   Hi All,

>
> As suggested, I'm coming back with the sessionInfo() and the traceback():
>
> > *sessionInfo()*
> R version 3.0.0 (2013-04-03)
> Platform: x86_64-w64-mingw32/x64 (64-bit)
>
> locale:
> [1] LC_COLLATE=Spanish_Spain.1252
> [2] LC_CTYPE=Spanish_Spain.1252
> [3] LC_MONETARY=Spanish_Spain.1252
> [4] LC_NUMERIC=C
> [5] LC_TIME=Spanish_Spain.1252
>
> attached base packages:
> [1] stats     graphics  grDevices utils
> [5] datasets  methods   base
>
> other attached packages:
> [1] YieldCurve_4.1  xts_0.9-3       zoo_1.7-9
> [4] TSA_1.01        tseries_0.10-31 mgcv_1.7-22
> [7] locfit_1.5-9.1  leaps_2.9       RODBC_1.3-6
>
> loaded via a namespace (and not attached):
> [1] grid_3.0.0      lattice_0.20-15 Matrix_1.0-12
> [4] nlme_3.1-109    quadprog_1.5-5  tools_3.0.0
>
>
> > *traceback()*
> 3: stop("order.by requires an appropriate time-based object")
> 2: xts(matrix(0, nrow(Coeff), length(maturity)), order.by = time(Coeff))
> 1: NSrates(NSParameters, NEW.VECT.1[, 1])
>
> I hope You find It useful
>
> Regards.
>
> Jaimie.
>
> *PS: Thanks Ryan for Your suggestion.*
>
>
> On Mon, Aug 12, 2013 at 5:33 AM, Jeff Ryan <jeff.a.ryan@gmail.com> wrote:
>
>> Try posting sessionInfo(). Your packages matter far more than your system
>> in 99.99% of cases.
>>
>> Also, providing the result of traceback() immediately after the failed
>> call can be illustrative.
>>
>> Best,
>> Jeff
>>
>> Jeffrey Ryan    |    Founder    |    jeffrey.ryan@lemnica.com
>>
>> www.lemnica.com
>>
>> On Aug 11, 2013, at 10:56 AM, jaimie villanueva <
>> jaimie.villanueva@gmail.com> wrote:
>>
>> > Hi there,
>> >
>> > I'm facing some problems since I've updated  the YieldCurve package
>> from <<
>> > YieldCurve_4.0 >> to << YieldCurve_4.1 >>
>> >
>> > I would like to get Nelson Siegel rates. To do so, I'm using
>> > "Nelson.Siegel" function in order to compute beta and lambda parameters
>> and
>> > "NSrates" function to compute Nelson Siegel rates. The thing is that the
>> > following code I'm about to show You, did work in the past with my older
>> > version of the package, but It doesn't work now.
>> >
>> > The problem occurs when setting up Nelson Siegel function:
>> >
>> > This is the code:
>> >
>> >> Sys.info()
>> >                     sysname                      release
>> >   version
>> >                   "Windows"                      "7 x64" "build 7601,
>> > Service Pack 1"
>> >                    nodename                      machine
>> >     login
>> >                    "JVC-PC"                     "x86-64"
>> >     "JVC"
>> >                        user               effective_user
>> >                       "JVC"                        "JVC"
>> >
>> >  library(RODBC)
>> >> library(TSA)
>> >> library(grDevices)
>> >> library(YieldCurve)
>> >> library(xts)
>> >>
>> >>
>> >> #########  CONFIGURACI�N INICIAL
>> >> #
>> >>
>> >> plazos.NG=array(c(1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,
>> > + 21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,
>> > + 42,43,44,45,46,47,48,49,50))
>> >>
>> >>
>> >
>> CURVA.EUR=array(c(1.415943,1.302205,1.380278,1.533634,1.725201,1.920058,2.083162,2.214956,
>> > +   2.32518,2.422087,2.591747,2.735049,2.739023,2.644585,2.543769))
>> >>
>> >> m=length(plazos.NG)
>> >> CURVA.EUR.NG=array(NA,c(m))
>> >> plazos.EUR=array(c(1,2,3,4,5,6,7,8,9,10,12,15,20,25,30))
>> >>
>> >> #
>> >> #########
>> >>
>> >> NEW.VECT.1=cbind(plazos.NG,CURVA.EUR.NG)
>> >> NEW.VECT.2=cbind(plazos.EUR,CURVA.EUR)
>> >>
>> >>
>> >> # CREAMOS EL VECTOR CON TIPOS
>> >>
>> >> l= length(plazos.EUR)
>> >> posicX=1
>> >> posicY=1
>> >>
>> >> for(k in 1:l)
>> > +  {
>> > + # BUSCAMOS LA POSICION DE CADA PUNTO DE LA CURVA.
>> > +
>> > + while(NEW.VECT.1[posicY,1]!= NEW.VECT.2[posicX,1]){posicY=posicY+1}
>> > + NEW.VECT.1[posicY,2]=NEW.VECT.2[posicX,2]
>> > + posicX=posicX+1
>> > + posicY=posicY+1
>> > +
>> > +  }
>> >>
>> >> NSParameters=
>> Nelson.Siegel(rate=NEW.VECT.1[,2],maturity=NEW.VECT.1[,1])
>> >> fitted.rates= NSrates(NSParameters, NEW.VECT.1[,1])
>> >
>> > *Error in xts(matrix(0, nrow(Coeff), length(maturity)), order.by =
>> > time(Coeff)) : *
>> > *  order.by requires an appropriate time-based object*
>> > *
>> > *
>> > Any help would be kindly appreciated.
>> > Thanks in advance.
>> >
>> > --
>> > *Jaimie.*
>> >
>> >    [[alternative HTML version deleted]]
>> >
>> > _______________________________________________
>> > 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.
>>
>
>
>
> --
> *Jaimie.*
>



-- 
*Jaimie.*

	[[alternative HTML version deleted]]

