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

Brian G. Peterson brian at braverock.com
Mon Jun 2 17:15:59 CEST 2008


It looks like you may have found a bug in apply.fromstart()

We'll get a fit worked out and posted here soon.

Regards,

   - Brian


Murali Menon wrote:
> Hi Gabor,
>  
> Thanks for the suggestion. Actually, I just simplified the problem to a small bit of code that replicates the issue; in actuality, it's not the mean I am interested in calculating (but all sorts of other metrics), and the data are not randomly generated, but are financial time-series.
>  
> The warning's probably coming from the apply.fromstart() function, but am not quite able to determine why. The initial 20 NAs are expected as there are no 'mean' computed for these (viz. the argument gap = 20).
>  
> Cheers,
> Murali



More information about the R-SIG-Finance mailing list