Please, put this data structure into R in order to reproduce my example:
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")))
Now try this code:
library(PerformanceAnalytics)
library(quantmod)
library(timeSeries)
charts.PerformanceSummary(R = dX)
and get this error:
Error in UseMethod("time<-") :
no applicable method for 'time<-' applied to an object of class "c('xts', 'zoo')"
I guess the issue is about the datas whose class = c("xts, "zoo")
, but I do not understand why it reads those datas in that format and how may I coerce it to a simple xts
object.
How could I solve this issue?
My system:
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
When I load packages, I get the following:
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<-
According to the error messagge, I guess the issue comes when attaching timeSeries
and time<-
is masked from package:zoo
, which I do not really know what it does mean and how to deal with.
The problem is package timeSeries
. Loading it gives the following warning:
Attaching package: ‘timeSeries’
The following object(s) are masked from ‘package:zoo’:
time<-
You can detach the package for using charts.PerformanceSummary
and than load it again:
detach('package:timeSeries')
detach('package:timeDate') # since it masks statistical functions
charts.PerformanceSummary(R = dX)
library(timeSeries)
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