I've come up with a strange error. Suppose I have 10 xts objects in a list called data. I now search for every three combinations using
data_names <- names(data)
combs <- combn(data_names, 3)
My basic goal is to do a PCA on those 1080 triples. To speed things up I wanted do use the package doParallel. So here is the snippet shortened till the point where the error occurs:
list <- foreach(i=1:ncol(combs)) %dopar% {
tmp_triple <- combs[,i]
p1<-data[tmp_triple[[1]]][[1]]
p2<-data[tmp_triple[[2]]][[1]]
p3<-data[tmp_triple[[3]]][[1]]
data.merge <- merge(p1,p2,p3,all=FALSE)
}
Here, the merge function seems to be the problem. The error is
task 1 failed - "cannot coerce class 'c("xts", "zoo")' into a data.frame"
However, when changing %dopar% to a normal serial %do% everything works as accepted.
Till now I was not able to find any solution to this problem and I'm not even sure what to look for.
A better solution rather than explicitly loading the libraries within the function would be to utilise the .packages argument of the foreach() function:
list <- foreach(i=1:ncol(combs),.packages=c("xts","zoo")) %dopar% {
tmp_triple <- combs[,i]
p1<-data[tmp_triple[[1]]][[1]]
p2<-data[tmp_triple[[2]]][[1]]
p3<-data[tmp_triple[[3]]][[1]]
data.merge <- merge(p1,p2,p3,all=FALSE)
}
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