It is entirely possible that the docs are just wrong ;-)

Actually, it is probably the scale setting in the code.  I will try and
track down any changes I made that may account for the [intentionally?]
missing 'ly'.

I'll also test and commit the update if it really is a bug in xts.

Thanks,
Jeff

On Tue, Apr 26, 2011 at 10:16 AM, Peter Carl <peter@braverock.com> wrote:

> If we go by the documentation in ?periodicity, it looks like a bug:
>
> "Possible scale values are:
>
> ‘minute’,‘hourly’, ‘daily’,‘weekly’, ‘monthly’,‘quarterly’, and ‘yearly’. "
>
> Of course, I have a vested interest in it being Jeff's issue :).
>
> pcc
> --
> Peter Carl
> http://www.braverock.com/~peter
>
> > Folks,
> >
> > The variable scale is initialised as "years" in the function
> > periodicity(), whereas the usage for other periods is 'quarterly',
> > 'monthly' etc. This causes chart.TimeSeries() to throw an error in the
> >
> > switch(freq$scale, ) code because that is looking for 'yearly', not
> > 'years'.
> >
> > E.g.
> >
> >> x <- structure(c(0.000452526685891801, 0.000807277725566065,
> >> -0.00263743291162857,
> > 0.00565791169977606, 0.000493819538511648, 0.000231269431065556,
> > 0.00255725013533005, -0.000576682024023798, 0.00890528425766388,
> > 0.00172948824027563, 0.00586017066434493, 0.00033513487703795,
> > 0.00281930488908796, -0.00400888331693709, -0.00336887385144884,
> > -0.000525136255385699, -0.0064468192138384, 0.0064614590751907,
> > -0.00111345878301972), .indexCLASS = c("POSIXt", "POSIXct"), .indexTZ =
> > "", .CLASS = "xts", na.action = structure(c(736L,
> > 1082L), class = "omit", index = c(1261699200, 1303772400)), index =
> > structure(c(1176073200,
> > 1178492400, 1188169200, 1198627200, 1206316800, 1209942000, 1219618800,
> > 1230249600, 1239577200, 1241391600, 1251673200, 1261958400, 1270422000,
> > 1272841200, 1283122800, 1293408000, 1293494400, 1294012800, 1303686000
> > ), tzone = "", tclass = c("POSIXt", "POSIXct")), .Dim = c(19L,
> > 1L), .Dimnames = list(NULL, "AHA"), class = c("xts", "zoo"))
> >
> >> chart.TimeSeries(x)
> > Error in if (format == "") { : argument is of length zero
> >
> >> periodicity(x)$scale
> > [1] "years"
> >
> > Is this a bug in periodicity()?
> >
> > I am using PerformanceAnalytics 1.0.3.2 and R 2.11.1
> >
> > Thanks,
> > Murali
> >
> > _______________________________________________
> > R-SIG-Finance@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> > should go.
> >
>
> _______________________________________________
> R-SIG-Finance@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.
>



-- 
Jeffrey Ryan
jeffrey.ryan@lemnica.com

www.lemnica.com

R/Finance 2011 April 29th and 30th in Chicago | www.RinFinance.com

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