Re: [R] really strange problem - has to be logic but i can't find it

From: Leeds, Mark (IED) <Mark.Leeds_at_morganstanley.com>
Date: Sat 28 Oct 2006 - 02:08:44 GMT


so my guess is that if I just unique it first, everything will work fine. Oh geez. Thanks so much.

-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck@gmail.com] Sent: Friday, October 27, 2006 10:03 PM
To: Leeds, Mark (IED)
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] really strange problem - has to be logic but i can't find it

zoo objects must have unique index values but the last two in the head output below are the same:

> head(fxdata)

                      bid   ask
2006-04-03 03:30:00 27.21 27.26
2006-04-03 03:46:42 27.21 27.26
2006-04-03 03:46:54 27.25 27.26
2006-04-03 03:57:08 27.55 27.26

2006-04-03 04:00:00 27.50 27.65
2006-04-03 04:00:00 27.50 27.65

On 10/27/06, Leeds, Mark (IED) <Mark.Leeds@morganstanley.com> wrote:
> would someone be kind enough to paste the code below into an R session

> ( ir you can paste it into a file and just source it ) and take a
> look at it ? I must be doing something wrong but i can't find it.
>
> I start out with a zoo object that has 100 elements in it.
>
> then, i only want to keep the rows in which the bid and the ask are
> both grester than zero. ( maybe my logic is wrong there ? ).
>
> i expected to get the full zoo object back after using the filter
> above because all the bids and the asks are greater than zero.
> yet, i'm nott getting the full data back. ( i actually started out
> with a much much bigger object but i figured it would be easier to
> deal with one hundred in this example ).
>
> so, when i didn' get the full data back, i started putting my logic
> into temp.
> for some strange reason, when i sum temp or print it out or whateveer,

> i get 54 elements. i think you will also if you run it.
>
> i noticed this about 5 hours ago and i can't find my error. i don't
> think it has to do with zoo. it must be my logic somehow but i just
> don't see it and i don't know what else to do ?
>
> you need to include the zoo library for below to work. ( and i think
> zoo depends on chron so you would need that also ).
>
> thanks a lot to anyone who is kind enough to take a look at this for
me.
> i really appreciate it.
> the difficulty is that i don't et an error so i can't go any further
> given my knowledge of R which isn't so great.
>
> #---------------------------------------------------------------------
> --
> ----------------------------------------------------------------------
> --
> ----------------------------------------------------------------------
> --
> --------------------------------------------
>
> fxdata<-structure(c(27.21, 27.21, 27.21, 27.21, 27.26, 27.25, 27.55,
> 27.5, 27.5, 27.5, 27.5, 27.52, 27.52, 27.52, 27.52, 27.58, 27.58,
> 27.58, 27.58, 27.62, 27.6, 27.6, 27.6, 27.65, 27.6, 27.6, 27.6, 27.6,
> 27.6, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57, 27.57,
> 27.57, 27.57, 27.58, 27.58, 27.6, 27.58, 27.58, 27.6, 27.58, 27.58,
> 27.58, 27.59, 27.6, 27.59, 27.59, 27.58, 27.58, 27.58, 27.58, 27.58,
> 27.59, 27.58, 27.58, 27.59, 27.58, 27.59, 27.58, 27.6, 27.6, 27.58,
> 27.58, 27.58, 27.58, 27.58, 27.59, 27.58, 27.58, 27.58, 27.58, 27.58,
> 27.61, 27.61, 27.61, 27.61, 27.62, 27.62, 27.59, 27.61, 27.59, 27.59,
> 27.61, 27.61, 27.59, 27.59, 27.58, 27.58, 27.58, 27.58, 27.57, 27.57,
> 27.57, 27.58, 27.26, 27.26, 27.26, 27.26, 27.26, 27.26, 27.26, 27.65,
> 27.65, 27.58, 27.58, 27.58, 27.58, 27.58, 27.6, 27.6, 27.6, 27.62,
> 27.65, 27.65, 27.65, 27.66, 27.67, 27.67, 27.67, 27.66, 27.65, 27.65,
> 27.65, 27.65, 27.65, 27.65, 27.65, 27.65, 27.65, 27.63, 27.6, 27.6,
> 27.58, 27.6, 27.6, 27.65, 27.65, 27.65, 27.63, 27.63, 27.61, 27.6,
> 27.63, 27.63, 27.65, 27.65, 27.63, 27.63, 27.59, 27.59, 27.59, 27.63,
> 27.64, 27.64, 27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.62,
> 27.59, 27.59, 27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.62,
> 27.62, 27.63, 27.63, 27.63, 27.63, 27.63, 27.63, 27.63, 27.63, 27.62,
> 27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.62, 27.58,
> 27.62, 27.62 ), .Dim = c(100, 2), .Dimnames = list(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", "51", "52", "53", "54", "55", "56", "57", "58", "59",
> "60", "61", "62", "63", "64", "65", "66", "67", "68", "69", "70",
> "71", "72", "73", "74", "75", "76", "77", "78", "79", "80", "81",
> "82", "83", "84", "85", "86", "87", "88", "89", "90", "91", "92",
> "93", "94", "95", "96", "97", "98", "99", "100"), c("bid", "ask")),
> index = structure(c(1144049400, 1144049400, 1144049400, 1144050402,
> 1144050402, 1144050414, 1144051028, 1144051200, 1144051200,
> 1144051202, 1144051252, 1144051255, 1144051257, 1144051343,
> 1144051352, 1144051360, 1144051376, 1144051378, 1144051388,
> 1144051397, 1144051437, 1144051470, 1144051537, 1144051542,
> 1144051583, 1144051583, 1144051583, 1144051583, 1144051587,
> 1144051588, 1144051589, 1144051603, 1144051713, 1144051743,
> 1144051747, 1144051756, 1144052022, 1144052087, 1144052223,
> 1144052230, 1144052300, 1144052317, 1144052440, 1144052568,
> 1144052569, 1144052609, 1144052620, 1144052620, 1144052623,
> 1144052652, 1144052792, 1144052819, 1144052820, 1144052973,
> 1144052984, 1144052985, 1144052987, 1144053001, 1144053077,
> 1144053121, 1144053121, 1144053168, 1144053168, 1144054193,
> 1144054231, 1144054299, 1144054307, 1144054309, 1144054549,
> 1144054566, 1144054566, 1144054569, 1144054614, 1144054622,
> 1144054622, 1144054633, 1144054633, 1144054638, 1144054876,
> 1144054878, 1144054879, 1144054880, 1144054882, 1144054887,
> 1144054892, 1144054892, 1144054893, 1144054896, 1144054897,

1144054930, 1144054948, 1144054955, 1144055142, 1144055142, 1144055142,
1144055177, 1144055177, 1144055194, 1144055242, 1144055242), class =
c("POSIXt", "POSIXct"

> ), tzone = ""), class = "zoo")
>
> fxdata<-fxdata[(( fxdata[,"bid"] > 0.0 ) & ( fxdata[,"ask"] > 0.0
> )),]
>
> temp<-( fxdata[,"bid"] > 0.0 ) & ( fxdata[,"ask"] > 0.0 )
>
> print(temp)
> print(length(temp))
> print(sum(temp))
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