Try posting sessionInfo(). Your packages matter far more than your system in 99.99% of cases.
Also, providing the result of traceback() immediately after the failed call can be illustrative. Best, Jeff Jeffrey Ryan | Founder | [email protected] www.lemnica.com On Aug 11, 2013, at 10:56 AM, jaimie villanueva <[email protected]> wrote: > Hi there, > > I'm facing some problems since I've updated the YieldCurve package from << > YieldCurve_4.0 >> to << YieldCurve_4.1 >> > > I would like to get Nelson Siegel rates. To do so, I'm using > "Nelson.Siegel" function in order to compute beta and lambda parameters and > "NSrates" function to compute Nelson Siegel rates. The thing is that the > following code I'm about to show You, did work in the past with my older > version of the package, but It doesn't work now. > > The problem occurs when setting up Nelson Siegel function: > > This is the code: > >> Sys.info() > sysname release > version > "Windows" "7 x64" "build 7601, > Service Pack 1" > nodename machine > login > "JVC-PC" "x86-64" > "JVC" > user effective_user > "JVC" "JVC" > > library(RODBC) >> library(TSA) >> library(grDevices) >> library(YieldCurve) >> library(xts) >> >> >> ######### CONFIGURACI�N INICIAL >> # >> >> plazos.NG=array(c(1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20, > + 21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41, > + 42,43,44,45,46,47,48,49,50)) >> >> > CURVA.EUR=array(c(1.415943,1.302205,1.380278,1.533634,1.725201,1.920058,2.083162,2.214956, > + 2.32518,2.422087,2.591747,2.735049,2.739023,2.644585,2.543769)) >> >> m=length(plazos.NG) >> CURVA.EUR.NG=array(NA,c(m)) >> plazos.EUR=array(c(1,2,3,4,5,6,7,8,9,10,12,15,20,25,30)) >> >> # >> ######### >> >> NEW.VECT.1=cbind(plazos.NG,CURVA.EUR.NG) >> NEW.VECT.2=cbind(plazos.EUR,CURVA.EUR) >> >> >> # CREAMOS EL VECTOR CON TIPOS >> >> l= length(plazos.EUR) >> posicX=1 >> posicY=1 >> >> for(k in 1:l) > + { > + # BUSCAMOS LA POSICION DE CADA PUNTO DE LA CURVA. > + > + while(NEW.VECT.1[posicY,1]!= NEW.VECT.2[posicX,1]){posicY=posicY+1} > + NEW.VECT.1[posicY,2]=NEW.VECT.2[posicX,2] > + posicX=posicX+1 > + posicY=posicY+1 > + > + } >> >> NSParameters= Nelson.Siegel(rate=NEW.VECT.1[,2],maturity=NEW.VECT.1[,1]) >> fitted.rates= NSrates(NSParameters, NEW.VECT.1[,1]) > > *Error in xts(matrix(0, nrow(Coeff), length(maturity)), order.by = > time(Coeff)) : * > * order.by requires an appropriate time-based object* > * > * > Any help would be kindly appreciated. > Thanks in advance. > > -- > *Jaimie.* > > [[alternative HTML version deleted]] > > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
