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この投稿ではこの質問がすでに行われていることを知っています（xtsエラー-order.byには適切な時間ベースのオブジェクトが必要です）が、問題はまだ解決されていないようです。

私はここと同じコードで作業しています：R：xtsのエラー--order.by、コンピューターを再起動してこの問題に直面するまで、すべてが完全に機能し、計算されていました：

私はコードを作成しませんでした、私はこの本でそれを見つけました：http ://www.amazon.com/Data-Mining-Learning-Knowledge-Discovery/dp/1439810184/ref=sr_1_1?ie=UTF8&qid=1344349381&sr=8 -1＆keywords = data + mining + with + r

再現可能な例を次に示します。

# Packages needed :
library(xts)
library(TTR)
library(randomForest)
library(DMwR)

# Time Series :
myTimeSeries <-
  structure(c(2787, 2800, 2788, 2803, 2815, 2815, 2812, 2807, 2810, 
  2829, 2830, 2837, 2841, 2840, 2843, 2839, 2835, 2841, 2834, 2838, 
  2827, 2821, 2831, 2811, 2796, 2808, 2814, 2811, 2815, 2803, 2788, 
  2778, 2772, 2777, 2776, 2760, 2732, 2711, 2709, 2707, 2700, 2706, 
  2706, 2690, 2684, 2654, 2637, 2656, 2655, 2670, 2652, 2649, 2621, 
  2622, 2599, 2612, 2632, 2653, 2668, 2654, 2637, 2633, 2639, 2648, 
  2641, 2663, 2657, 2655, 2639, 2639, 2645, 2658, 2658, 2669, 2664, 
  2658, 2667, 2671, 2679, 2670, 2693, 2708, 2715, 2704, 2695, 2697, 
  2688, 2706, 2716, 2719, 2707, 2705, 2706, 2698, 2693, 2699, 2701, 
  2699, 2713, 2716, 2721, 2714, 2710, 2706, 2701, 2691, 2663, 2658, 
  2692, 2694, 2704, 2706, 2714, 2702, 2698, 2688, 2677, 2682, 2677, 
  2688, 2669, 2667, 2674, 2684, 2673, 2682, 2694, 2690, 2691, 2695, 
  2703, 2697, 2699, 2694, 2696, 2679, 2688, 2687, 2688, 2691, 2799, 
  2801, 2804, 2822, 2820, 2819, 2814, 2816, 2836, 2836, 2838, 2846, 
  2842, 2847, 2847, 2842, 2844, 2842, 2840, 2840, 2833, 2834, 2832, 
  2815, 2810, 2819, 2814, 2818, 2815, 2815, 2789, 2779, 2782, 2781, 
  2778, 2764, 2740, 2720, 2713, 2709, 2709, 2707, 2706, 2697, 2688, 
  2661, 2657, 2660, 2672, 2682, 2662, 2651, 2629, 2623, 2614, 2650, 
  2657, 2670, 2671, 2658, 2640, 2640, 2650, 2654, 2664, 2674, 2660, 
  2656, 2646, 2641, 2663, 2663, 2678, 2676, 2664, 2672, 2677, 2684, 
  2689, 2698, 2727, 2723, 2716, 2717, 2703, 2708, 2707, 2726, 2722, 
  2727, 2711, 2713, 2707, 2704, 2705, 2708, 2705, 2704, 2718, 2729, 
  2727, 2719, 2715, 2713, 2704, 2691, 2680, 2698, 2699, 2712, 2711, 
  2710, 2714, 2714, 2705, 2689, 2685, 2685, 2694, 2690, 2677, 2680, 
  2693, 2685, 2689, 2690, 2694, 2704, 2700, 2706, 2704, 2702, 2702, 
  2698, 2697, 2690, 2690, 2690, 2693, 2695, 2785, 2777, 2784, 2802, 
  2808, 2811, 2806, 2805, 2802, 2823, 2828, 2832, 2835, 2837, 2838, 
  2824, 2834, 2826, 2830, 2827, 2816, 2814, 2798, 2796, 2796, 2807, 
  2806, 2808, 2800, 2787, 2768, 2763, 2770, 2772, 2756, 2729, 2709, 
  2694, 2698, 2699, 2697, 2689, 2690, 2653, 2651, 2635, 2634, 2649, 
  2633, 2648, 2632, 2615, 2618, 2597, 2599, 2612, 2632, 2645, 2647, 
  2631, 2627, 2616, 2636, 2630, 2640, 2655, 2652, 2635, 2634, 2622, 
  2643, 2641, 2658, 2658, 2652, 2656, 2664, 2666, 2667, 2652, 2689, 
  2707, 2704, 2703, 2694, 2685, 2686, 2699, 2711, 2704, 2693, 2697, 
  2681, 2689, 2690, 2697, 2696, 2695, 2709, 2707, 2705, 2707, 2683, 
  2689, 2687, 2652, 2655, 2657, 2690, 2691, 2703, 2702, 2700, 2693, 
  2687, 2668, 2669, 2675, 2675, 2658, 2655, 2664, 2674, 2667, 2673, 
  2676, 2677, 2689, 2691, 2694, 2696, 2697, 2693, 2692, 2676, 2678, 
  2686, 2686, 2688, 2690, 2799, 2787, 2803, 2814, 2816, 2812, 2808, 
  2810, 2830, 2830, 2836, 2841, 2840, 2840, 2839, 2836, 2841, 2834, 
  2838, 2827, 2821, 2831, 2811, 2797, 2808, 2813, 2810, 2813, 2803, 
  2788, 2778, 2772, 2777, 2776, 2759, 2732, 2712, 2709, 2706, 2699, 
  2705, 2691, 2690, 2684, 2654, 2637, 2655, 2654, 2671, 2652, 2649, 
  2622, 2622, 2599, 2611, 2646, 2653, 2668, 2654, 2636, 2634, 2639, 
  2648, 2642, 2664, 2658, 2655, 2638, 2640, 2624, 2658, 2659, 2669, 
  2665, 2659, 2667, 2671, 2678, 2670, 2693, 2707, 2715, 2704, 2706, 
  2696, 2688, 2706, 2716, 2720, 2708, 2705, 2705, 2697, 2693, 2699, 
  2701, 2699, 2702, 2716, 2721, 2714, 2710, 2706, 2701, 2690, 2663, 
  2658, 2692, 2694, 2705, 2706, 2708, 2702, 2697, 2688, 2677, 2681, 
  2677, 2687, 2670, 2667, 2674, 2685, 2674, 2682, 2689, 2690, 2691, 
  2696, 2703, 2698, 2699, 2694, 2697, 2680, 2687, 2687, 2690, 2691, 
  2695), .Dim = c(140L, 4L), .Dimnames = list(NULL, c("price.Open", 
  "price.High", "price.Low", "price.Close")), index = structure(c(1265097599, 
  1265101199, 1265104796, 1265108399, 1265111999, 1265115597, 1265119198, 
  1265122799, 1265126399, 1265129992, 1265133591, 1265137199, 1265140797, 
  1265144399, 1265183999, 1265187599, 1265191199, 1265194799, 1265198398, 
  1265201999, 1265205599, 1265209199, 1265212799, 1265216399, 1265219999, 
  1265223580, 1265227194, 1265230799, 1265270399, 1265273999, 1265277595, 
  1265281198, 1265284798, 1265288397, 1265291998, 1265295599, 1265299199, 
  1265302799, 1265306399, 1265309997, 1265313586, 1265317199, 1265356799, 
  1265360399, 1265363999, 1265367599, 1265371199, 1265374799, 1265378399, 
  1265381999, 1265385599, 1265389199, 1265392798, 1265396399, 1265399984, 
  1265403599, 1265615999, 1265619593, 1265623195, 1265626785, 1265630396, 
  1265633999, 1265637599, 1265641199, 1265644799, 1265648398, 1265651994, 
  1265655599, 1265659198, 1265662799, 1265702399, 1265705999, 1265709599, 
  1265713199, 1265716798, 1265720398, 1265723995, 1265727598, 1265731199, 
  1265734799, 1265738399, 1265741975, 1265745594, 1265749199, 1265788799, 
  1265792399, 1265795999, 1265799599, 1265803197, 1265806799, 1265810399, 
  1265813999, 1265817599, 1265821196, 1265824795, 1265828380, 1265831990, 
  1265835598, 1265875199, 1265878799, 1265882399, 1265885999, 1265889599, 
  1265893199, 1265896797, 1265900399, 1265903998, 1265907586, 1265911187, 
  1265914799, 1265918356, 1265921999, 1265961596, 1265965199, 1265968798, 
  1265972399, 1265975998, 1265979599, 1265983196, 1265986798, 1265990399, 
  1265993997, 1265997598, 1266001197, 1266004796, 1266008399, 1266220799, 
  1266224399, 1266227999, 1266231598, 1266235187, 1266238799, 1266242399, 
  1266245996, 1266249598, 1266253195, 1266256799, 1266260385, 1266263956, 
  1266267599), tzone = "", tclass = c("POSIXct", "POSIXt")),
  tclass = c("POSIXct", "POSIXt"), tzone = "", class = c("xts", "zoo"),
  .indexCLASS = c("POSIXct", "POSIXt"), .indexTZ = "")

T.ind <- function(quotes,tgt.margin=0.005,n.days=5){   
  v <- apply(HLC(quotes),1,mean)    

  r <- matrix(NA,ncol=n.days,nrow=NROW(quotes))   
  for(x in 1:n.days) r[,x] <- Next(Delt(v,k=x),x)    

  x <- apply(r,1,function(x) sum(x[x > tgt.margin | x < -tgt.margin]))   
  if (is.xts(quotes)) xts(x,time(quotes)) else x 
} 

# Candle Chart and new indicator created above :
candleChart(last(myTimeSeries,"2 days"))
avgPrice<-function(p) apply(HLC(p),1,mean)
addAvgPrice<-newTA(FUN=avgPrice,col=1,legend="Average Price")
addT.indicator<-newTA(FUN=T.indicator,col="red",legend="Target")
addAvgPrice(on=1)
addT.indicator()

およびRsessionInfo（）：

R version 2.15.0 (2012-03-30)
Platform: i386-pc-mingw32/i386 (32-bit)

locale:
[1] LC_COLLATE=French_France.1252  LC_CTYPE=French_France.1252    LC_MONETARY=French_France.1252 LC_NUMERIC=C                   LC_TIME=French_France.1252    

attached base packages:
[1] splines   grid      stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] boot_1.3-4           car_2.0-12           nnet_7.3-4           dynamo_0.1.3         fda_2.2.8            Matrix_1.0-6         Formula_1.1-0        gstat_1.0-13         lmtest_0.9-30        spatial_7.3-3        spacetime_0.7-1      sp_0.9-99            sm_2.2-4.1           tseries_0.10-28     
[15] quadprog_1.5-4       DMwR_0.2.3           lattice_0.20-6       cluster_1.14.2       abind_1.4-0          rpart_3.1-52         class_7.3-3          ROCR_1.0-4           gplots_2.11.0        KernSmooth_2.23-7    caTools_1.13         bitops_1.0-4.1       gdata_2.11.0         gtools_2.7.0        
[29] quantmod_0.3-17      Defaults_1.1-1       randomForest_4.6-6   fExtremes_2100.77    fTrading_2100.76     fGarch_2110.80.1     fBasics_2160.81      timeSeries_2160.94   TTR_0.21-1           fractal_1.1-1        scatterplot3d_0.3-33 akima_0.5-7          wmtsa_1.1-1          sapa_1.1-0          
[43] ifultools_1.1-2      MASS_7.3-17          splus2R_1.1-1        chron_2.3-42         RTAQ_0.2             timeDate_2160.95     xts_0.8-6            zoo_1.7-7            rattle_2.6.20       

loaded via a namespace (and not attached):
[1] stabledist_0.6-4 tools_2.15.0
4

1 に答える 1

9

あなたのforループは意味がありません：

for (x in 1:n.periods) {
  r[, x] <- Next(Delt(v, k = x), x)
  x <- apply(r, 1, function(x) {sum(x[x > target | x < -target])})
}

xはイテレータであり、割り当てているオブジェクト、呼び出しの無名関数への引数、呼び出しでサブセット化するオブジェクト、および比較するオブジェクトです。これがどのように機能したのかについても考えたくありません。applysumtarget

つまり、より適切な変数名/定義が必要です。

（イテレータ）の値を変更しようとした場合、変更するxことはできません。の詳細セクションの3番目の段落を参照してください?"for"。

アップデート：

これが、使用していると言ったルイスのコードの関数です。forループの周りに中括弧を追加しました。これにより、関数の最後から2番目の行がforループに含まれます...

T.ind <- function(quotes,tgt.margin=0.025,n.days=10) {
  v <- apply(HLC(quotes),1,mean)

  r <- matrix(NA,ncol=n.days,nrow=NROW(quotes))
  for(x in 1:n.days) r[,x] <- Next(Delt(v,k=x),x)

  x <- apply(r,1,function(x) sum(x[x > tgt.margin | x < -tgt.margin]))
  if (is.xts(quotes)) xts(x,time(quotes)) else x
}
于 2012-08-07T13:56:50.550 に答える