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

[Dirk Eddelbuettel]

On Wed, Dec 29, 2004 at 01:14:16PM -0500, Adam Klein wrote:
> 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?

In my experience this is almost always due to an irregular data field. I'd
check that line in the input, i.e.

recs[7568,1:51]

as I suspect that recs[7568,1] may simply have a format different from
%Y-%m-%d.

Hth, Dirk

 
> 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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If you don't go with R now, you will someday.
  -- David Kane on r-sig-finance, 30 Nov 2004