From: Gabor Grothendieck <ggrothendieck_at_gmail.com>

Date: Sun, 16 Nov 2008 12:51:04 -0500

R-help_at_r-project.org mailing list

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. Received on Sun 16 Nov 2008 - 17:55:11 GMT

Date: Sun, 16 Nov 2008 12:51:04 -0500

R has introduced a new function xtfrm and in order for zoo to work with it there must be an xtfrm zoo method. The development version of zoo has such a method but its not yet released. Try this:

xtfrm.zoo <- coredata

and then run your code.

On Sun, Nov 16, 2008 at 12:20 PM, Tolga Uzuner <tolga.uzuner_at_gmail.com> wrote:

> Dear Gabor,

*>
**> Many thanks. That snippet of code also works for me (below). I am currently
**> on 2.8.0.
**>
**> However, it continues to fail on the specific data I am using. I have
**> attached the data in data.RData, attached here. If you save this file into
**> the working directory and run the following, that should illustrate the
**> problem.
**>
**> library(zoo)
**> load("data.RData")
**> regrlm<-lm(foo~bar+baz)
**> regrlm
**> summary(regrlm)
**>
**> If you get the chance, would be interested to see if it fails for you as
**> well.
**>
**> Thanks again,
**> Tolga
**>
**> ############ Gabor's code ####################
**>> library(zoo)
**>> z <- 1:10
**>> x <- z*z
**>> y <- x*z
**>> lm(z ~ x + y)
**>
**> Call:
**> lm(formula = z ~ x + y)
**>
**> Coefficients:
**> (Intercept) x y
**> 1.24700 0.20194 -0.01164
**>
**>> summary(lm(z ~ x + y))
**>
**> Call:
**> lm(formula = z ~ x + y)
**>
**> Residuals:
**> Min 1Q Median 3Q Max
**> -0.43730 -0.14095 0.01808 0.19070 0.26702
**>
**> Coefficients:
**> Estimate Std. Error t value Pr(>|t|)
**> (Intercept) 1.246998 0.179253 6.957 0.000220 ***
**> x 0.201943 0.015878 12.718 4.3e-06 ***
**> y -0.011642 0.001579 -7.375 0.000153 ***
**> ---
**> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
**>
**> Residual standard error: 0.2598 on 7 degrees of freedom
**> Multiple R-squared: 0.9943, Adjusted R-squared: 0.9926
**> F-statistic: 607.6 on 2 and 7 DF, p-value: 1.422e-08
**>
**>> sessionInfo()
**> R version 2.8.0 (2008-10-20)
**> i386-pc-mingw32
**>
**> locale:
**> LC_COLLATE=English_United Kingdom.1252;LC_CTYPE=English_United
**> Kingdom.1252;LC_MONETARY=English_United
**> Kingdom.1252;LC_NUMERIC=C;LC_TIME=English_United Kingdom.1252
**>
**> attached base packages:
**> [1] stats graphics grDevices utils datasets methods base
**>
**> other attached packages:
**> [1] lpSolve_5.6.4 leaps_2.7 nortest_1.0
**> [4] numDeriv_2006.4-1 bcp_2.1 snow_0.3-3
**> [7] fArma_270.74 fBasics_280.74 timeSeries_280.78
**> [10] timeDate_280.80 PerformanceAnalytics_0.9.7.1 tseries_0.10-16
**> [13] quadprog_1.4-11 vars_1.4-0 urca_1.1-7
**> [16] MASS_7.2-44 MSBVAR_0.3.2 coda_0.13-3
**> [19] lattice_0.17-15 xtable_1.5-4 KernSmooth_2.22-22
**> [22] RODBC_1.2-3 corrgram_0.1 nlme_3.1-89
**> [25] lmtest_0.9-21 car_1.2-9 strucchange_1.3-4
**> [28] sandwich_2.1-0 zoo_1.5-4
**>
**> loaded via a namespace (and not attached):
**> [1] grid_2.8.0 tools_2.8.0
**>>
**>
**>
**>
**> Gabor Grothendieck wrote:
**>>
**>> Try upgrading to R 2.8.0 patched. This works for me
**>> using R 2.8.0 patched from Nov 10th:
**>>
**>> library(zoo)
**>> z <- 1:10
**>> x <- z*z
**>> y <- x*z
**>> lm(z ~ x + y)
**>> summary(lm(z ~ x + y))
**>>
**>>
**>>>
**>>> packageDescription("zoo")$Version
**>>>
**>>
**>> [1] "1.5-4"
**>>
**>>>
**>>> R.version.string # Vista
**>>>
**>>
**>> [1] "R version 2.8.0 Patched (2008-11-10 r46884)"
**>>
**>>
**>> On Sun, Nov 16, 2008 at 7:32 AM, Tolga Uzuner <tolga.uzuner_at_gmail.com>
**>> wrote:
**>>
**>>>
**>>> Dear R Users,
**>>>
**>>> I am having a weird problem. I have three zoo time series, foo, bar and
**>>> baz.
**>>> I run a simple linear regression with foo as the dependent and bar+baz as
**>>> independents. Even though the regression runs fine, summary seems to
**>>> fail.The code is below. I am happy to send the data along. I am on R
**>>> 2.8.0
**>>> and Windows XP SP2. Traceback (below, a ton of numbers cut out to make it
**>>> readable but I can provide the data). reveals the problem is in a
**>>> function
**>>> called gt. sessioninfo is at the bottom.
**>>>
**>>> Any suggestions ? I upgraded to 2.8.0 this morning after replaced 2.7.1
**>>> and
**>>> I almost feel the new version is at fault but I could be inferring too
**>>> much...
**>>>
**>>> Thanks in advance,
**>>> Tolga
**>>>
**>>> cooks.distance also reveals the same problem.
**>>>
**>>>
**>>>>
**>>>> length(foo)
**>>>>
**>>>
**>>> [1] 258
**>>>
**>>>>
**>>>> length(foo)
**>>>>
**>>>
**>>> [1] 258
**>>>
**>>>>
**>>>> length(bar)
**>>>>
**>>>
**>>> [1] 258
**>>>
**>>>>
**>>>> length(baz)
**>>>>
**>>>
**>>> [1] 258
**>>>
**>>>>
**>>>> regrlm<-lm(foo~bar+baz)
**>>>> regrlm
**>>>>
**>>>
**>>> Call:
**>>> lm(formula = foo ~ bar + baz)
**>>>
**>>> Coefficients:
**>>> (Intercept) bar baz 1082.39 12.72 -20176.67
**>>>
**>>>>
**>>>> summary(regrlm)
**>>>>
**>>>
**>>> Call:
**>>> lm(formula = foo ~ bar + baz)
**>>>
**>>> Residuals:
**>>> Error in if (xi == xj) 0L else if (xi > xj) 1L else -1L :
**>>> argument is of length zero
**>>>
**>>>>
**>>>> traceback()
**>>>>
**>>>
**>>> 19: .gt(c(145.181456007549, 118.279525850693, 111.250750147955,
**>>> 89.1393551953539,
**>>> MANY MANY NUMBERS
**>>> -67.9948569260507, -146.080176235300), 250L, 246L)
**>>> 18: switch(ties.method, average = , min = , max = .Internal(rank(x[!nas],
**>>> ties.method)), first = sort.list(sort.list(x[!nas])), random =
**>>> sort.list(order(x[!nas],
**>>> stats::runif(sum(!nas)))))
**>>> 17: rank(x, ties.method = "min", na.last = "keep")
**>>> 16: as.vector(rank(x, ties.method = "min", na.last = "keep"))
**>>> 15: xtfrm.default(x)
**>>> 14: xtfrm(x)
**>>> 13: FUN(X[[1L]], ...)
**>>> 12: lapply(z, function(x) if (is.object(x)) xtfrm(x) else x)
**>>> 11: order(x, na.last = na.last, decreasing = decreasing)
**>>> 10: `[.zoo`(x, order(x, na.last = na.last, decreasing = decreasing))
**>>> 9: x[order(x, na.last = na.last, decreasing = decreasing)]
**>>> 8: sort.default(x, partial = unique(c(lo, hi)))
**>>> 7: sort(x, partial = unique(c(lo, hi)))
**>>> 6: quantile.default(resid)
**>>> 5: quantile(resid)
**>>> 4: structure(quantile(resid), names = nam)
**>>> 3: print.summary.lm(list(call = lm(formula = foo ~ bar + baz), terms =
**>>> foo ~
**>>> bar + baz, residuals = c(145.181456007549, 118.279525850693,
**>>> MANY MANY NUMBERS -97.6817272270226, -101.621851940748,
**>>> -67.9948569260507,
**>>> -146.080176235300
**>>> ), coefficients = c(1082.39330190496, 12.7191319384837,
**>>> -20176.6660075191,
**>>> 36.7646530199551, 0.752346859475059, 1097.00127070372, 29.4411401439708,
**>>> 16.9059414262171, -18.3925639343844, 5.30095123419022e-84,
**>>> 1.60626441787295e-43,
**>>> 1.15247513614373e-48), aliased = c(FALSE, FALSE, FALSE), sigma =
**>>> 90.0587318356495,
**>>> df = c(3L, 255L, 3L), r.squared = 0.767559392535633, adj.r.squared =
**>>> 0.765736328947677,
**>>> fstatistic = c(421.027219021081, 2, 255), cov.unscaled =
**>>> c(0.166651523684348,
**>>> -0.00308410770161002, -3.08083131687658, -0.00308410770161002,
**>>> 6.9788613558326e-05, 0.0263943284503598, -3.08083131687658,
**>>> 0.0263943284503598, 148.375640597725)))
**>>> 2: print(list(call = lm(formula = foo ~ bar + baz), terms = foo ~
**>>> bar + baz, residuals = c(145.181456007549, 118.279525850693,
**>>> MANY MANY NUMBERS
**>>> -97.6817272270226, -101.621851940748, -67.9948569260507,
**>>> -146.080176235300
**>>> ), coefficients = c(1082.39330190496, 12.7191319384837,
**>>> -20176.6660075191,
**>>> 36.7646530199551, 0.752346859475059, 1097.00127070372, 29.4411401439708,
**>>> 16.9059414262171, -18.3925639343844, 5.30095123419022e-84,
**>>> 1.60626441787295e-43,
**>>> 1.15247513614373e-48), aliased = c(FALSE, FALSE, FALSE), sigma =
**>>> 90.0587318356495,
**>>> df = c(3L, 255L, 3L), r.squared = 0.767559392535633, adj.r.squared =
**>>> 0.765736328947677,
**>>> fstatistic = c(421.027219021081, 2, 255), cov.unscaled =
**>>> c(0.166651523684348,
**>>> -0.00308410770161002, -3.08083131687658, -0.00308410770161002,
**>>> 6.9788613558326e-05, 0.0263943284503598, -3.08083131687658,
**>>> 0.0263943284503598, 148.375640597725)))
**>>> 1: print(list(call = lm(formula = foo ~ bar + baz), terms = foo ~
**>>> bar + baz, residuals = c(145.181456007549, 118.279525850693,
**>>> MANY MANY NUMBERS -97.6817272270226, -101.621851940748,
**>>> -67.9948569260507,
**>>> -146.080176235300
**>>> ), coefficients = c(1082.39330190496, 12.7191319384837,
**>>> -20176.6660075191,
**>>> 36.7646530199551, 0.752346859475059, 1097.00127070372, 29.4411401439708,
**>>> 16.9059414262171, -18.3925639343844, 5.30095123419022e-84,
**>>> 1.60626441787295e-43,
**>>> 1.15247513614373e-48), aliased = c(FALSE, FALSE, FALSE), sigma =
**>>> 90.0587318356495,
**>>> df = c(3L, 255L, 3L), r.squared = 0.767559392535633, adj.r.squared =
**>>> 0.765736328947677,
**>>> fstatistic = c(421.027219021081, 2, 255), cov.unscaled =
**>>> c(0.166651523684348,
**>>> -0.00308410770161002, -3.08083131687658, -0.00308410770161002,
**>>> 6.9788613558326e-05, 0.0263943284503598, -3.08083131687658,
**>>> 0.0263943284503598, 148.375640597725)))
**>>>
**>>>>
**>>>> sessionInfo()
**>>>>
**>>>
**>>> R version 2.8.0 (2008-10-20)
**>>> i386-pc-mingw32
**>>>
**>>> locale:
**>>> LC_COLLATE=English_United Kingdom.1252;LC_CTYPE=English_United
**>>> Kingdom.1252;LC_MONETARY=English_United
**>>> Kingdom.1252;LC_NUMERIC=C;LC_TIME=English_United Kingdom.1252
**>>>
**>>> attached base packages:
**>>> [1] stats graphics grDevices utils datasets methods base
**>>> other attached packages:
**>>> [1] lpSolve_5.6.4 leaps_2.7 [3]
**>>> nortest_1.0
**>>> numDeriv_2006.4-1 [5] bcp_2.1
**>>> snow_0.3-3 [7] fArma_270.74
**>>> fBasics_280.74
**>>> [9] timeSeries_280.78 timeDate_280.80
**>>> [11]
**>>> PerformanceAnalytics_0.9.7.1 tseries_0.10-16 [13]
**>>> quadprog_1.4-11
**>>> vars_1.4-0 [15] urca_1.1-7
**>>> MASS_7.2-44 [17] MSBVAR_0.3.2 coda_0.13-3
**>>> [19] lattice_0.17-15 xtable_1.5-4
**>>> [21]
**>>> KernSmooth_2.22-22 RODBC_1.2-3 [23] corrgram_0.1
**>>> nlme_3.1-89 [25] lmtest_0.9-21
**>>> car_1.2-9 [27] strucchange_1.3-4
**>>> sandwich_2.1-0
**>>> [29] zoo_1.5-4
**>>> loaded via a namespace (and not attached):
**>>> [1] grid_2.8.0 tools_2.8.0
**>>> ______________________________________________
**>>> R-help_at_r-project.org mailing list
**>>> 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.
**>>>
**>>>
**>>
**>>
**>
**>
*

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