R has introduced a new function xtfrm and in order for zoo to
work with it there must be an xtfrm zoo method. The development
version of zoo has such a method but its not yet released. Try this:
xtfrm.zoo <- coredata
and then run your code.
On Sun, Nov 16, 2008 at 12:20 PM, Tolga Uzuner <[EMAIL PROTECTED]> wrote:
> Dear Gabor,
>
> Many thanks. That snippet of code also works for me (below). I am currently
> on 2.8.0.
>
> However, it continues to fail on the specific data I am using. I have
> attached the data in data.RData, attached here. If you save this file into
> the working directory and run the following, that should illustrate the
> problem.
>
> library(zoo)
> load("data.RData")
> regrlm<-lm(foo~bar+baz)
> regrlm
> summary(regrlm)
>
> If you get the chance, would be interested to see if it fails for you as
> well.
>
> Thanks again,
> Tolga
>
> ############ Gabor's code ####################
>> library(zoo)
>> z <- 1:10
>> x <- z*z
>> y <- x*z
>> lm(z ~ x + y)
>
> Call:
> lm(formula = z ~ x + y)
>
> Coefficients:
> (Intercept) x y
> 1.24700 0.20194 -0.01164
>
>> summary(lm(z ~ x + y))
>
> Call:
> lm(formula = z ~ x + y)
>
> Residuals:
> Min 1Q Median 3Q Max
> -0.43730 -0.14095 0.01808 0.19070 0.26702
>
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 1.246998 0.179253 6.957 0.000220 ***
> x 0.201943 0.015878 12.718 4.3e-06 ***
> y -0.011642 0.001579 -7.375 0.000153 ***
> ---
> Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
>
> Residual standard error: 0.2598 on 7 degrees of freedom
> Multiple R-squared: 0.9943, Adjusted R-squared: 0.9926
> F-statistic: 607.6 on 2 and 7 DF, p-value: 1.422e-08
>
>> sessionInfo()
> R version 2.8.0 (2008-10-20)
> i386-pc-mingw32
>
> locale:
> LC_COLLATE=English_United Kingdom.1252;LC_CTYPE=English_United
> Kingdom.1252;LC_MONETARY=English_United
> Kingdom.1252;LC_NUMERIC=C;LC_TIME=English_United Kingdom.1252
>
> attached base packages:
> [1] stats graphics grDevices utils datasets methods base
>
> other attached packages:
> [1] lpSolve_5.6.4 leaps_2.7 nortest_1.0
> [4] numDeriv_2006.4-1 bcp_2.1 snow_0.3-3
> [7] fArma_270.74 fBasics_280.74 timeSeries_280.78
> [10] timeDate_280.80 PerformanceAnalytics_0.9.7.1 tseries_0.10-16
> [13] quadprog_1.4-11 vars_1.4-0 urca_1.1-7
> [16] MASS_7.2-44 MSBVAR_0.3.2 coda_0.13-3
> [19] lattice_0.17-15 xtable_1.5-4 KernSmooth_2.22-22
> [22] RODBC_1.2-3 corrgram_0.1 nlme_3.1-89
> [25] lmtest_0.9-21 car_1.2-9 strucchange_1.3-4
> [28] sandwich_2.1-0 zoo_1.5-4
>
> loaded via a namespace (and not attached):
> [1] grid_2.8.0 tools_2.8.0
>>
>
>
>
> Gabor Grothendieck wrote:
>>
>> Try upgrading to R 2.8.0 patched. This works for me
>> using R 2.8.0 patched from Nov 10th:
>>
>> library(zoo)
>> z <- 1:10
>> x <- z*z
>> y <- x*z
>> lm(z ~ x + y)
>> summary(lm(z ~ x + y))
>>
>>
>>>
>>> packageDescription("zoo")$Version
>>>
>>
>> [1] "1.5-4"
>>
>>>
>>> R.version.string # Vista
>>>
>>
>> [1] "R version 2.8.0 Patched (2008-11-10 r46884)"
>>
>>
>> On Sun, Nov 16, 2008 at 7:32 AM, Tolga Uzuner <[EMAIL PROTECTED]>
>> wrote:
>>
>>>
>>> Dear R Users,
>>>
>>> I am having a weird problem. I have three zoo time series, foo, bar and
>>> baz.
>>> I run a simple linear regression with foo as the dependent and bar+baz as
>>> independents. Even though the regression runs fine, summary seems to
>>> fail.The code is below. I am happy to send the data along. I am on R
>>> 2.8.0
>>> and Windows XP SP2. Traceback (below, a ton of numbers cut out to make it
>>> readable but I can provide the data). reveals the problem is in a
>>> function
>>> called gt. sessioninfo is at the bottom.
>>>
>>> Any suggestions ? I upgraded to 2.8.0 this morning after replaced 2.7.1
>>> and
>>> I almost feel the new version is at fault but I could be inferring too
>>> much...
>>>
>>> Thanks in advance,
>>> Tolga
>>>
>>> cooks.distance also reveals the same problem.
>>>
>>>
>>>>
>>>> length(foo)
>>>>
>>>
>>> [1] 258
>>>
>>>>
>>>> length(foo)
>>>>
>>>
>>> [1] 258
>>>
>>>>
>>>> length(bar)
>>>>
>>>
>>> [1] 258
>>>
>>>>
>>>> length(baz)
>>>>
>>>
>>> [1] 258
>>>
>>>>
>>>> regrlm<-lm(foo~bar+baz)
>>>> regrlm
>>>>
>>>
>>> Call:
>>> lm(formula = foo ~ bar + baz)
>>>
>>> Coefficients:
>>> (Intercept) bar baz 1082.39 12.72 -20176.67
>>>
>>>>
>>>> summary(regrlm)
>>>>
>>>
>>> Call:
>>> lm(formula = foo ~ bar + baz)
>>>
>>> Residuals:
>>> Error in if (xi == xj) 0L else if (xi > xj) 1L else -1L :
>>> argument is of length zero
>>>
>>>>
>>>> traceback()
>>>>
>>>
>>> 19: .gt(c(145.181456007549, 118.279525850693, 111.250750147955,
>>> 89.1393551953539,
>>> MANY MANY NUMBERS
>>> -67.9948569260507, -146.080176235300), 250L, 246L)
>>> 18: switch(ties.method, average = , min = , max = .Internal(rank(x[!nas],
>>> ties.method)), first = sort.list(sort.list(x[!nas])), random =
>>> sort.list(order(x[!nas],
>>> stats::runif(sum(!nas)))))
>>> 17: rank(x, ties.method = "min", na.last = "keep")
>>> 16: as.vector(rank(x, ties.method = "min", na.last = "keep"))
>>> 15: xtfrm.default(x)
>>> 14: xtfrm(x)
>>> 13: FUN(X[[1L]], ...)
>>> 12: lapply(z, function(x) if (is.object(x)) xtfrm(x) else x)
>>> 11: order(x, na.last = na.last, decreasing = decreasing)
>>> 10: `[.zoo`(x, order(x, na.last = na.last, decreasing = decreasing))
>>> 9: x[order(x, na.last = na.last, decreasing = decreasing)]
>>> 8: sort.default(x, partial = unique(c(lo, hi)))
>>> 7: sort(x, partial = unique(c(lo, hi)))
>>> 6: quantile.default(resid)
>>> 5: quantile(resid)
>>> 4: structure(quantile(resid), names = nam)
>>> 3: print.summary.lm(list(call = lm(formula = foo ~ bar + baz), terms =
>>> foo ~
>>> bar + baz, residuals = c(145.181456007549, 118.279525850693,
>>> MANY MANY NUMBERS -97.6817272270226, -101.621851940748,
>>> -67.9948569260507,
>>> -146.080176235300
>>> ), coefficients = c(1082.39330190496, 12.7191319384837,
>>> -20176.6660075191,
>>> 36.7646530199551, 0.752346859475059, 1097.00127070372, 29.4411401439708,
>>> 16.9059414262171, -18.3925639343844, 5.30095123419022e-84,
>>> 1.60626441787295e-43,
>>> 1.15247513614373e-48), aliased = c(FALSE, FALSE, FALSE), sigma =
>>> 90.0587318356495,
>>> df = c(3L, 255L, 3L), r.squared = 0.767559392535633, adj.r.squared =
>>> 0.765736328947677,
>>> fstatistic = c(421.027219021081, 2, 255), cov.unscaled =
>>> c(0.166651523684348,
>>> -0.00308410770161002, -3.08083131687658, -0.00308410770161002,
>>> 6.9788613558326e-05, 0.0263943284503598, -3.08083131687658,
>>> 0.0263943284503598, 148.375640597725)))
>>> 2: print(list(call = lm(formula = foo ~ bar + baz), terms = foo ~
>>> bar + baz, residuals = c(145.181456007549, 118.279525850693,
>>> MANY MANY NUMBERS
>>> -97.6817272270226, -101.621851940748, -67.9948569260507,
>>> -146.080176235300
>>> ), coefficients = c(1082.39330190496, 12.7191319384837,
>>> -20176.6660075191,
>>> 36.7646530199551, 0.752346859475059, 1097.00127070372, 29.4411401439708,
>>> 16.9059414262171, -18.3925639343844, 5.30095123419022e-84,
>>> 1.60626441787295e-43,
>>> 1.15247513614373e-48), aliased = c(FALSE, FALSE, FALSE), sigma =
>>> 90.0587318356495,
>>> df = c(3L, 255L, 3L), r.squared = 0.767559392535633, adj.r.squared =
>>> 0.765736328947677,
>>> fstatistic = c(421.027219021081, 2, 255), cov.unscaled =
>>> c(0.166651523684348,
>>> -0.00308410770161002, -3.08083131687658, -0.00308410770161002,
>>> 6.9788613558326e-05, 0.0263943284503598, -3.08083131687658,
>>> 0.0263943284503598, 148.375640597725)))
>>> 1: print(list(call = lm(formula = foo ~ bar + baz), terms = foo ~
>>> bar + baz, residuals = c(145.181456007549, 118.279525850693,
>>> MANY MANY NUMBERS -97.6817272270226, -101.621851940748,
>>> -67.9948569260507,
>>> -146.080176235300
>>> ), coefficients = c(1082.39330190496, 12.7191319384837,
>>> -20176.6660075191,
>>> 36.7646530199551, 0.752346859475059, 1097.00127070372, 29.4411401439708,
>>> 16.9059414262171, -18.3925639343844, 5.30095123419022e-84,
>>> 1.60626441787295e-43,
>>> 1.15247513614373e-48), aliased = c(FALSE, FALSE, FALSE), sigma =
>>> 90.0587318356495,
>>> df = c(3L, 255L, 3L), r.squared = 0.767559392535633, adj.r.squared =
>>> 0.765736328947677,
>>> fstatistic = c(421.027219021081, 2, 255), cov.unscaled =
>>> c(0.166651523684348,
>>> -0.00308410770161002, -3.08083131687658, -0.00308410770161002,
>>> 6.9788613558326e-05, 0.0263943284503598, -3.08083131687658,
>>> 0.0263943284503598, 148.375640597725)))
>>>
>>>>
>>>> sessionInfo()
>>>>
>>>
>>> R version 2.8.0 (2008-10-20)
>>> i386-pc-mingw32
>>>
>>> locale:
>>> LC_COLLATE=English_United Kingdom.1252;LC_CTYPE=English_United
>>> Kingdom.1252;LC_MONETARY=English_United
>>> Kingdom.1252;LC_NUMERIC=C;LC_TIME=English_United Kingdom.1252
>>>
>>> attached base packages:
>>> [1] stats graphics grDevices utils datasets methods base
>>> other attached packages:
>>> [1] lpSolve_5.6.4 leaps_2.7 [3]
>>> nortest_1.0
>>> numDeriv_2006.4-1 [5] bcp_2.1
>>> snow_0.3-3 [7] fArma_270.74
>>> fBasics_280.74
>>> [9] timeSeries_280.78 timeDate_280.80
>>> [11]
>>> PerformanceAnalytics_0.9.7.1 tseries_0.10-16 [13]
>>> quadprog_1.4-11
>>> vars_1.4-0 [15] urca_1.1-7
>>> MASS_7.2-44 [17] MSBVAR_0.3.2 coda_0.13-3
>>> [19] lattice_0.17-15 xtable_1.5-4
>>> [21]
>>> KernSmooth_2.22-22 RODBC_1.2-3 [23] corrgram_0.1
>>> nlme_3.1-89 [25] lmtest_0.9-21
>>> car_1.2-9 [27] strucchange_1.3-4
>>> sandwich_2.1-0
>>> [29] zoo_1.5-4
>>> loaded via a namespace (and not attached):
>>> [1] grid_2.8.0 tools_2.8.0
>>> ______________________________________________
>>> 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.
>>>
>>>
>>
>>
>
>
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