6

请将此数据结构放入 R 中以重现我的示例：

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")))

现在试试这段代码：

library(PerformanceAnalytics)
library(quantmod)
library(timeSeries)
charts.PerformanceSummary(R = dX)

并得到这个错误：

Error in UseMethod("time<-") :
  no applicable method for 'time<-' applied to an object of class "c('xts', 'zoo')"

我想这个问题是关于数据的class = c("xts, "zoo")，但我不明白为什么它会以那种格式读取这些数据，以及我如何将它强制转换为一个简单的xts对象。

我该如何解决这个问题？

我的系统：

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

当我加载包时，我得到以下信息：

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<-

根据错误消息，我猜这个问题是在附加时出现的，timeSeries并且time<-被屏蔽了package:zoo，我真的不知道它是什么意思以及如何处理。

4

1 回答 1

10

问题是包timeSeries。加载它会给出以下警告：

Attaching package: ‘timeSeries’

The following object(s) are masked from ‘package:zoo’:

    time<-

您可以分离包以供使用charts.PerformanceSummary，然后再次加载它：

detach('package:timeSeries')
detach('package:timeDate') # since it masks statistical functions
charts.PerformanceSummary(R = dX)
library(timeSeries)
于 2012-08-24T09:50:10.910 回答