[R-SIG-Finance] Xts, Zoo Error: "number of items to replace not multiple of replacement length"

[Wob Wu]

Hello,

I am trying to construct a continous price series of future contracts. This is all working well apart from one bit in my code. After spending hours of debugging I still can't find the source of the problem. So any help is highly appreciated!!!

Ok, so basically I am trying to replace the log returns on specific days. This works for nearly all contracts that I am converting, apart from a
few. And I really can't see what the difference between it is as the
code is exactly the same.

So the specific code is:

returnNorm[expiryDates,] <- returnRoll[expiryDates,];

This however fails with the error:
"Error in NextMethod(.Generic) :   number of items to replace is not a multiple of replacement length"

where 

class(returnNorm) and class(returnRoll) is "xts" "zoo"
class(expiryDates) is "Date"

and

 dim(returnRoll[expiryDates,])
[1] 242   1
> dim(returnNorm[expiryDates,])
[1] 242   1

The data basically looks like this:

 returnNorm[expiryDates,]
               1.Close
1990-01-23 -0.04304175
1990-02-21 -0.02048786
1990-03-21  0.03466198
1990-04-23  0.06052630
1990-05-23  0.02568539
...

 returnRoll[expiryDates,]
                1.Close
1990-01-23 -0.007839561
1990-02-21 -0.018232046
1990-03-21  0.009564634
1990-04-23  0.013196285
1990-05-23 -0.042100119
...

 expiryDates
  [1] "1990-01-23" "1990-02-21" "1990-03-21" "1990-04-23" "1990-05-23" ...

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