假设我有以下包含股票价格的zoo对象。
library('PerformanceAnalytics')
library('magrittr')
x.zoo <- structure(c(194.74, 194.74, 186.55, 190.65, 198.83, 12.4, 12.4,
12.4, 12.4, 12.4, 12333.94, 12333.94, 12401.71, 12266.17, 12333.94
), .Dim = c(5L, 3L), .Dimnames = list(c("27", "28", "29", "30",
"31"), c("BBY", "BHY", "COST")), index = structure(c(5478, 5479,
5480, 5481, 5482), class = "Date"), class = c("zooreg", "zoo"
), frequency = 1)
我想使用Return.calculate包中的PerformanceAnalytics来计算退货次数，如下所示：
Return.calculate(x.zoo)
这在过去对我很好，但由于某些原因，它开始给我以下错误：
`[.xts`（x，seq_len（xlen - n））中的错误：下标超出范围
然后我使用以下内容在Return.calculate
x.zoo函数
x.zoo %>% lapply(., Return.calculate) # %>% operator is from dplyr package
这样可以正常工作，但它会返回类list而不是zoo的对象
如下：
x.zoo %>% lapply(., Return.calculate) %>% class
[1] "list"
问题是如何在申请后保留zoo课程？
使用SessionInfo()
R version 3.2.4 (2016-03-10)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.11.4 (El Capitan)
locale:
[1] en_GB.UTF-8/en_GB.UTF-8/en_GB.UTF-8/C/en_GB.UTF-8/en_GB.UTF-8
attached base packages:
[1] grid stats graphics grDevices utils datasets methods base
other attached packages:
[1] quantmod_0.4-5 TTR_0.23-1 extrafont_0.17
[4] fontcm_1.1 car_2.1-0 dplyr_0.4.3
[7] tidyr_0.3.1 stringr_1.0.0 readxl_0.1.1
[10] haven_0.2.0 readr_0.2.2 aod_1.3
[13] fUnitRoots_3010.78 fBasics_3011.87 timeSeries_3022.101.2
[16] timeDate_3012.100 corrplot_0.73 Hmisc_3.17-0
[19] Formula_1.2-1 survival_2.38-3 lattice_0.20-33
[22] reshape2_1.4.1 scales_0.3.0 psych_1.5.8
[25] stargazer_5.2 plyr_1.8.3 openxlsx_3.0.0
[28] qpcR_1.4-0 Matrix_1.2-4 robustbase_0.92-5
[31] rgl_0.95.1429 minpack.lm_1.2-0 tikzDevice_0.9
[34] vars_1.5-2 lmtest_0.9-34 urca_1.2-8
[37] strucchange_1.5-1 sandwich_2.3-4 MASS_7.3-45
[40] tseries_0.10-34 ggfortify_0.1.0 ggplot2_2.1.0
[43] proto_0.3-10 packrat_0.4.6-1 PerformanceAnalytics_1.4.3541
[46] xts_0.9-7 zoo_1.7-12 xtable_1.8-0
[49] xlsx_0.5.7 xlsxjars_0.6.1 gdata_2.17.0
[52] rJava_0.9-7 XLConnect_0.2-11 XLConnectJars_0.2-9
loaded via a namespace (and not attached):
[1] splines_3.2.4 gtools_3.5.0 assertthat_0.1 latticeExtra_0.6-26
[5] Rttf2pt1_1.3.3 quantreg_5.19 quadprog_1.5-5 extrafontdb_1.0
[9] RColorBrewer_1.1-2 minqa_1.2.4 colorspace_1.2-6 SparseM_1.7
[13] MatrixModels_0.4-1 lme4_1.1-10 mgcv_1.8-12 nnet_7.3-12
[17] pbkrtest_0.4-4 mnormt_1.5-3 magrittr_1.5 nlme_3.1-125
[21] foreign_0.8-66 tools_3.2.4 munsell_0.4.2 cluster_2.0.3
[25] nloptr_1.0.4 filehash_2.3 gtable_0.1.2 DBI_0.3.1
[29] R6_2.1.1 gridExtra_2.0.0 stringi_1.0-1 parallel_3.2.4
[33] Rcpp_0.12.2 rpart_4.1-10 acepack_1.3-3.3 DEoptimR_1.0-4