*Dear Brian.*
*That's why i feel strange for this issue.*
*I know you cannot reproduce relevant error information, which is quite
similar to some report in stackoverflow.*
http://stackoverflow.com/questions/9757430/xts-error-order-by-requires-an-appropriate-time-based-object


Probably,  you can give me other hints , such as release version, os, et al.

Thank you very much.

Best,

Haiping


On 28 April 2012 18:31, Brian G. Peterson <brian@braverock.com> wrote:

> On Sat, 2012-04-28 at 16:14 +0800, Haiping LAN wrote:
> > Dear Brian,  Michael  and Db.
> >
> > Thanks for all your suggests.
> > I tried all your hints. But i found the problem remains, and still shows
> "
> > order.by requires an appropriate time-based object"
> >
> > it sounds strange.
>
> If you are going to persist in suggesting that a bug exists, then please
> provide a reproducible example.
>
> >From your original message and the suggestions you've received, the
> complete example would be:
>
> #########
> require(quantmod)
> getSymbols('^GSPC')
>
> ex.model <- specifyModel(T.ind(GSPC) ~ Delt(Cly,k=1:3))
>
> T.ind <- function(quotes,tgt.margin=0.025,n.days=10) {
>  v <- apply(HLC(quotes),1,mean)
>  r <- matrix(NA,ncol=n.days,nrow=NROW(quotes))
>  for(x in 1:n.days) r[,x] <- Next(Delt(v,k=x),x)
>  x <- apply(r,1,function(x) sum(x[x > tgt.margin | x < -tgt.margin]))
>  if (is.xts(quotes)) xts(x,time(quotes)) else x
> }
>
> ex.model.Cl <- specifyModel(T.ind(GSPC) ~ Delt(Cl(GSPC),k=1:3))
> ex.model.Ad <- specifyModel(T.ind(GSPC) ~ Delt(Ad(GSPC),k=1:3))
> #########
>
> This works for me.
>
> Where, specifically, do you think there is still a problem?
>
> I don't see any evidence of a bug here in quantmod, xts, or lm.
>
>   - Brian
>
> > On 23 April 2012 23:08, Brian G. Peterson <brian@braverock.com> wrote:
> >
> > > On Mon, 2012-04-23 at 11:03 -0400, R. Michael Weylandt wrote:
> > > > In addition to what's been said, you could much more easily write:
> > > >
> > > > GSPC <- getSymbols("^GSPC", from = "2000-01-01", auto.assign = F)
> > >
> > > I'll make it simpler still...
> > >
> > > getSymbols("^GSPC", from = "2000-01-01")
> > >
> > > which will create object 'GSPC' and avoids the frowned upon use of 'F'
> > > for FALSE (which can easily collide with a variable)
> > >
> > > Regards,
> > >
> > >   - Brian
>
>


-- 
  Haiping LAN

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