[R] Error in Switch in KhmaladzeTest

xiaolu.x.ren at us.hsbc.com xiaolu.x.ren at us.hsbc.com
Wed Oct 15 17:39:55 CEST 2008


My dataset has 1 dependent variable(Logloss) and 7 independent dummy
variables(AS,AM,CB,CF,RB,RBR,TS) , it's attached in this email. The problem
is I cant finish Khmaladze test because there's an error "Error in
switch(mode(x), "NULL" = structure(NULL, class = "formula"),  :  invalid
formula" which I really dont know how to fix. My R version is 2.7.2. The
packages loaded are "Quantreq" and "Sparse M", the process is as follows:


> local({pkg <- select.list(sort(.packages(all.available = TRUE)))
+ if(nchar(pkg)) library(pkg, character.only=TRUE)})
Loading required package: SparseM
Package SparseM (0.78) loaded.  To cite, see citation("SparseM")
Package quantreg (4.22) loaded.  To cite, see citation("quantreg")

>  fit<-rqProcess(Logloss~AS+AM+CB+CF+RB+RBR,data=CPBP,taus=-1)

> KhmaladzeTest(fit,nullH="location")
Error in switch(mode(x), "NULL" = structure(NULL, class = "formula"),  :
  invalid formula

I would greatly appreciate if you can help me out, thank you very much!!!!

(See attached file: CPBP.txt)

Best Regards,

Lulu Ren

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