 27.67, 27.67, 27.67, 27.66, 27.65,
> 27.65, 27.65, 27.65, 27.65, 27.65, 27.65, 27.65, 27.65, 27.63,
> 27.6, 27.6, 27.58, 27.6, 27.6, 27.65, 27.65, 27.65, 27.63, 27.63,
> 27.61, 27.6, 27.63, 27.63, 27.65, 27.65, 27.63, 27.63, 27.59,
> 27.59, 27.59, 27.63, 27.64, 27.64, 27.62, 27.62, 27.62, 27.62,
> 27.62, 27.62, 27.62, 27.62, 27.59, 27.59, 27.62, 27.62, 27.62,
> 27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.63, 27.63, 27.63,
> 27.63, 27.63, 27.63, 27.63, 27.63, 27.62, 27.62, 27.62, 27.62,
> 27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.58, 27.62, 27.62
> ), .Dim = c(100, 2), .Dimnames = list(c("1", "2", "3", "4", "5",
> "6", "7", "8", "9", "10", "11", "12", "13", "14", "15", "16",
> "17", "18", "19", "20", "21", "22", "23", "24", "25", "26", "27",
> "28", "29", "30", "31", "32", "33", "34", "35", "36", "37", "38",
> "39", "40", "41", "42", "43", "44", "45", "46", "47", "48", "49",
> "50", "51", "52", "53", "54", "55", "56", "57", "58", "59", "60",
> "61", "62", "63", "64", "65", "66", "67", "68", "69", "70", "71",
> "72", "73", "74", "75", "76", "77", "78", "79", "80", "81", "82",
> "83", "84", "85", "86", "87", "88", "89", "90", "91", "92", "93",
> "94", "95", "96", "97", "98", "99", "100"), c("bid", "ask")), index =
> structure(c(1144049400,
> 1144049400, 1144049400, 1144050402, 1144050402, 1144050414, 1144051028,
> 1144051200, 1144051200, 1144051202, 1144051252, 1144051255, 1144051257,
> 1144051343, 1144051352, 1144051360, 1144051376, 1144051378, 1144051388,
> 1144051397, 1144051437, 1144051470, 1144051537, 1144051542, 1144051583,
> 1144051583, 1144051583, 1144051583, 1144051587, 1144051588, 1144051589,
> 1144051603, 1144051713, 1144051743, 1144051747, 1144051756, 1144052022,
> 1144052087, 1144052223, 1144052230, 1144052300, 1144052317, 1144052440,
> 1144052568, 1144052569, 1144052609, 1144052620, 1144052620, 1144052623,
> 1144052652, 1144052792, 1144052819, 1144052820, 1144052973, 1144052984,
> 1144052985, 1144052987, 1144053001, 1144053077, 1144053121, 1144053121,
> 1144053168, 1144053168, 1144054193, 1144054231, 1144054299, 1144054307,
> 1144054309, 1144054549, 1144054566, 1144054566, 1144054569, 1144054614,
> 1144054622, 1144054622, 1144054633, 1144054633, 1144054638, 1144054876,
> 1144054878, 1144054879, 1144054880, 1144054882, 1144054887, 1144054892,
> 1144054892, 1144054893, 1144054896, 1144054897, 1144054930, 1144054948,
> 1144054955, 1144055142, 1144055142, 1144055142, 1144055177, 1144055177,
> 1144055194, 1144055242, 1144055242), class = c("POSIXt", "POSIXct"
> ), tzone = ""), class = "zoo")
>
> fxdata<-fxdata[(( fxdata[,"bid"] > 0.0 ) & ( fxdata[,"ask"]  > 0.0 )),]
>
> temp<-( fxdata[,"bid"] > 0.0 ) & ( fxdata[,"ask"]  > 0.0 )
>
> print(temp)
> print(length(temp))
> print(sum(temp))
> --------------------------------------------------------
>
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