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115
2016 Apr 08
0
Is this a bug in quantmod::OpCl?
...ag(minute.data)
>
The result of the above command only has 1 column, though the input
data has 5 columns. So it's "OK" in the sense that it doesn't throw
an error, but the output is a bit surprising.
> # error
> Lag(minute.data.xts)
>
Looks like a different bug. The 11x5 matrix is being converted to a
55-element vector, and that vector is used to attempt to create an xts
object with an 11-element index.
> And lag shifts in the opposite direction!
>
Yes, that's the default behavior of stats::lag, and zoo::lag.zoo
follows that convention for consistency....