When I use R-3.0.2 on Windows 7 the %u descriptor for format.Date() always
gives "", while on Linux in gives as.character(day-of-the-week). The resulting
NA's
on Windows could be the source of your problem.
On Linux I get:
> format(as.Date(c("2014-01-21", "2014-01-22", "2014-01-28")), "%u")
[1] "2" "3" "2"
> as.numeric(.Last.value)
[1] 2 3 2
> cat(version$version.string, "on", version$platform, "\n")
R version 3.0.2 (2013-09-25) on x86_64-unknown-linux-gnu
while on Windows:
> format(as.Date(c("2014-01-21", "2014-01-22", "2014-01-28")), "%u")
[1] "" "" ""
> as.numeric(.Last.value)
[1] NA NA NA
> cat(version$version.string, "on", version$platform, "\n")
R version 3.0.2 (2013-09-25) on x86_64-w64-mingw32
> d <- subset(d, date==next_friday)
> d <- ddply(d, "id", mutate,
> previous_price = lag(xts(price,date)),
> log_return = log(price / previous_price),
> simple_return = price / previous_price - 1
> )
> d <- dcast(d, date ~ id, value.var="simple_return")
I you didn't reuse the same name, d, for the result of all these
steps it would be easier to poke through the intermediate
results to see where the trouble began (the output of subset()
is a 0-row data.frame and dcast() dies when its input has
zero rows).
Bill Dunlap
TIBCO Software
wdunlap tibco.com
> -----Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
> Behalf
> Of arun
> Sent: Tuesday, January 21, 2014 12:48 PM
> To: R help
> Subject: Re: [R] [datatable-help] Error in structure(ordered, dim = ns) :
> dims [product 1]
> do not match the length of object [0]
>
> Hi,
> Couldn't reproduce the error after running your code:
> d <- dcast(d, date ~ id, value.var="simple_return")
> dim(d)
> #[1] 356 9
> sessionInfo()
> R version 3.0.2 (2013-09-25)
> Platform: x86_64-unknown-linux-gnu (64-bit)
>
> locale:
> [1] LC_CTYPE=en_CA.UTF-8 LC_NUMERIC=C
> [3] LC_TIME=en_CA.UTF-8 LC_COLLATE=en_CA.UTF-8
> [5] LC_MONETARY=en_CA.UTF-8 LC_MESSAGES=en_CA.UTF-8
> [7] LC_PAPER=en_CA.UTF-8 LC_NAME=C
> [9] LC_ADDRESS=C LC_TELEPHONE=C
> [11] LC_MEASUREMENT=en_CA.UTF-8 LC_IDENTIFICATION=C
>
> attached base packages:
> [1] stats graphics grDevices utils datasets methods base
>
> other attached packages:
> [1] plyr_1.8 quantmod_0.4-0 TTR_0.22-0 xts_0.9-7 zoo_1.7-10
> [6] Defaults_1.1-1 stringr_0.6.2 reshape2_1.2.2
>
> loaded via a namespace (and not attached):
> [1] grid_3.0.2 lattice_0.20-23
>
>
> A.K.
>
>
> On Tuesday, January 21, 2014 2:57 PM, rcse2006 <rcse2...@gmail.com> wrote:
> Trying to run below code.
>
> library(quantmod)
> symbols <- c("AAPL", "DELL", "GOOG", "MSFT", "AMZN", "BIDU", "EBAY", "YHOO")
> d <- list()
> for(s in symbols) {
> tmp <- getSymbols(s, auto.assign=FALSE, verbose=TRUE)
> tmp <- Ad(tmp)
> names(tmp) <- "price"
> tmp <- data.frame( date=index(tmp), id=s, price=coredata(tmp) )
> d[[s]] <- tmp
> }
> d <- do.call(rbind, d)
> d <- d[ d$date >= as.Date("2007-01-01"), ]
> rownames(d) <- NULL
>
> # Weekly returns
> library(plyr)
> library(reshape2)
> d$next_friday <- d$date - as.numeric(format(d$date, "%u")) + 5
> d <- subset(d, date==next_friday)
> d <- ddply(d, "id", mutate,
> previous_price = lag(xts(price,date)),
> log_return = log(price / previous_price),
> simple_return = price / previous_price - 1
> )
> d <- dcast(d, date ~ id, value.var="simple_return")
>
> Getting error
>
> > d <- dcast(d, date ~ id, value.var="simple_return")
> Error in structure(ordered, dim = ns) :
> dims [product 1] do not match the length of object [0]
>
> Please help me how to use ddply and dcast or using other similar function to
> get same data.
>
>
>
> --
> View this message in context:
> http://r.789695.n4.nabble.com/Error-in-structure-
> ordered-dim-ns-dims-product-1-do-not-match-the-length-of-object-0-tp4683923.html
> Sent from the datatable-help mailing list archive at Nabble.com.
> _______________________________________________
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>
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