I was able to reproduce the problem with this self-contained example. Maybe it could be reproduced with an even smaller one ...
library(tidyquant) # Loads tidyverse, tidyquant, financial pkgs, xts/zoo library(xts) dtV <- as.Date("2017-01-01") + 1:100 locL <- list( foo=xts(rnorm(100), order.by=dtV), bar=xts(rnorm(100), order.by=dtV) ) fullXts <- do.call(merge,locL) smallXts <- fullXts["2017-02-01::"] rolling_corrOnePair <- function( aXts, col1, col2, window ) { #window = window size in days tbl <- timetk::tk_tbl( aXts[,c(col1,col2)], rename_index="date" ) colnames(tbl) <- c("date","x","y") naV <- sapply(1:nrow(tbl), function(i) any(is.na(tbl[i,])) ) tbl <- tbl[!naV,]# remove any rows with NAs tq_mutate_xy( data=tbl, x = x, y = y, mutate_fun=runCor, n = window, use="all.obs", # runCor args col_rename = "rolling_corr" ) # tq_mutate args } foo <- rolling_corrOnePair( aXts=smallXts, col1="foo", col2="bar", window=30 ) ## This produces the error # Error in runCov(x, y, n, use = use, sample = sample, cumulative ) : # n = 30 is outside valid range: [1, 1] Thanks for any help, Eric [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.