Hello,
I coming across a strange problem doing math on an xts object.
If I have an xts object of stock prices (perhaps 5 minute bars of open, high,
low,close) and want to do some math, the results fail.
For example:
d$close[10] - d$open[10] works perfectly
d$close[10] - d$open[9] fails. I just get an answer of "numeric(0) Index:
numeric(0)".
My guess is that xts is breaking because the two items in my equation have
different time stamps. However, the actual data is correct, and the xts matrix
looks correct.
Note: It works if I do things the loooong way around.
as.numeric(d$close[10]) - as.numeric( d$open[9] )
But, that is horrendously slow.
Suggestions?
--
Noah Silverman, C.Phil
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095
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