【问题标题】:No applicable method for 'time<-' applied to an object of class "c('xts', 'zoo')" [closed]没有适用于“时间<-”的方法应用于“c('xts','zoo')”类的对象[关闭]
【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timeSeriestime&lt;-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

标签: r xts zoo


【解决方案1】:

问题是包timeSeries。加载它会给出以下警告:

Attaching package: ‘timeSeries’

The following object(s) are masked from ‘package:zoo’:

    time<-

您可以分离包以使用charts.PerformanceSummary,然后再次加载它:

detach('package:timeSeries')
detach('package:timeDate') # since it masks statistical functions
charts.PerformanceSummary(R = dX)
library(timeSeries)

【讨论】:

  • 谢谢你,罗兰。请假设我必须加载timeSeries:我该如何处理这个问题?
  • 是的!还有什么? :) 非常感谢
  • @user1621969,您可以修补您的 PerformanceAnalytics 版本。将 chart.TimeSeries.R 的第 237 行更改为 rownames = as.Date(xts:::time.xts(y))。然后,重建并安装。
  • @user1621969:您也可以先加载 timeSeries,然后再加载 PerformanceAnalytics。这将确保 timeSeries 和 timeDate 在搜索路径中比 xts/zoo 更靠后,因此将首先找到 xts/zoo time&lt;- 方法。
  • 感谢 Brian 快速应用补丁。您可以按照说明here 签出、构建和安装最新版本的 PerformanceAnalytics。
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