我有相同的程序来安装我的R和我需要的软件包。但我有这种奇怪的行为，当我在R下面运行我的centOS 7脚本时，结果是正确的。但是当我在Ubuntu 14中运行相同的脚本时，我遇到了此错误，其中CAPM.jensenAlpha函数返回NaN。这些是每台计算机Rserve和Ubuntu上library(xts)
library(PerformanceAnalytics)
cleanSeries <- function (benchmarkSeries, timeSeries) {
commonDates = merge(timeSeries, benchmarkSeries, all = FALSE)
allSeriesDates = merge(timeSeries, commonDates[,2])
allSeriesDates[is.na(allSeriesDates)] <- 0
return( xts(allSeriesDates[,2], index(allSeriesDates)) )
}
# input
timeSeries = xts(inputClass1@values, inputClass1@dates)
print('timeSeries')
print(timeSeries)
benchmarkSeries = xts(inputClass2@values, inputClass2@dates)
print('benchmarkSeries')
print(benchmarkSeries)
riskFreeSeries = xts(inputClass3@values, inputClass3@dates)
print('riskFreeSeries')
print(riskFreeSeries)
# amend dates of series (only dates from timeSeries are used)
cleanedBenchmarkSeries = cleanSeries(benchmarkSeries, timeSeries)
print('cleanedBenchmarkSeries')
print(cleanedBenchmarkSeries)
cleanedRiskFreeSeries = cleanSeries(riskFreeSeries, timeSeries)
print('cleanedRiskFreeSeries')
print(cleanedRiskFreeSeries)
jensensAlpha = CAPM.jensenAlpha(timeSeries, cleanedBenchmarkSeries, cleanedRiskFreeSeries, method = "alternative")
print('jensensAlpha')
print(jensensAlpha)
# output
setClass("ResultClass", representation(value = "numeric"))
traceback()
resultClass <- new("ResultClass", value = as.numeric(jensensAlpha))
的输出。我也粘贴了下面输出的短版本。但我的关键点是：同一个脚本如何提供不同的输出？
R脚本
valter@eniac:centos$ R
R version 3.2.2 (2015-08-14) -- "Fire Safety"
Copyright (C) 2015 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
Natural language support but running in an English locale
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(Rserve)
> Rserve(args = "--vanilla --RS-enable-control --RS-enable-remote");
Starting Rserve:
/usr/lib/R/bin/R CMD /usr/local/lib/R/site-library/Rserve/libs//Rserve --vanilla --RS-enable-control --RS-enable-remote
R version 3.2.2 (2015-08-14) -- "Fire Safety"
Copyright (C) 2015 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
Natural language support but running in an English locale
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
Rserv started in daemon mode.
> Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Package PerformanceAnalytics (1.4.3541) loaded.
Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson, GPL-2 | GPL-3
http://r-forge.r-project.org/projects/returnanalytics/
Attaching package: ‘PerformanceAnalytics’
The following object is masked from ‘package:graphics’:
legend
[1] "timeSeries"
[,1]
2006-03-29 4.099731e-03
2006-03-30 1.173501e-02
2006-03-31 -2.357880e-03
2006-04-03 9.040080e-03
...
[1] "benchmarkSeries"
[,1]
2006-03-29 2.514452e-03
2006-03-30 6.105668e-03
2006-03-31 9.068408e-03
2006-04-03 5.285038e-03
...
[1] "riskFreeSeries"
[,1]
2006-03-29 7.594521e-05
2006-03-30 7.663014e-05
2006-03-31 7.709589e-05
2006-04-03 2.314521e-04
...
[1] "cleanedBenchmarkSeries"
benchmarkSeries
2006-03-29 2.514452e-03
2006-03-30 6.105668e-03
2006-03-31 9.068408e-03
2006-04-03 5.285038e-03
2006-04-04 4.359010e-03
...
[1] "cleanedRiskFreeSeries"
benchmarkSeries
2006-03-29 7.594521e-05
2006-03-30 7.663014e-05
2006-03-31 7.709589e-05
2006-04-03 2.314521e-04
2006-04-04 7.720548e-05
...
[1] "jensensAlpha"
benchmarkSeries
2006-03-29 0.03980130
2006-03-30 0.03980089
2006-03-31 0.03980062
2006-04-03 0.03970984
2006-04-04 0.03980056
...
No traceback available
CentOS（记录器）
vagrant@vagrant-ubuntu-trusty-64:~$ R
R version 3.2.2 (2015-08-14) -- "Fire Safety"
Copyright (C) 2015 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
Natural language support but running in an English locale
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
> library(Rserve)
> Rserve(args = "--vanilla --RS-enable-control --RS-enable-remote");
Starting Rserve:
/usr/lib/R/bin/R CMD /usr/local/lib/R/site-library/Rserve/libs//Rserve --vanilla --RS-enable-control --RS-enable-remote
R version 3.2.2 (2015-08-14) -- "Fire Safety"
Copyright (C) 2015 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.
Natural language support but running in an English locale
R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.
Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
Rserv started in daemon mode.
> Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Loading required package: zoo
Attaching package: ‘zoo’
The following objects are masked from ‘package:base’:
as.Date, as.Date.numeric
Package PerformanceAnalytics (1.4.3541) loaded.
Copyright (c) 2004-2014 Peter Carl and Brian G. Peterson, GPL-2 | GPL-3
http://r-forge.r-project.org/projects/returnanalytics/
Attaching package: ‘PerformanceAnalytics’
The following object is masked from ‘package:graphics’:
legend
[1] "timeSeries"
[,1]
2006-03-29 4.099731e-03
2006-03-30 1.173501e-02
2006-03-31 -2.357880e-03
2006-04-03 9.040080e-03
2006-04-04 -1.693213e-03
...
[1] "benchmarkSeries"
[,1]
2006-03-29 2.514452e-03
2006-03-30 6.105668e-03
2006-03-31 9.068408e-03
2006-04-03 5.285038e-03
2006-04-04 4.359010e-03
...
[1] "riskFreeSeries"
[,1]
2006-03-29 7.594521e-05
2006-03-30 7.663014e-05
2006-03-31 7.709589e-05
2006-04-03 2.314521e-04
2006-04-04 7.720548e-05
...
[1] "cleanedBenchmarkSeries"
benchmarkSeries
2006-03-29 2.514452e-03
2006-03-30 6.105668e-03
2006-03-31 9.068408e-03
2006-04-03 5.285038e-03
2006-04-04 4.359010e-03
2006-04-05 3.705145e-03
...
[1] "cleanedRiskFreeSeries"
benchmarkSeries
2006-03-29 7.594521e-05
2006-03-30 7.663014e-05
2006-03-31 7.709589e-05
2006-04-03 2.314521e-04
2006-04-04 7.720548e-05
...
[1] "jensensAlpha"
benchmarkSeries
2006-03-29 NA
2006-03-30 NA
2006-03-31 NA
2006-04-03 NA
2006-04-04 NA
No traceback available
Ubuntu（记录器）
return false