R help - Jul 2009 - The time series analysis functions/packages don't seem to like my data

I have hundreds of megabytes of price data time series, and perl
scripts that extract it to tab delimited files (I have C++ programs
that must analyse this data too, so I get Perl to extract it rather
than have multiple connections to the DB).

I can read the data into an R object without any problems.

thedata = read.csv("K:\\Work\\SignalTest\\BP.csv", sep =
"\t", header
= FALSE, na.strings="")
thedata

The above statements give me precisely what I expect.  The last few
lines of output are:
8190 2009-06-16 49.30
8191 2009-06-17 48.40
8192 2009-06-18 47.72
8193 2009-06-19 48.83
8194 2009-06-22 46.85
8195 2009-06-23 47.11
8196 2009-06-24 46.97
8197 2009-06-25 47.43

I have loaded Rmetrics and PerformanceAnalytics, among other packages.
 I tried as.timeseries, but R2.9.1 tells me there is no such function.
I tried as.ts(thedata), but that only replaces the date field by the
row label in 'thedata'.

If I apply the performance analytics drawdowns function to either
thedata or thedate$V2, I get errors:
> table.Drawdowns(thedata,top = 10)
Error in 1 + na.omit(x) : non-numeric argument to binary
operator
> table.Drawdowns(thedata$V2, top = 10)
Error in if (thisSign == priorSign) { :
  missing value where TRUE/FALSE needed
>
thedata$V2 by itself does give me the price data from the file.

I am a relative novice in using R for timeseries, so I wouldn't be
surprised it I missed something that would be obvious to someone more
practiced in using R, but I don't see what that could be from the
documentation of the functions I am looking at using.  I have no
shortage of data, and I don't want to write C++ code, or perl code, to
do all the kinds of calculations provided in, Rmetrics and
performanceanalytics, but getting my data into the functions these
packages provide is killing me!

What did I miss?

Thanks

Ted

On Fri, Jul 3, 2009 at 2:48 PM, Ted Byers<r.ted.byers at gmail.com>
wrote:
> I have hundreds of megabytes of price data time series, and perl
> scripts that extract it to tab delimited files (I have C++ programs
> that must analyse this data too, so I get Perl to extract it rather
> than have multiple connections to the DB).
>
> I can read the data into an R object without any problems.
>
> thedata = read.csv("K:\\Work\\SignalTest\\BP.csv", sep =
"\t", header
> = FALSE, na.strings="")
> thedata
>
> The above statements give me precisely what I expect. ?The last few
> lines of output are:
> 8190 2009-06-16 49.30
> 8191 2009-06-17 48.40
> 8192 2009-06-18 47.72
> 8193 2009-06-19 48.83
> 8194 2009-06-22 46.85
> 8195 2009-06-23 47.11
> 8196 2009-06-24 46.97
> 8197 2009-06-25 47.43
>
> I have loaded Rmetrics and PerformanceAnalytics, among other packages.
> ?I tried as.timeseries, but R2.9.1 tells me there is no such function.
> I tried as.ts(thedata), but that only replaces the date field by the
> row label in 'thedata'.
>
> If I apply the performance analytics drawdowns function to either
> thedata or thedate$V2, I get errors:
>> table.Drawdowns(thedata,top = 10)
> Error in 1 + na.omit(x) : non-numeric argument to binary operator
>> table.Drawdowns(thedata$V2, top = 10)
> Error in if (thisSign == priorSign) { :
> ?missing value where TRUE/FALSE needed
>>
>
> thedata$V2 by itself does give me the price data from the file.
>
> I am a relative novice in using R for timeseries, so I wouldn't be
> surprised it I missed something that would be obvious to someone more
> practiced in using R, but I don't see what that could be from the
> documentation of the functions I am looking at using. ?I have no
> shortage of data, and I don't want to write C++ code, or perl code, to
> do all the kinds of calculations provided in, Rmetrics and
> performanceanalytics, but getting my data into the functions these
> packages provide is killing me!
>
> What did I miss?
>
> Thanks
>
> Ted
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
Could you supply some portion of the results when you run the example
on your data? The example goes like:

data(edhec)
R=edhec[,"Funds.of.Funds"]
findDrawdowns(R)
sortDrawdowns(findDrawdowns(R))

How are you using the function with your data?

- Mark