Dear R users, I may have found a bug in the function 'data.table'. I have a similar question as the one in this post:
http://stackoverflow.com/questions/3367190/aggregate-and-weighted-mean-in-r I have a dataset with assets, quantity traded, date and time. I would like to calculate the value weighted average time of trades, by date of trade. The variables are as follows: Classes ‘data.table’ and 'data.frame': 307787 obs. of 12 variables: $ CODE : int 1 2 3 4 4 5 3 2 2 1 $ DATE : int 20070102 20070102 20070102 20070102 20070102 20070102 20070102 20070102 20070102 20070102 ... $ TIME : chr "09:14:14" "09:14:33" "09:26:19" "09:40:45" ... $ PRICE : num 105.2 105.2 96.8 96.9 96.8 ... $ QTY : int 5000000 5000000 5000000 10000000 5000000 5000000 10000000 3000000 10000000 5000000 ... $ DATE2 : Date, format: "2007-01-02" "2007-01-02" "2007-01-02" "2007-01-02" ... $ TIME2 : chr "09:14:14" "09:14:33" "09:26:19" "09:40:45" ... $ TIME3 : POSIXlt, format: "2013-05-13 09:14:14" "2013-05-13 09:14:33" "2013-05-13 09:26:19" "2013-05-13 09:40:45" ... - attr(*, ".internal.selfref")=<externalptr> If I run the command temp[,list(weighted.mean(PRICE,QTY)),by=DATE2] I get DATE2 V1 1: 2007-01-02 100.67024 2: 2007-01-03 99.89599 3: 2007-01-04 100.54347 4: 2007-01-05 100.82472 5: 2007-01-08 99.39865 --- 1524: 2012-12-19 103.73392 1525: 2012-12-20 103.77344 1526: 2012-12-21 102.89063 1527: 2012-12-27 101.53089 1528: 2012-12-28 103.35999 While I run the command temp[,list(weighted.mean(TIME3,QTY)),by=DATE2] R crashes. This behavior occurs in both R Studio and R GUI, regardless of the version (2.14, 2.15, 3.0). Is it really a bug or am I doing something wrong? -- View this message in context: http://r.789695.n4.nabble.com/Possible-bug-in-data-table-tp4667025.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
