Hello,
I am trying to make the following code work.
--------------------------------------------------------
import rpy2.robjects as robjects
r = robjects.r
r.library("fGarch")
def garch(p, q):
robjects.globalEnv["var_r"] =
robjects.FloatVector([4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14])
robjects.globalEnv["var_t"] =
robjects.FloatVector([4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69])
lm = r.lm("var_r ~ var_t")
print r.anova(lm)
robjects.globalEnv["res"] = r.garchFit("data ~
garch("+str(p)+","+str(q)+")", "data=var_r")
print r.summary("res")
if __name__ == "__main__":
garch(1, 1)
----------------------------------------------------------
And the answer.
----------------------------------------------------------
Analysis of Variance Table
Response: var_r
Df Sum Sq Mean Sq F value Pr(>F)
var_t 1 0.64094 0.64094 2.1197 0.1835
Residuals 8 2.41902 0.30238
Traceback (most recent call last):
File "D:\Devel\workspace\Model\src\libstrategist\modelRE\garch.py", line 16,
in <module>
garch(1, 1)
File "D:\Devel\workspace\Model\src\libstrategist\modelRE\garch.py", line 11,
in garch
robjects.globalEnv["res"] = r.garchFit("data ~
garch("+str(p)+","+str(q)+")", "data=var_r")
File "C:\Python25\Lib\site-packages\rpy2\robjects\__init__.py", line 407, in
__call__
res = super(RFunction, self).__call__(*new_args, **new_kwargs)
rinterface.RRuntimeError: Error in if (allVarsTest != 1) { : missing value
where TRUE/FALSE needed
Loading required package: timeDate
Loading required package: timeSeries
Loading required package: fBasics
Loading required package: MASS
Warning messages:
1: package 'fGarch' was built under R version 2.7.2
2: package 'timeDate' was built under R version 2.7.2
3: package 'timeSeries' was built under R version 2.7.2
4: package 'fBasics' was built under R version 2.7.2
Error in if (allVarsTest != 1) { : missing value where TRUE/FALSE needed
In addition: Warning message:
In data(data = var_r) : data set 'var_r' not found
----------------------------------------------------------
I don't understand why lm can see var_r and why garchFit don't.
Thank you for any help!
Frédéric
This message (and any associated files) is intended only for the
use of the individual or entity to which it is addressed and may
contain information that is confidential, subject to copyright or
constitutes a trade secret. If you are not the intended recipient
you are hereby notified that any dissemination, copying or
distribution of this message, or files associated with this message,
is strictly prohibited. If you have received this message in error,
please notify us immediately by replying to the message and deleting
it from your computer. Messages sent to and from us may be monitored.
Internet communications cannot be guaranteed to be secure or error-free
as information could be intercepted, corrupted, lost, destroyed, arrive
late or incomplete, or contain viruses. Therefore, we do not accept
responsibility for any errors or omissions that are present in this
message, or any attachment, that have arisen as a result of e-mail
transmission. If verification is required, please request a hard-copy
version. Any views or opinions presented are solely those of the author
and do not necessarily represent those of the company.
-------------------------------------------------------------------------
This SF.Net email is sponsored by the Moblin Your Move Developer's challenge
Build the coolest Linux based applications with Moblin SDK & win great prizes
Grand prize is a trip for two to an Open Source event anywhere in the world
http://moblin-contest.org/redirect.php?banner_id=100&url=/
_______________________________________________
rpy-list mailing list
rpy-list@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/rpy-list
