[R-SIG-Finance] Error in midnightStandard(charvec, format)

Wei-han Liu weihanliu2002 at yahoo.com
Wed Jun 6 02:10:03 CEST 2012


Hi R users:
 
I am trying some functions in QRMlib
package and applying to my own trial dataset but encountered the following
error message when dealing with time series data. 
 
Error in
midnightStandard(charvec, format) : 
  'charvec' has non-NA entries of different
number of characters


I have googled
for some solution but the discussions are not clear enough to me if the issue
can be solved or not. I suppose it is due to the data type conflict.

Listed below is the coding and dataset is attached:
dataset <-
read.csv("D:/stockindex.csv", header=TRUE, sep = ",");
tsData <-
as.timeSeries(dataset);
Date <-
tsData[,1];
SP500ts <-
tsData[,2];


SP500.nreturns
<- -mk.returns(SP500ts);
tD <-
timeDate("05/16/1992","%m/%d/%Y");
window <-
(seriesPositions(SP500.nreturns) > tD);SP500.nreturns <-
SP500.nreturns[window];


Thanks for your attention and assistance.

Wei-han
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