Hi Achim, First of all, thanks for the strucchange package. It's very useful.
Looking forward to the zoo changes. Tolga Achim Zeileis <[EMAIL PROTECTED]> 02/07/2008 20:56 To [EMAIL PROTECTED] cc r-help@r-project.org Subject Re: [R] Problem with strucchange package On Wed, 2 Jul 2008, [EMAIL PROTECTED] wrote: > Dear R Users, > > I am attempting to use the strucchange package but get an error which is > difficult to decipher. > > I get the following error with breakpoints: > >> bp<-breakpoints(regr[,1]~regr[,2]+regr[,3]) > Error in my.RSS.table[as.character(i), 3:4] <- c(pot.index[opt], > break.RSS[opt]) : > nothing to replace with I've seen this happening when something about the data formatting was not right. Maybe it is because of: > regr is a zoo object with three columns. Unfortunately, breakpoints() does not yet support "zoo" objects. This has been on my todo list for some time but it's still not there. The recommended workaround is to store the time index elsewhere and query that separately, e.g., ## separate data mydata <- as.data.frame(regr) mytime <- time(regr) ## call breakpoints (assuming that y, x1, x2 are the column names of regr) bp <- breakpoints(y ~ x1 + x2, data = mydata) ## query breakpoints summary(bp) breakpoints(bp) ## plot...etc. ## match with time index mytime[breakpoints(bp)$breakpoints] Hopefully that solves your problem. Depending on the size of your data set, it might also help to set "h" to a more reasonable value than the default in breakpoints(). hth, Z > Happy to provide all the data so > one can replicate this but it is lengthy so I am posting this way in case > this is a common issue. > > This is on R version 2.7.0, strucchange 1.2-3 and zoo 1.5-3. > > Thanks in advance, > Tolga > > Generally, this communication is for informational purposes only > and it is not intended as an offer or solicitation for the purchase > or sale of any financial instrument or as an official confirmation > of any transaction. In the event you are receiving the offering > materials attached below related to your interest in hedge funds or > private equity, this communication may be intended as an offer or > solicitation for the purchase or sale of such fund(s). 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