[R-SIG-Finance] Problem with subsetting in xts package
Luis Torgo
ltorgo at inescporto.pt
Tue May 5 19:46:59 CEST 2009
Dear All,
I met with a problem that I think it's being caused by a problem in the
sub-setting methods in xts.
I found this problem because I was using the Next() function from
quantmod as follows:
> x <- GSPC$GSPC.Adjusted["200904/"]
> Delt(x)
Delt.1.arithmetic
2009-04-01 NA
2009-04-02 0.028727129
2009-04-03 0.009731777
2009-04-06 -0.008332344
2009-04-07 -0.023854551
...
> Next(x)
Error in `[.xts`(x, -(0:k), ) :
only zeros may be mixed with negative subscripts
I found it odd as k is by default 1 and thus "-(0:k)" should be
> -(0:1)
[1] 0 -1
After a bit of debugging I think I've isolated the problem at the
`[.xts` code namely,
`.subset.xts` <- `[.xts` <-
function(x, i, j, drop = FALSE, ...)
...
# test for negative subscripting in i
if (!missing(i) && is.numeric(i) ) {
if(any(i < 0)) {
if(!all(i < 0))
stop('only zeros may be mixed with negative subscripts')
...
in file "xts.methods.R".
I think it should be:
if(!all(i <= 0))
instead...
Or am I missing something?
My sysinfo:
> R.version
_
platform i486-pc-linux-gnu
arch i486
os linux-gnu
system i486, linux-gnu
status
major 2
minor 9.0
year 2009
month 04
day 17
svn rev 48333
language R
version.string R version 2.9.0 (2009-04-17)
The xts version is 0.6-4
Thanks,
Luis
--
Luis Torgo
FC/LIAAD - INESC Porto, LA Phone : (+351) 22 339 20 93
University of Porto Fax : (+351) 22 339 20 99
R. de Ceuta, 118, 6o email : ltorgo at liaad.up.pt
4050-190 PORTO - PORTUGAL WWW : http://www.liaad.up.pt/~ltorgo
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