[R-SIG-Finance] xts and na.omit "unsupported type"

Jeff Ryan jeff.a.ryan at gmail.com
Thu Dec 10 16:07:42 CET 2009


Actually more a question for the developers :)

Seems to be a bug in the code.  I will fix.
For now, Brian's suggestion is best.

Thanks,
Jeff

On Thu, Dec 10, 2009 at 8:23 AM, Brian G. Peterson <brian at braverock.com> wrote:
> Fabrizio Pollastri wrote:
>>
>> Hello,
>> I have to remove NAs from a logical xts, but I get the error:
>>
>> Error in na.omit.xts(x > y) : unsupported type
>>
>> Example code:
>>
>> library(xts)
>> x = xts(1:10,as.Date(1:10))
>> y = xts(c(NA,9:1),as.Date(1:10))
>> na.omit(x > y)
>
> x>y is a logical comparison. na.omit want s a single series as an argument.
>
> so, cbind your series first, na.omit, and then compare
>
> or skip all that and do:
>
> x[which(x>y)]
>
> and please note that this was a question for r-help, not R-SIG-Finance, as
> it has nothing to do with finance.
>
> Regards,
>
>   - Brian
>
> --
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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