quantmod::chart_Series() を使用して SPX をグラフ化し、以下に GDP の変化と GDP の変化の 12 か月 SMA を描画したいと思います。どのようにしようとしても (どの組み合わせを使用しても)、エラーが発生するか、quantmod::chart_Series() が部分的なプロットのみを表示します。
require(quantmod)
FRED.symbols <- c("GDPC96")
getSymbols(FRED.symbols, src="FRED")
SPX <- getSymbols("^GSPC", auto.assign=FALSE, from="1900-01-01")
subset="2000/"
chart_Series(SPX, subset=subset)
add_TA(GDPC96)
add_TA(ROC(GDPC96, type="discrete"))
add_TA(SMA(ROC(GDPC96, type="discrete"), n=4), on=3, col="blue")
EDIT:実際には、四半期データを使用する場合、これは quantmod::chart_series() の問題であるように私には思えます:
subset <- "2000/"
chart_Series(to.quarterly(SPX, drop.time=TRUE), subset=subset)
add_TA(SMA(Cl(to.quarterly(SPX, drop.time=TRUE))))
> subset <- "2000/"
> chart_Series(to.quarterly(SPX, drop.time=TRUE), subset=subset)
> add_TA(SMA(Cl(to.quarterly(SPX, drop.time=TRUE))))
Error in xy.coords(x, y) : 'x' and 'y' lengths differ
In addition: Warning messages:
1: In as_numeric(H) : NAs introduced by coercion
2: In as_numeric(H) : NAs introduced by coercion
3: In as_numeric(H) : NAs introduced by coercion
これにより、メイン パネルに SPX プロットが生成されますが、2 番目と 3 番目のパネルは空のままになります。次に、データに同じインデックス、同じ長さなどをいじってみました。
chart_Series(head(to.quarterly(SPX, drop.time="TRUE"), -1), subset=subset)
add_TA(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE))
add_TA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"))
add_TA(SMA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"), n=4), on=3, col="blue")
そして、結果はすべてエラーです:
> chart_Series(head(to.quarterly(SPX, drop.time="TRUE"), -1), subset=subset)
> add_TA(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE))
Error in xy.coords(x, y) : 'x' and 'y' lengths differ
In addition: Warning messages:
1: In as_numeric(H) : NAs introduced by coercion
2: In as_numeric(H) : NAs introduced by coercion
3: In as_numeric(H) : NAs introduced by coercion
> add_TA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"))
Error in xy.coords(x, y) : 'x' and 'y' lengths differ
In addition: Warning messages:
1: In as_numeric(H) : NAs introduced by coercion
2: In as_numeric(H) : NAs introduced by coercion
3: In as_numeric(H) : NAs introduced by coercion
> add_TA(SMA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"), n=4), on=3, col="blue")
Error in xy.coords(x, y) : 'x' and 'y' lengths differ
In addition: Warning messages:
1: In as_numeric(H) : NAs introduced by coercion
2: In as_numeric(H) : NAs introduced by coercion
3: In as_numeric(H) : NAs introduced by coercion
使用する
tail(to.quarterly(SPX, drop.time="TRUE"))
tail(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE))
tail(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"))
tail(SMA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"), n=4))
dput(to.quarterly(SPX, drop.time="TRUE"))
dput(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE))
dput(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"))
dput(SMA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"), n=4))
すべてが私にはよさそうです。
私の sessionInfo():
> sessionInfo()
R version 2.15.0 (2012-03-30)
Platform: x86_64-pc-linux-gnu (64-bit)
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=en_US.UTF-8 LC_NAME=en_US.UTF-8
[9] LC_ADDRESS=en_US.UTF-8 LC_TELEPHONE=en_US.UTF-8
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=en_US.UTF-8
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] quantmod_0.3-18 TTR_0.21-0 xts_0.8-7 zoo_1.7-7
[5] Defaults_1.1-1 rj_1.1.0-4
loaded via a namespace (and not attached):
[1] grid_2.15.0 lattice_0.20-0 tools_2.15.0
これらの問題の解決策は何ですか?
編集: これは quantmod::chart_Series() のバグのようです。私がこれを行う場合:
subset <- "1990/"
test <- cbind(head(to.quarterly(SPX, drop.time="TRUE"), -1)[subset],
to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE)[subset],
ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete")[subset],
SMA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"), n=4)[subset])
test$test <- 1
subset <- "2000/"
chart_Series(OHLC(test), subset=subset)
add_TA(test$test)
add_TA(test$GDPC96)
> test$test <- 1
> subset <- "2000/"
> chart_Series(OHLC(test), subset=subset)
> add_TA(test$test)
Error in xy.coords(x, y) : 'x' and 'y' lengths differ
In addition: Warning messages:
1: In as_numeric(H) : NAs introduced by coercion
2: In as_numeric(H) : NAs introduced by coercion
3: In as_numeric(H) : NAs introduced by coercion
> add_TA(test$GDPC96)
Error in xy.coords(x, y) : 'x' and 'y' lengths differ
In addition: Warning messages:
1: In as_numeric(H) : NAs introduced by coercion
2: In as_numeric(H) : NAs introduced by coercion
3: In as_numeric(H) : NAs introduced by coercion
> traceback()
14: stop("'x' and 'y' lengths differ") at chart_Series.R#510
13: xy.coords(x, y) at chart_Series.R#510
12: plot.xy(xy.coords(x, y), type = type, ...) at chart_Series.R#510
11: lines.default(ta.x, as.numeric(ta.y[, i]), col = col, ...) at chart_Series.R#510
10: lines(ta.x, as.numeric(ta.y[, i]), col = col, ...) at chart_Series.R#510
9: plot_ta(x = current.chob(), ta = get("x"), on = NA, taType = NULL,
col = 1) at replot.R#238
8: eval(expr, envir, enclos) at replot.R#238
7: eval(aob, env) at replot.R#238
6: FUN(X[[12L]], ...) at replot.R#230
5: lapply(x$Env$actions, function(aob) {
if (attr(aob, "frame") > 0) {
x$set_frame(attr(aob, "frame"), attr(aob, "clip"))
env <- attr(aob, "env")
if (is.list(env)) {
env <- unlist(lapply(env, function(x) eapply(x, eval)),
recursive = FALSE)
}
eval(aob, env)
}
}) at replot.R#230
4: plot.replot(x, ...)
3: plot(x, ...)
2: print.replot(<environment>)
1: print(<environment>)
これを修正する方法についてのアイデアはありますか?