Hi
I am unable to try out examples from the Rmetrics Ebook from the R command
prompt. Below is an example of what happens:
> Covariance<-cov(SWX.RET)
Error in cov.timeSeries(SWX.RET) :
no slot of name "Data" for this object of class "timeSeries"
I have loaded Rmetrics and fPortfolio using the library function but still I
get these errors.
However, if I embed the R code into a C program like below it works. Why is
this happening? I'm very confused.
Program:
#include <Rinternals.h>
#include <Rembedded.h>
int main (int argc, char** argv) {
SEXP e,val;
int errorOccurred;
Rf_initEmbeddedR(argc, argv);
PROTECT(e = lang2(install("library"), mkString("fPortfolio")));
R_tryEval(e, R_GlobalEnv, NULL);
UNPROTECT(1);
PROTECT(e = lang2(install("cov"), install("SWX.RET")));
val = (R_tryEval(e, NULL, &errorOccurred));
Rf_PrintValue(val);
return 0;
}
Output:
R version 2.9.1 (2009-06-26)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
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.
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.
Loading required package: MASS
Loading required package: timeDate
Loading required package: timeSeries
Loading required package: fBasics
Loading required package: fCopulae
Loading required package: sn
Loading required package: mnormt
Package 'sn', 0.4-4 (2007-10-08). Type 'help(SN)' for summary information
Loading required package: adapt
Loading required package: fAssets
Loading required package: robustbase
Attaching package: 'fAssets'
The following object(s) are masked from package:fCopulae :
.mvstFit
Loading required package: quadprog
Loading required package: Rglpk
Loading required package: slam
Attaching package: 'slam'
The following object(s) are masked from package:timeSeries :
colMeans,
colSums
The following object(s) are masked from package:base :
colMeans,
colSums,
rowMeans,
rowSums
Using the GLPK callable library version 4.37
Loading required package: Rsymphony
SBI SPI SII LP25 LP40
SBI 1.685150e-06 -4.146820e-06 1.353892e-07 -1.075973e-07 -9.441923e-07
SPI -4.146820e-06 1.175681e-04 6.599240e-07 2.203762e-05 3.616704e-05
SII 1.353892e-07 6.599240e-07 9.032237e-06 2.706275e-07 4.108008e-07
LP25 -1.075973e-07 2.203762e-05 2.706275e-07 6.463869e-06 9.927796e-06
LP40 -9.441923e-07 3.616704e-05 4.108008e-07 9.927796e-06 1.577805e-05
LP60 -2.064749e-06 5.463615e-05 6.150988e-07 1.463853e-05 2.372445e-05
LP60
SBI -2.064749e-06
SPI 5.463615e-05
SII 6.150988e-07
LP25 1.463853e-05
LP40 2.372445e-05
LP60 3.609053e-05
Thanks
Abhijit Bera
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