[R-SIG-Finance] Regression in fPortfolio? Sorting by date does not work...

Yohan Chalabi chalabi at phys.ethz.ch
Wed Sep 2 12:30:24 CEST 2009

>>>> "NC" == Nicolas Chapados <nicolas.chapados at gmail.com>
>>>> on Tue, 1 Sep 2009 12:02:18 -0400

   NC> Thanks for your quick reply.  I found a solution to the
   NC> problem: I
   NC> installed the latest versions of timeDate and timeSeries as were
   NC> present on R-Forge (NOT CRAN).  It appears that the following
   NC> bit of
   NC> code was added relatively recently in methods-is.R (in the
   NC> timeSeries) package:
   NC> if (getRversion() < 2.8.0) {
   NC> setMethod(is.unsorted, timeSeries, function(x, na.rm = FALSE)
   NC> callGeneric(x at positions, na.rm = na.rm))
   NC> } else {
   NC> setMethod(is.unsorted, timeSeries, function(x, na.rm = FALSE,
   NC> strictly = FALSE)
   NC> callGeneric(x at positions, na.rm = na.rm, strictly = strictly))
   NC> }
   NC> The problem I was experiencing previously appeared to be due
   NC> to the
   NC> first form of the callCaneric being made, without the strictly=
   NC> argument.

Hi Nicolas,

This code has been in timeSeries since the introduction of
is.unsorted,timeSeries method. It used to be in "is.R" since
version 2100.81. The current version is 2100.83. 

I do not understand why it does not work for you with the current
packages on CRAN. We are unable to reproduce your error using
different versions of R and packages from CRAN.

We would be very grateful if you could try again using the packages
from CRAN so that we can try to reproduce any potential errors.

You do not need the dev-packages from R-Forge to run the examples of
the ebook.


PhD student
Swiss Federal Institute of Technology


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