[R-sig-finance] fBasics / timeSeries() - memory issue?

[Adam Klein]

Hi all, 

I'm new to R and using R v2.0.0 and fBasics 200.10058, and trying to construct a timeSeries from a data frame (it's a currency total return index).  I'm wondering if there are memory-related issues because I can only load 7567 dates into memory across 51 countries; but when I try to load 7568 periods I get an error:

> len
[1] 7567
> myTS <- timeSeries(recs[1:len,2:51], recs[1:len,1], units=names(recs)[2:51])		# THIS WORKS
> len<-len+1
> len
[1] 7568
> myTS <- timeSeries(recs[1:len,2:51], recs[1:len,1], units=names(recs)[2:51])		# THIS DOESN'T WORK
Error in if (timeTest == 0) iso.format = "%Y-%m-%d" : 
        missing value where TRUE/FALSE needed

Does anyone think this might be a memory issue?  How could I check?

The recs data frame looks like this ...

> str(recs)
`data.frame':   8867 obs. of  51 variables:
 $ TIME: chr  "1970-12-31 16:00:00" "1971-01-01 16:00:00" "1971-01-04 16:00:00" "1971-01-05 16:00:00" ...
 $ AR  : num  NA NA NA NA NA NA NA NA NA NA ...
 $ AU  : num  NA NA NA NA NA NA NA NA NA NA ...
 $ BD  : num  NA NA NA NA NA NA NA NA NA NA ...
 $ BG  : num  NA NA NA NA NA NA NA NA NA NA ...
 $ BR  : num  NA NA NA NA NA NA NA NA NA NA ...
	...

Thanks!

--Adam
 
 
 
 
 
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