Pfaff, Bernhard Dr.
2008-Oct-22 10:36 UTC
[Rd] R 2.8.0 qqnorm produces error with object of class zoo?
Dear list-reader,
by running the following script:
library(zoo)
sessionInfo()
search()
packageDescription("zoo")
data(EuStockMarkets)
dax <- as.zoo(EuStockMarkets[1:10, "DAX"])
daxr <- diff(log(dax))
identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))
qqnorm(coredata(daxr))
qqnorm(daxr)
qqnorm() produces an error:
> qqnorm(daxr)
Fehler in if (xi == xj) 0L else if (xi > xj) 1L else -1L :
Argument hat L?nge 0
Calls: qqnorm ... xtfrm.default -> as.vector -> rank -> switch ->
.gt
Ausf?hrung angehalten
However, this is not witnessed by running the script through R 2.7.2 (attached
are the two output files). Incidentally, the QQ-plot is produced if one uses
"qqnorm(coredata(daxr))" under R version 2.8.0. After having read both
NEWS on CRAN (General and Windows specific) I still could not figure out what
causes this result. The version of package zoo is the same and the results do
not change if I use the zoo package built under R version 2.7.2 with R version
2.7.2 or the one that has been built under R version 2.8.0.
Any hints and enlightenment are most welcome.
Best,
Bernhard
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Pfaff, Bernhard Dr.
2008-Oct-22 11:34 UTC
[Rd] R 2.8.0 qqnorm produces error with object of class zoo?
It seems, that in my previous emails the attached output files got deleted, hence these are now copied below: For R version 2.7.2: ===================R version 2.7.2 (2008-08-25) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R ist freie Software und kommt OHNE JEGLICHE GARANTIE. Sie sind eingeladen, es unter bestimmten Bedingungen weiter zu verbreiten. Tippen Sie 'license()' or 'licence()' f?r Details dazu. R ist ein Gemeinschaftsprojekt mit vielen Beitragenden. Tippen Sie 'contributors()' f?r mehr Information und 'citation()', um zu erfahren, wie R oder R packages in Publikationen zitiert werden k?nnen. Tippen Sie 'demo()' f?r einige Demos, 'help()' f?r on-line Hilfe, oder 'help.start()' f?r eine HTML Browserschnittstelle zur Hilfe. Tippen Sie 'q()', um R zu verlassen. Invesco colors have been created! Usage: "col = invcolor[1]", or "col = invcolor['blue']" etc. Type: 'invcolor' to see its definition. [Vorher gesicherter Workspace wiederhergestellt]> library(zoo)Attache Paket: 'zoo' The following object(s) are masked from package:base : as.Date.numeric Warning message: Paket 'zoo' wurde unter R Version 2.8.0 gebaut> sessionInfo()R version 2.7.2 (2008-08-25) i386-pc-mingw32 locale: LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252 attached base packages: [1] stats graphics utils datasets grDevices methods base other attached packages: [1] zoo_1.5-4 loaded via a namespace (and not attached): [1] grid_2.7.2 lattice_0.17-13> search()[1] ".GlobalEnv" "package:zoo" "package:stats" [4] "package:graphics" "package:utils" "package:datasets" [7] "package:grDevices" "package:methods" "Autoloads" [10] "package:base"> packageDescription("zoo")Package: zoo Version: 1.5-4 Date: 2008-07-09 Title: Z's ordered observations Author: Achim Zeileis, Gabor Grothendieck Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org> Description: An S3 class with methods for totally ordered indexed observations. It is particularly aimed at irregular time series of numeric vectors/matrices and factors. zoo's key design goals are independence of a particular index/date/time class and consistency with with ts and base R by providing methods to extend standard generics. Depends: R (>= 2.4.1), stats Suggests: chron, fCalendar, fSeries, its, tseries, lattice, strucchange, DAAG, xts Imports: stats, utils, graphics, grDevices, lattice LazyLoad: yes License: GPL-2 URL: http://R-Forge.R-project.org/projects/zoo/ Packaged: Wed Jul 9 18:28:07 2008; zeileis Built: R 2.8.0; ; 2008-10-16 00:01:11; windows -- File: C:/R/package/zoo/Meta/package.rds> data(EuStockMarkets) > dax <- as.zoo(EuStockMarkets[1:10, "DAX"]) > daxr <- diff(log(dax)) > identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))[1] TRUE Warning messages: 1: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt 2: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt> qqnorm(coredata(daxr)) > qqnorm(daxr) > > proc.time()User System verstrichen 1.65 0.13 2.97 For R version 2.8.0: =================== version 2.8.0 (2008-10-20) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R ist freie Software und kommt OHNE JEGLICHE GARANTIE. Sie sind eingeladen, es unter bestimmten Bedingungen weiter zu verbreiten. Tippen Sie 'license()' or 'licence()' f?r Details dazu. R ist ein Gemeinschaftsprojekt mit vielen Beitragenden. Tippen Sie 'contributors()' f?r mehr Information und 'citation()', um zu erfahren, wie R oder R packages in Publikationen zitiert werden k?nnen. Tippen Sie 'demo()' f?r einige Demos, 'help()' f?r on-line Hilfe, oder 'help.start()' f?r eine HTML Browserschnittstelle zur Hilfe. Tippen Sie 'q()', um R zu verlassen. Invesco colors have been created! Usage: "col = invcolor[1]", or "col = invcolor['blue']" etc. Type: 'invcolor' to see its definition. [Vorher gesicherter Workspace wiederhergestellt]> library(zoo)Attache Paket: 'zoo' The following object(s) are masked from package:base : as.Date.numeric> sessionInfo()R version 2.8.0 (2008-10-20) i386-pc-mingw32 locale: LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252 attached base packages: [1] stats graphics utils datasets grDevices methods base other attached packages: [1] zoo_1.5-4 loaded via a namespace (and not attached): [1] grid_2.8.0 lattice_0.17-15> search()[1] ".GlobalEnv" "package:zoo" "package:stats" [4] "package:graphics" "package:utils" "package:datasets" [7] "package:grDevices" "package:methods" "Autoloads" [10] "package:base"> packageDescription("zoo")Package: zoo Version: 1.5-4 Date: 2008-07-09 Title: Z's ordered observations Author: Achim Zeileis, Gabor Grothendieck Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org> Description: An S3 class with methods for totally ordered indexed observations. It is particularly aimed at irregular time series of numeric vectors/matrices and factors. zoo's key design goals are independence of a particular index/date/time class and consistency with with ts and base R by providing methods to extend standard generics. Depends: R (>= 2.4.1), stats Suggests: chron, fCalendar, fSeries, its, tseries, lattice, strucchange, DAAG, xts Imports: stats, utils, graphics, grDevices, lattice LazyLoad: yes License: GPL-2 URL: http://R-Forge.R-project.org/projects/zoo/ Packaged: Wed Jul 9 18:28:07 2008; zeileis Built: R 2.8.0; ; 2008-10-16 00:01:11; windows -- File: C:/R/package/zoo/Meta/package.rds> data(EuStockMarkets) > dax <- as.zoo(EuStockMarkets[1:10, "DAX"]) > daxr <- diff(log(dax)) > identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))[1] TRUE Warning messages: 1: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt 2: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt> qqnorm(coredata(daxr)) > qqnorm(daxr)Fehler in if (xi == xj) 0L else if (xi > xj) 1L else -1L : Argument hat L?nge 0 Calls: qqnorm ... xtfrm.default -> as.vector -> rank -> switch -> .gt Ausf?hrung angehalten> >Dear list-reader, > >by running the following script: > >library(zoo) >sessionInfo() >search() >packageDescription("zoo") >data(EuStockMarkets) >dax <- as.zoo(EuStockMarkets[1:10, "DAX"]) >daxr <- diff(log(dax)) >identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr))) >qqnorm(coredata(daxr)) >qqnorm(daxr) > > >qqnorm() produces an error: > >> qqnorm(daxr) >Fehler in if (xi == xj) 0L else if (xi > xj) 1L else -1L : > Argument hat L?nge 0 >Calls: qqnorm ... xtfrm.default -> as.vector -> rank -> switch -> .gt >Ausf?hrung angehalten > > >However, this is not witnessed by running the script through R >2.7.2 (attached are the two output files). Incidentally, the >QQ-plot is produced if one uses "qqnorm(coredata(daxr))" under >R version 2.8.0. After having read both NEWS on CRAN (General >and Windows specific) I still could not figure out what causes >this result. The version of package zoo is the same and the >results do not change if I use the zoo package built under R >version 2.7.2 with R version 2.7.2 or the one that has been >built under R version 2.8.0. > >Any hints and enlightenment are most welcome. > >Best, >Bernhard > > >***************************************************************** >Confidentiality Note: The information contained in this message, >and any attachments, may contain confidential and/or privileged >material. It is intended solely for the person(s) or entity to >which it is addressed. Any review, retransmission, dissemination, >or taking of any action in reliance upon this information by >persons or entities other than the intended recipient(s) is >prohibited. If you received this in error, please contact the >sender and delete the material from any computer. >***************************************************************** >