Re: [Rd] R 2.8.0 qqnorm produces error with object of class zoo?

From: Pfaff, Bernhard Dr. <Bernhard_Pfaff_at_fra.invesco.com>
Date: Wed, 22 Oct 2008 14:00:43 +0100

Dear Peter,

many thanks for your swift reply and the enlightenment; much appreciated. I have cc'ed Achim as the package maintainer of zoo, in case this thread should have slipt his notice. Just curious, Achim, will there be a rank.zoo() function in a future release of your package?

Best,
Bernhard

>
>Pfaff, Bernhard Dr. wrote:
>> It seems, that in my previous emails the attached output
>files got deleted, hence these are now copied below:
>>
>>
>(If the MIME type is wrong, then that will happen.)
>
>Anyways, the root cause seems to be the new function .gt() which is
>related to
>
> o New generic function xtfrm() as an auxiliary helper for
> sort(), order() and rank(). This should return a numeric
> vector that sorts in the same way as its input. The default
> method supports any class with ==, > and is.na() methods but
> specific methods can be much faster.
>
> As a side-effect, rank() will now work better on classed
> objects, although possibly rather slowly.
>
>Here, "better" may be in the eyes of the beholder, for
>
>> dax[3]==dax[6]
>Data:
>logical(0)
>
>Index:
>integer(0)
>
>and accordingly
>
>> rank(dax)
>Error in if (xi == xj) 0L else if (xi > xj) 1L else -1L :
> argument is of length zero
>
>which is the error that you are seeing.
>
>What to do about it is a bit dubious. Obviously, we don't want to "fix"
>.gt() so that it automatically unclasses objects, and I assume that zoo
>has its reasons for not wanting to compare series with different
>indices. So I suppose that either the user must unclass, or zoo define
>rank.zoo.
>
>> For R version 2.7.2:
>> ====================
>> R version 2.7.2 (2008-08-25)
>> Copyright (C) 2008 The R Foundation for Statistical Computing
>> ISBN 3-900051-07-0
>>
>> R ist freie Software und kommt OHNE JEGLICHE GARANTIE.
>> Sie sind eingeladen, es unter bestimmten Bedingungen weiter
>zu verbreiten.
>> Tippen Sie 'license()' or 'licence()' für Details dazu.
>>
>> R ist ein Gemeinschaftsprojekt mit vielen Beitragenden.
>> Tippen Sie 'contributors()' für mehr Information und 'citation()',
>> um zu erfahren, wie R oder R packages in Publikationen
>zitiert werden können.
>>
>> Tippen Sie 'demo()' für einige Demos, 'help()' für on-line
>Hilfe, oder
>> 'help.start()' für eine HTML Browserschnittstelle zur Hilfe.
>> Tippen Sie 'q()', um R zu verlassen.
>>
>>
>> Invesco colors have been created!
>> Usage: "col = invcolor[1]", or "col = invcolor['blue']" etc.
>> Type: 'invcolor' to see its definition.
>>
>> [Vorher gesicherter Workspace wiederhergestellt]
>>
>>
>>> library(zoo)
>>>
>>
>> Attache Paket: 'zoo'
>>
>>
>> The following object(s) are masked from package:base :
>>
>> as.Date.numeric
>>
>> Warning message:
>> Paket 'zoo' wurde unter R Version 2.8.0 gebaut
>>
>>> sessionInfo()
>>>
>> R version 2.7.2 (2008-08-25)
>> i386-pc-mingw32
>>
>> locale:
>>
>LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_
>MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252
>>
>> attached base packages:
>> [1] stats graphics utils datasets grDevices
>methods base
>>
>> other attached packages:
>> [1] zoo_1.5-4
>>
>> loaded via a namespace (and not attached):
>> [1] grid_2.7.2 lattice_0.17-13
>>
>>> search()
>>>
>> [1] ".GlobalEnv" "package:zoo" "package:stats"
>> [4] "package:graphics" "package:utils" "package:datasets"
>> [7] "package:grDevices" "package:methods" "Autoloads"
>> [10] "package:base"
>>
>>> packageDescription("zoo")
>>>
>> Package: zoo
>> Version: 1.5-4
>> Date: 2008-07-09
>> Title: Z's ordered observations
>> Author: Achim Zeileis, Gabor Grothendieck
>> Maintainer: Achim Zeileis <Achim.Zeileis_at_R-project.org>
>> Description: An S3 class with methods for totally ordered indexed
>> observations. It is particularly aimed at irregular
>time series
>> of numeric vectors/matrices and factors. zoo's key
>design goals
>> are independence of a particular index/date/time class and
>> consistency with with ts and base R by providing methods to
>> extend standard generics.
>> Depends: R (>= 2.4.1), stats
>> Suggests: chron, fCalendar, fSeries, its, tseries, lattice,
>> strucchange, DAAG, xts
>> Imports: stats, utils, graphics, grDevices, lattice
>> LazyLoad: yes
>> License: GPL-2
>> URL: http://R-Forge.R-project.org/projects/zoo/
>> Packaged: Wed Jul 9 18:28:07 2008; zeileis
>> Built: R 2.8.0; ; 2008-10-16 00:01:11; windows
>>
>> -- File: C:/R/package/zoo/Meta/package.rds
>>
>>> data(EuStockMarkets)
>>> dax <- as.zoo(EuStockMarkets[1:10, "DAX"])
>>> daxr <- diff(log(dax))
>>> identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))
>>>
>> [1] TRUE
>> Warning messages:
>> 1: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt
>> 2: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt
>>
>>> qqnorm(coredata(daxr))
>>> qqnorm(daxr)
>>>
>>> proc.time()
>>>
>> User System verstrichen
>> 1.65 0.13 2.97
>>
>> For R version 2.8.0:
>> ====================
>> version 2.8.0 (2008-10-20)
>> Copyright (C) 2008 The R Foundation for Statistical Computing
>> ISBN 3-900051-07-0
>>
>> R ist freie Software und kommt OHNE JEGLICHE GARANTIE.
>> Sie sind eingeladen, es unter bestimmten Bedingungen weiter
>zu verbreiten.
>> Tippen Sie 'license()' or 'licence()' für Details dazu.
>>
>> R ist ein Gemeinschaftsprojekt mit vielen Beitragenden.
>> Tippen Sie 'contributors()' für mehr Information und 'citation()',
>> um zu erfahren, wie R oder R packages in Publikationen
>zitiert werden können.
>>
>> Tippen Sie 'demo()' für einige Demos, 'help()' für on-line
>Hilfe, oder
>> 'help.start()' für eine HTML Browserschnittstelle zur Hilfe.
>> Tippen Sie 'q()', um R zu verlassen.
>>
>>
>> Invesco colors have been created!
>> Usage: "col = invcolor[1]", or "col = invcolor['blue']" etc.
>> Type: 'invcolor' to see its definition.
>>
>> [Vorher gesicherter Workspace wiederhergestellt]
>>
>>
>>> library(zoo)
>>>
>>
>> Attache Paket: 'zoo'
>>
>>
>> The following object(s) are masked from package:base :
>>
>> as.Date.numeric
>>
>>
>>> sessionInfo()
>>>
>> R version 2.8.0 (2008-10-20)
>> i386-pc-mingw32
>>
>> locale:
>>
>LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_
>MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252
>>
>> attached base packages:
>> [1] stats graphics utils datasets grDevices
>methods base
>>
>> other attached packages:
>> [1] zoo_1.5-4
>>
>> loaded via a namespace (and not attached):
>> [1] grid_2.8.0 lattice_0.17-15
>>
>>> search()
>>>
>> [1] ".GlobalEnv" "package:zoo" "package:stats"
>> [4] "package:graphics" "package:utils" "package:datasets"
>> [7] "package:grDevices" "package:methods" "Autoloads"
>> [10] "package:base"
>>
>>> packageDescription("zoo")
>>>
>> Package: zoo
>> Version: 1.5-4
>> Date: 2008-07-09
>> Title: Z's ordered observations
>> Author: Achim Zeileis, Gabor Grothendieck
>> Maintainer: Achim Zeileis <Achim.Zeileis_at_R-project.org>
>> Description: An S3 class with methods for totally ordered indexed
>> observations. It is particularly aimed at irregular
>time series
>> of numeric vectors/matrices and factors. zoo's key
>design goals
>> are independence of a particular index/date/time class and
>> consistency with with ts and base R by providing methods to
>> extend standard generics.
>> Depends: R (>= 2.4.1), stats
>> Suggests: chron, fCalendar, fSeries, its, tseries, lattice,
>> strucchange, DAAG, xts
>> Imports: stats, utils, graphics, grDevices, lattice
>> LazyLoad: yes
>> License: GPL-2
>> URL: http://R-Forge.R-project.org/projects/zoo/
>> Packaged: Wed Jul 9 18:28:07 2008; zeileis
>> Built: R 2.8.0; ; 2008-10-16 00:01:11; windows
>>
>> -- File: C:/R/package/zoo/Meta/package.rds
>>
>>> data(EuStockMarkets)
>>> dax <- as.zoo(EuStockMarkets[1:10, "DAX"])
>>> daxr <- diff(log(dax))
>>> identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))
>>>
>> [1] TRUE
>> Warning messages:
>> 1: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt
>> 2: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt
>>
>>> qqnorm(coredata(daxr))
>>> qqnorm(daxr)
>>>
>> Fehler in if (xi == xj) 0L else if (xi > xj) 1L else -1L :
>> Argument hat Länge 0
>> Calls: qqnorm ... xtfrm.default -> as.vector -> rank -> switch -> .gt
>> Ausführung angehalten
>>
>>
>>
>>> Dear list-reader,
>>>
>>> by running the following script:
>>>
>>> library(zoo)
>>> sessionInfo()
>>> search()
>>> packageDescription("zoo")
>>> data(EuStockMarkets)
>>> dax <- as.zoo(EuStockMarkets[1:10, "DAX"])
>>> daxr <- diff(log(dax))
>>> identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))
>>> qqnorm(coredata(daxr))
>>> qqnorm(daxr)
>>>
>>>
>>> qqnorm() produces an error:
>>>
>>>
>>>> qqnorm(daxr)
>>>>
>>> Fehler in if (xi == xj) 0L else if (xi > xj) 1L else -1L :
>>> Argument hat Länge 0
>>> Calls: qqnorm ... xtfrm.default -> as.vector -> rank ->
>switch -> .gt
>>> Ausführung angehalten
>>>
>>>
>>> However, this is not witnessed by running the script through R
>>> 2.7.2 (attached are the two output files). Incidentally, the
>>> QQ-plot is produced if one uses "qqnorm(coredata(daxr))" under
>>> R version 2.8.0. After having read both NEWS on CRAN (General
>>> and Windows specific) I still could not figure out what causes
>>> this result. The version of package zoo is the same and the
>>> results do not change if I use the zoo package built under R
>>> version 2.7.2 with R version 2.7.2 or the one that has been
>>> built under R version 2.8.0.
>>>
>>> Any hints and enlightenment are most welcome.
>>>
>>> Best,
>>> Bernhard
>>>
>>>
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>>
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>
>
>--
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> c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
> (*) \(*) -- University of Copenhagen Denmark Ph:
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