如何解决矢量计算误差'R是零长度'？

时间：2016-03-12 13:53:27

标签： arrays r if-statement vector

我正在尝试对矢量执行滚动计算。我无法使用ifelse包中的zoo函数来使代码变得漂亮和整洁，我很难找到reduce函数如何解决我的问题问题。因此，我知道这不是首选方法，我一直在使用for循环。

我的错误是，我相信，因为新的向量中包含NULL值 - 但是，我手动完成了测试（参考引用的单元格并执行if语句）并且它应该管用。

上面说过，它不是，我被卡住了。请在下面找到我的代码;

数据 

Prob <- 0.9
Bet <- 10
Trans <- Bet 
Spread <- (1-0.002)
StartingBalance <- 1000000
Days <- 3
> IndTest
           N225.Open    Close     High      Low    S.High      S.Low       S.OC
2007-01-04  17322.50 17353.67 17379.46 17315.76  56.96094   6.740234   31.16992
2007-01-05  17315.54 17091.59 17327.13 17011.10  11.59180 304.439453 -223.94922
2007-01-09  17018.89 17237.77 17261.03 16983.97 242.13867  34.919922  218.87891
2007-01-10  17192.42 16942.40 17199.42 16847.57   7.00000 344.849610 -250.01953
2007-01-11  16958.57 16838.17 17057.45 16758.46  98.87891 200.109374 -120.40039
2007-01-12  16979.73 17057.01 17160.77 16941.39 181.03906  38.339844   77.27930
2007-01-15  17160.25 17209.92 17273.58 17144.44 113.33008  15.810547   49.66992
2007-01-16  17190.90 17202.46 17287.96 17175.85  97.06055  15.050782   11.56055
2007-01-17  17153.25 17261.35 17335.03 17002.67 181.77930 150.580078  108.09961
2007-01-18  17248.14 17370.93 17408.62 17220.42 160.47852  27.720703  122.78906
           D.Pos D.Neg   H.S.Avg   L.S.Avg P.D.Up P.D.Dn
2007-01-04     1     0   0.00000   0.00000      0      0
2007-01-05     1     0   0.00000   0.00000      0      0
2007-01-09     1     0 103.56380 115.36654      1      0
2007-01-10     1     0  86.91016 228.06966      1      0
2007-01-11     1     0 116.00586 193.29297      1      0
2007-01-12     1     0  95.63932 194.43294      1      0
2007-01-15     1     0 131.08268  84.75325      1      0
2007-01-16     1     0 130.47656  23.06706      1      0
2007-01-17     1     0 130.72331  60.48047      1      0
2007-01-18     1     0 146.43945  64.45052      1      0

代码 

IndTest <-Ind[1:10,]    
IndTest[is.na(IndTest)] <- 0
IndTest[is.null(IndTest)] <- 0
IndTest$P.Bal <- rep(0,nrow(IndTest))

for (i in 2:(nrow(IndTest)-2)){
   if (IndTest[i+2,5]> IndTest[i+1,10] & IndTest[i+1,12] > Prob){
   Ind$P.Bal[i+3] = Bet*IndTest[i+1,10]*Spread-Trans
   } else {
   Ind$P.Bal[i+2] = Bet*IndTest[i+2,7]*Spread-Trans
   }
}

分解错误

我也尝试解构代码，我甚至收到错误;

基本 

X <- if(IndTest[4,5] > IndTest[3,10]) {1}

基本if - 错误 

Error in if (IndTest[4, 5] > IndTest[3, 10]) { : 
  argument is of length zero

这是dput()，正如之前要求的@Coatless out put所要求的那样。看来这可能是由于POSIXT指数？ 

structure(c(17322.5, 17315.539062, 17018.890625, 17192.419922, 
16958.570312, 16979.730469, 17160.25, 17190.900391, 17153.25, 
17248.140625, 17353.669922, 17091.589844, 17237.769531, 16942.400391, 
16838.169922, 17057.009766, 17209.919922, 17202.460938, 17261.349609, 
17370.929688, 17379.460938, 17327.130859, 17261.029297, 17199.419922, 
17057.449219, 17160.769531, 17273.580078, 17287.960938, 17335.029297, 
17408.619141, 17315.759766, 17011.099609, 16983.970703, 16847.570312, 
16758.460938, 16941.390625, 17144.439453, 17175.849609, 17002.669922, 
17220.419922, 56.9609380000002, 11.591797000001, 242.138672000001, 
7, 98.8789069999984, 181.039062000003, 113.330077999999, 97.060547000001, 
181.779297000001, 160.478515999999, 6.74023400000078, 304.439452999999, 
34.919922000001, 344.849610000001, 200.109374, 38.3398439999983, 
15.810547000001, 15.0507819999984, 150.580077999999, 27.720702999999, 
31.169922000001, -223.949218000002, 218.878906000002, -250.019531000002, 
-120.400389999999, 77.279297000001, 49.669922000001, 11.560547000001, 
108.099609000001, 122.789063, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 103.563802333334, 86.910156333334, 
116.005859666666, 95.6393230000006, 131.082682333334, 130.476562333334, 
130.723307333334, 146.439453333334, 0, 0, 115.366536333334, 228.069661666667, 
193.292968666667, 194.432942666666, 84.7532549999996, 23.0670576666659, 
60.4804689999995, 64.4505209999988, 0, 0, 1, 1, 1, 1, 1, 1, 1, 
1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
), .Dim = c(10L, 14L), .Dimnames = list(NULL, c("N225.Open", 
"Close", "High", "Low", "S.High", "S.Low", "S.OC", "D.Pos", "D.Neg", 
"H.S.Avg", "L.S.Avg", "P.D.Up", "P.D.Dn", "P.Bal")), index = structure(c(1167868800, 
1167955200, 1168300800, 1168387200, 1168473600, 1168560000, 1168819200, 
1168905600, 1168992000, 1169078400), tzone = "UTC", tclass = "Date"), .indexCLASS = "Date", .indexTZ = "UTC", tclass = "Date", tzone = "UTC", src = "yahoo", updated = structure(1457986774.61692, class = c("POSIXct", 
"POSIXt")), class = c("xts", "zoo"))

1 个答案:

答案 0 :(得分：0)

该问题涉及从xts对象进行子集化后的条件错误。要解决此问题，请通过numeric将值子集投射为as.numeric。此外，如果(nrow(IndTest)-2) i+3 i=8 index = 11给(nrow(IndTest)-3)，您也将超出界限。因此，我也将其更改为：library("xts") Prob <- 0.9 Bet <- 10 Trans <- Bet Spread <- (1-0.002) StartingBalance <- 1000000 Days <- 3 IndTest = structure(c(17322.5, 17315.539062, 17018.890625, 17192.419922, 16958.570312, 16979.730469, 17160.25, 17190.900391, 17153.25, 17248.140625, 17353.669922, 17091.589844, 17237.769531, 16942.400391, 16838.169922, 17057.009766, 17209.919922, 17202.460938, 17261.349609, 17370.929688, 17379.460938, 17327.130859, 17261.029297, 17199.419922, 17057.449219, 17160.769531, 17273.580078, 17287.960938, 17335.029297, 17408.619141, 17315.759766, 17011.099609, 16983.970703, 16847.570312, 16758.460938, 16941.390625, 17144.439453, 17175.849609, 17002.669922, 17220.419922, 56.9609380000002, 11.591797000001, 242.138672000001, 7, 98.8789069999984, 181.039062000003, 113.330077999999, 97.060547000001, 181.779297000001, 160.478515999999, 6.74023400000078, 304.439452999999, 34.919922000001, 344.849610000001, 200.109374, 38.3398439999983, 15.810547000001, 15.0507819999984, 150.580077999999, 27.720702999999, 31.169922000001, -223.949218000002, 218.878906000002, -250.019531000002, -120.400389999999, 77.279297000001, 49.669922000001, 11.560547000001, 108.099609000001, 122.789063, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 103.563802333334, 86.910156333334, 116.005859666666, 95.6393230000006, 131.082682333334, 130.476562333334, 130.723307333334, 146.439453333334, 0, 0, 115.366536333334, 228.069661666667, 193.292968666667, 194.432942666666, 84.7532549999996, 23.0670576666659, 60.4804689999995, 64.4505209999988, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 ), .Dim = c(10L, 14L), .Dimnames = list(NULL, c("N225.Open", "Close", "High", "Low", "S.High", "S.Low", "S.OC", "D.Pos", "D.Neg", "H.S.Avg", "L.S.Avg", "P.D.Up", "P.D.Dn", "P.Bal")), index = structure(c(1167868800, 1167955200, 1168300800, 1168387200, 1168473600, 1168560000, 1168819200, 1168905600, 1168992000, 1169078400), tzone = "UTC", tclass = "Date"), .indexCLASS = "Date", .indexTZ = "UTC", tclass = "Date", tzone = "UTC", src = "yahoo", updated = structure(1457986774.61692, class = c("POSIXct", "POSIXt")), class = c("xts", "zoo")) Ind = IndTest for (i in 2:(nrow(IndTest)-3)){ a = as.numeric(IndTest[i+2,5]) b = as.numeric(IndTest[i+1,10]) c = as.numeric(IndTest[i+1,12]) if (a > b & c > Prob){ Ind$P.Bal[i+3] = Bet*IndTest[i+1,10]*Spread-Trans }else{ Ind$P.Bal[i+2] = Bet*IndTest[i+2,7]*Spread-Trans } } 

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