0

Error in xy.coords(x, y) : 'x' and 'y' lengths differ 绘制 xts 对象返回时出现错误。使用的绘图函数charts.PerformanceSummary来自PerformanceAnalytics包。

有人知道如何解决这个问题吗？无论错误如何，它都会绘制，但存在错误会使使用 knitr 包转换为 HTML 失败。有趣的是，在类似的 xts 对象上运行相同的绘图功能可以正常工作。我很困惑。

library(PerformanceAnalytics)

# THIS PROVIDES THE ERROR:

RETURNS <- structure(c(NA, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0176761850129417, -0.00459544547441126, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), class = c("xts", "zoo"), index = structure(c(1388448000, 1403474400, 1403475300, 1403476200, 1403477100, 1403478000, 1403478900, 1403479800, 1403480700, 1403481600, 1403482500, 1403483400, 1403484300, 1403485200, 1403486100, 1403487000, 1403487900, 1403488800, 1403489700, 1403490600, 1403491500, 1403492400, 1403493300, 1403494200, 1403495100, 1403496000, 1403496900, 1403497800, 1403498700, 1403499600, 1403500500, 1403501400, 1403502300, 1403503200, 1403504100, 1403505000, 1403505900, 1403506800, 1403507700, 1403508600, 1403509500, 1403510400, 1403511300, 1403512200, 1403513100, 1403514000, 1403514900, 1403515800, 1403516700, 1403517600, 1403518500, 1403519400, 1403520300, 1403521200, 1403522100, 1403523000, 1403523900, 1403524800, 1403525700, 1403526600, 1403527500, 
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charts.PerformanceSummary(RETURNS, na.rm=T)


# THIS PROVIDES NO ERROR:

RETSBYDAY <- structure(c(0, 0, 0.0131666666666667, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), index = structure(c(1403395200, 1403481600, 1403568000, 1403654400, 1403740800, 1403827200, 1.404e+09, 1404086400, 1404172800, 1404259200, 1404345600, 1404432000, 1404604800, 1404691200), tclass = "Date", tzone = "UTC"), .indexCLASS = "Date", .indexTZ = "", tclass = c("POSIXct", "POSIXt"), tzone = "", .Dim = c(14L, 1L), .Dimnames = list(NULL,"DTT3.DailyEndEq"), class = c("xts", "zoo"))
charts.PerformanceSummary(RETSBYDAY)


#RETURNS and RETSBYDAY are 1xN xts objects.
#RETURNS has an NA value and RETSBYDAY has none; including na.rm=T makes no difference.
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1 回答 1

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使用 performanceanalytics 版本 1.4.3541 时我没有收到错误。也许更新您的版本？

charts.PerformanceSummary不过，我确实收到警告，使用 .rm 调用时“na.rm 不是图形参数” na.rm = TRUE。出现此警告是因为na.rm = T作为额外参数传递给函数（因为函数具有特殊参数...），然后将其传递给内部的图表函数charts.PerformanceSummary，其中包括chart.CumReturns、chart.BarVaR和chart.Drawdown，所有这些都通过... = ...在其函数中接受传递参数里面调用charts.PerformanceSummary。

您不能假设 R 中的每个函数都将na.rm = TRUE用于删除 NA。主要是基本函数，如mean,sum等...如果在函数调用中遇到由 NA 引起的错误，在将数据传递给函数之前删除 NA 会更安全。如果您不知道，这通常可以在一个班轮中轻松完成，例如RETURNS <- RETURNS[!is.na(RETURNS),]

于 2017-07-15T22:04:04.423 回答