Hi Eric, tough to say. Please try to provide commented, minimal, self-contained, reproducible code.
Cheers Andrew On Thu, Apr 28, 2011 at 06:46:16PM -0700, eric wrote: > I have the following lines of code: > > ind <- rollapply(GSPC, 200, mean) > signal <- ifelse(diff(ind, 5) > 0 , 1 , -1) > signal[is.na(signal)] <- 0 > > I never get a value of -1 for signal even though I know diff(ind , 5) is > less than zero frequently. It looks like when diff(ind , 5) is less than > zero, signal gets set to 0 instead of - 1. Any ideas why ? Here's some > information on ind and diff(ind, 5) : > > > mode(diff(ind, 5) >0) > [1] "logical" > > class(diff(ind, 5) >0 ) > [1] "zoo" > > str(diff(ind, 5) > 0 ) > ???zoo??? series from 1990-05-31 to 2010-12-02 > Data: logi [1:5171, 1] FALSE FALSE FALSE FALSE FALSE FALSE ... > - attr(*, "dimnames")=List of 2 > ..$ : NULL > ..$ : chr "GSPC.Adjusted" > Index: Date[1:5171], format: "1990-05-31" "1990-06-01" "1990-06-04" > "1990-06-05" "1990-06-06" "1990-06-07" "1990-06-08" "1990-06-11" ... > > class(ind) > [1] "zoo" > > mode(ind) > [1] "numeric" > > str(ind) > ???zoo??? series from 1990-05-23 to 2010-12-02 > Data: num [1:5176, 1] 339 339 338 338 338 ... > - attr(*, "dimnames")=List of 2 > ..$ : NULL > ..$ : chr "GSPC.Adjusted" > Index: Date[1:5176], format: "1990-05-23" "1990-05-24" "1990-05-25" > "1990-05-29" "1990-05-30" "1990-05-31" "1990-06-01" "1990-06-04" > > -- > View this message in context: > http://r.789695.n4.nabble.com/why-doesn-t-ifelse-work-tp3482680p3482680.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@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. -- Andrew Robinson Program Manager, ACERA Department of Mathematics and Statistics Tel: +61-3-8344-6410 University of Melbourne, VIC 3010 Australia (prefer email) http://www.ms.unimelb.edu.au/~andrewpr Fax: +61-3-8344-4599 http://www.acera.unimelb.edu.au/ Forest Analytics with R (Springer, 2011) http://www.ms.unimelb.edu.au/FAwR/ Introduction to Scientific Programming and Simulation using R (CRC, 2009): http://www.ms.unimelb.edu.au/spuRs/ ______________________________________________ R-help@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.