[R-SIG-Finance] "Next" in quantmod

[Jeff Ryan]

A bug.  :)

It is fixed on R-forge, and will be headed to CRAN soon.

> install.packages("quantmod", repos="http://r-forge.r-project.org")
trying URL 'http://r-forge.r-project.org/src/contrib/quantmod_0.3-9.tar.gz'
Content type 'application/x-gzip' length 100132 bytes (97 Kb)
opened URL
==================================================
downloaded 97 Kb

* Installing *source* package 'quantmod' ...
** R
** demo
....
> library(quantmod)

> getSymbols("CSCO")
[1] "CSCO"
> head(Next(Cl(CSCO)))
            Next
2007-01-03 28.46
2007-01-04 28.47
2007-01-05 28.63
2007-01-08 28.47
2007-01-09 28.68
2007-01-10 28.69


Thanks,
Jeff

On Wed, May 13, 2009 at 12:50 PM, Steve Wisdom <swisdom at gmail.com> wrote:
> Not sure is this is a bug, or a feature, or just a brain-cramp on my end:
>
>> require(quantmod)
> Loading required package: quantmod
> Loading required package: xts
> Loading required package: zoo
>
> Attaching package: 'zoo'
>
>        The following object(s) are masked from package:base :
>
>         as.Date.numeric
>
> Loading required package: Defaults
> quantmod: Quantitative Financial Modelling Framework
>
> Version 0.3-7, Revision 461
> http://www.quantmod.com
>
>> getSymbols("CSCO")
> [1] "CSCO"
>> head(Lag(Cl(CSCO)))
>           Lag.1
> 2007-01-03    NA
> 2007-01-04 27.73
> 2007-01-05 28.46
> 2007-01-08 28.47
> 2007-01-09 28.63
> 2007-01-10 28.47
>> head(Next(Cl(CSCO)))                                <--------------
> Error in `[.xts`(x, -(0:k), ) :
>  only zeros may be mixed with negative subscripts
>> R.version.string
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com