请将以下数据结构放入R中以重现我的示例:
现在尝试使用这段代码:
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")))
现在尝试使用这段代码:
library(PerformanceAnalytics)
library(quantmod)
library(timeSeries)
charts.PerformanceSummary(R = dX)
并且出现了以下错误:
Error in UseMethod("time<-") :
no applicable method for 'time<-' applied to an object of class "c('xts', 'zoo')"
我猜这个问题与数据的 class = c("xts, "zoo")
有关,但我不明白为什么它以那种格式读取这些数据,如何将其强制转换为一个简单的 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
当我加载软件包时,我会得到以下信息:
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<-
根据错误信息,我猜想问题出在连接 timeSeries
和time<-
时被 package:zoo
掩盖了,对此我并不清楚其含义以及如何处理。
xts
包? - Popquantmod
并加载xts
。 - user1621969sessionInfo()
的输出是什么? - Rolandloaded 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
- user1621969