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

[Brian G. Peterson]

You haven't provided a reproducible example, per the posting guide.  
This makes it difficult to help you.

This error usually results from NA's or a function failing to return.  
Look at your data, and see if the replaced series has problems.

Also, given that this question really has nothing to do with finance 
(though it does purport to use xts and zoo) it probably belonged on 
R-Help, where you would likely have also been told to do your homework 
and provide a reproducible example.

   - Brian

Wob Wu wrote:
> 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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-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock