[R-SIG-Finance] strange trouble with timeSeries....

[Mercurio Danilo 1850 SPI]

Hi!

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?

Many thanks!

Dr. Danilo Mercurio
ERSTE-SPARINVEST Kapitalanlagegesellschaft m.b.H
Quantitative Analyst, Global Strategies and Research

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