【发布时间】:2012-08-19 18:45:27
【问题描述】:
请将此数据结构放入 R 中以便重现我的示例:
dX <- structure(c(3272.1, 3271.48, 3281.03, 3267.08, 3260.65, NA, 1616.3,
1620.1, 1639.9, 1637.4, 1669.6, 1662.2, 528.385, 529.268, 531.022,
532.424, NA, NA), .indexTZ = "", class = c("xts", "zoo"), .indexCLASS = c("POSIXct",
"POSIXt"), tclass = c("POSIXct", "POSIXt"), tzone = "", index = structure(c(1345147200,
1345406400, 1345492800, 1345579200, 1345665600, 1345752000), tzone = "", tclass = c("POSIXct",
"POSIXt")), .Dim = c(6L, 3L), .Dimnames = list(NULL, c("M1WO.Index",
"GC1.COMB.Comdty", "JGAGGUSD.Index")))
现在试试这个代码:
library(PerformanceAnalytics)
library(quantmod)
library(timeSeries)
charts.PerformanceSummary(R = dX)
并得到这个错误:
Error in UseMethod("time<-") :
no applicable method for 'time<-' applied to an object of class "c('xts', 'zoo')"
我猜问题出在class = c("xts, "zoo") 的数据上,但我不明白为什么它会以那种格式读取这些数据,以及如何将其强制转换为简单的xts 对象。
我该如何解决这个问题?
我的系统:
R version 2.15.1 (2012-06-22)
Platform: i386-pc-mingw32/i386 (32-bit)
locale:
[1] LC_COLLATE=English_United States.1252
[2] LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] stats graphics grDevices datasets utils methods base
other attached packages:
[1] timeSeries_2160.94 timeDate_2160.95
[3] quantmod_0.3-17 TTR_0.21-1
[5] Defaults_1.1-1 PerformanceAnalytics_1.0.4.4
[7] xts_0.8-6 zoo_1.7-7
[9] rcom_2.2-5 rscproxy_2.0-5
loaded via a namespace (and not attached):
[1] fBasics_2160.81 fGarch_2110.80.1 grid_2.15.1 lattice_0.20-6
[5] MASS_7.3-18 stabledist_0.6-4 tools_2.15.1
当我加载包时,我得到以下信息:
Loading required package: zoo
Attaching package: ‘zoo’
The following object(s) are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: timeDate
Attaching package: ‘timeDate’
The following object(s) are masked from ‘package:PerformanceAnalytics’:
kurtosis, skewness
Attaching package: ‘timeSeries’
The following object(s) are masked from ‘package:zoo’:
time<-
根据错误消息,我猜想在附加timeSeries 和time<- 被package:zoo 屏蔽时出现问题,我真的不知道它是什么意思以及如何处理。
【问题讨论】:
-
你有没有加载包
xts? -
我当然有 :) 我刚刚在示例代码中添加了另一个命令行,以便加载
quantmod并同时加载xts。 -
考虑
class(as.xts(dX))仍然返回一个"xts" "zoo"对象,而我想省略zoo组件。 -
我没有收到您的代码错误。
sessionInfo()的输出是什么? -
这里太长了,贴不上来。你感兴趣的领域是什么?
R version 2.15.1 (2012-06-22) Platform: i386-pc-mingw32/i386 (32-bit) locale: [1] LC_COLLATE=English_United States.1252 [2] LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United States.1252 [4] LC_NUMERIC=C [5] LC_TIME=English_United States.1252