[R-SIG-Finance] apply.fromstart() warnings

[Gabor Grothendieck]

To do it in zoo alone try this:

library(zoo)
d <- zoo(matrix(1:50, 25), as.Date(1:25))

dd <- NA * d
for(i in 21:nrow(dd)) dd[i, ] <- colMeans(d[1:i, ])

You also might try updating the to latest version of all packages and R
although that does not appear to be the source of the problem here.

On Mon, Jun 2, 2008 at 7:57 AM, Murali Menon <feanor0 at hotmail.com> wrote:
>
>
> Folks,
>
> When I attempt to find the growing window columnwise mean of a two-dimensional array, I get a bunch of warnings. Any idea why? Here's my code:
>
>> library(PerformanceAnalytics)
>
>> d <- zoo(matrix(rnorm(50), ncol=2), order.by=as.Date(1:25))
>
>> apply.fromstart(d, gap=20, FUN="mean")
> 1970-01-02          NA          NA
> 1970-01-03          NA          NA
> 1970-01-04          NA          NA
> 1970-01-05          NA          NA
> 1970-01-06          NA          NA
> 1970-01-07          NA          NA
> 1970-01-08          NA          NA
> 1970-01-09          NA          NA
> 1970-01-10          NA          NA
> 1970-01-11          NA          NA
> 1970-01-12          NA          NA
> 1970-01-13          NA          NA
> 1970-01-14          NA          NA
> 1970-01-15          NA          NA
> 1970-01-16          NA          NA
> 1970-01-17          NA          NA
> 1970-01-18          NA          NA
> 1970-01-19          NA          NA
> 1970-01-20          NA          NA
> 1970-01-21 -0.05899970 -0.05899970
> 1970-01-22 -0.05882669 -0.05882669
> 1970-01-23 -0.08635806 -0.08635806
> 1970-01-24 -0.15848480 -0.15848480
> 1970-01-25 -0.13168358 -0.13168358
> 1970-01-26 -0.17101046 -0.17101046
> There were 12 warnings (use warnings() to see them)
>
>
> When I check the warnings(), here's the first string I get:
>
> 1: In column.Return.calc[i] = apply(as.matrix(data.zoo[,  ... :
>  number of items to replace is not a multiple of replacement length
>
> I'm not sure why this should be the case?
>
>
> I'm using:
>
>> packageDescription("zoo")$Version
> [1] "1.4-2"
>> packageDescription("PerformanceAnalytics")$Version
> [1] "0.9.6"
>
>
> And R 2.6.1 on Windows XP.
>
>
> Thanks,
>
>
> Murali
>
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