[R-SIG-Finance] strange trouble with timeSeries....
Mercurio Danilo 1850 SPI
Danilo.Mercurio at Sparinvest.com
Mon May 16 10:32:53 CEST 2011
I very often use the time series library is "timeSeries".
In general I am very happy however a strange error occurs once in a while. At least I could not identifiy a tipical example.
Say I have a multivariate time series X and X is a "timeSeries" object. It may happen that after manipulations on X, which should not change X
but give some output (i.e. input X in a function which gives the output Y), X is no more a "timeSeries" object, but simply a matrix.
When I realize it I usually coerce X to be a timeSeries once again ( X <- as.timeSeries(X) ).
However, this is a dirty workaround.
I am sorry that I cannot explain the problem in more detail.
Did anyone else experience the same problem?
Maybe I am not programming in a clean robust way? Can anyone send advice?
Dr. Danilo Mercurio
ERSTE-SPARINVEST Kapitalanlagegesellschaft m.b.H
Quantitative Analyst, Global Strategies and Research
AT00951850 Global Strategies & Research
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