[R-SIG-Finance] Error with Rollmean

[Gabor Grothendieck]

On Fri, Sep 23, 2011 at 1:51 PM, John Kerpel <john.kerpel at gmail.com> wrote:
> Here's an example:
>
>
>>  library(timeSeries)
>>  library(zoo)
>> data(MSFT)
>> MSFT.zoo <- as.zoo(MSFT[,"Close"])
>> head(MSFT.zoo)
>              Close
> 2000-09-27 60.6250
> 2000-09-28 61.3125
> 2000-09-29 60.3125
> 2000-10-02 59.1250
> 2000-10-03 56.5625
> 2000-10-04 55.4375
>> MSFT.zoo.3 <- rollmean(MSFT.zoo, 3)
> Error in `colnames<-`(`*tmp*`, value = "Close") :
>   attempt to set colnames on object with less than two dimensions
>

Thanks.  Its now fixed in the development version.  Use svn version
899 or later or add this to your code:

source("http://r-forge.r-project.org/scm/viewvc.php/*checkout*/pkg/zoo/R/rollmean.R?revision=899&root=zoo")

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