I've been getting WFA to run on the full set of intraday GBPUSD 30min data, and have come across a couple of things that need addressing. The first is I believe the save function needs changing to remove the time from the string (as shown here as a pull request on the R-Finance/quantstrat repo on github). The walk.forward function throws this error:
Error in gzfile(file, "wb") : cannot open the connection
In addition: Warning message:
In gzfile(file, "wb") :
cannot open compressed file 'wfa.GBPUSD.2002-10-21 00:30:00.2002-10-23 23:30:00.RData', probable reason 'Invalid argument'
The second is a rare case scenario where its ends up calling runSum on a data set with less rows than the period you are testing (n). This is the traceback():
8: stop("Invalid 'n'")
7: runSum(x, n)
6: runMean(x, n)
5: (function (x, n = 10, ...)
{
ma <- runMean(x, n)
if (!is.null(dim(ma))) {
colnames(ma) <- "SMA"
}
return(ma)
})(x = Cl(mktdata)[, 1], n = 25)
4: do.call(indFun, .formals)
3: applyIndicators(strategy = strategy, mktdata = mktdata, parameters = parameters,
...)
2: applyStrategy(strategy, portfolios = portfolio.st, mktdata = symbol[testing.timespan]) at custom.walk.forward.R#122
1: walk.forward(strategy.st, paramset.label = "WFA", portfolio.st = portfolio.st,
account.st = account.st, period = "days", k.training = 3,
k.testing = 1, obj.func = my.obj.func, obj.args = list(x = quote(result$apply.paramset)),
audit.prefix = "wfa", anchored = FALSE, verbose = TRUE)
The extended GBPUSD data used in the creation of the Luxor Demo includes an erroneous date (2002/10/27) with only 1 observation which causes this problem. I can also foresee this being an issue when testing longer signal periods on instruments like Crude where they have only a few trading hours on Sunday evenings (UTC).
Given that I have purely been following the Luxor demo with the same (extended) intra-day data set, are these genuine issues or have they been caused by package updates etc?
What is the preferred way for these things to be reported to the authors of QS, and find out if/when fixes are likely to be made?
SessionInfo():
R version 3.3.0 (2016-05-03)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 7 x64 (build 7601) Service Pack 1
locale:
[1] LC_COLLATE=English_Australia.1252 LC_CTYPE=English_Australia.1252 LC_MONETARY=English_Australia.1252 LC_NUMERIC=C LC_TIME=English_Australia.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] quantstrat_0.9.1739 foreach_1.4.3 blotter_0.9.1741 PerformanceAnalytics_1.4.4000 FinancialInstrument_1.2.0 quantmod_0.4-5 TTR_0.23-1
[8] xts_0.9.874 zoo_1.7-13
loaded via a namespace (and not attached):
[1] compiler_3.3.0 tools_3.3.0 codetools_0.2-14 grid_3.3.0 iterators_1.0.8 lattice_0.20-33
quantstrat is on github here:
https://github.com/braverock/quantstrat
Issues and patches should be reported via github issues.
Related
I am trying to run the following model:
mod1<- phylo_glmmTMB(response ~ sv1 + # sampling variables
sv2 + sv3 + sv4 + sv5 +
sv6 + sv7 +
(1|phylo) + (1|reference_id), #random effects
ziformula = ~ 0,
#ar1(pos + 0| group) # spatial autocorrelation structure; group is a dummy variable
phyloZ = supertreenew,
phylonm = "phylo",
family = "binomial",
data = data)
But I keep getting the error:
Error in Matrix::rankMatrix(TMBStruc$data.tmb[[whichX]]) :
length(d <- dim(x)) == 2 is not TRUE
This error is also occurring with other reproducible example (data) that I found.
Before I run the model, I just loaded my data (data and supertree) and computed a Z matrix from supertree:
#Compute Z matrix
#supertreenew <- vcv.phylo(supertreenew)
#or
supertreenew <- phylo.to.Z(supertreenew)
#enforced match between
supertreenew <- supertreenew[levels(factor(data$phylo)), ]
I have installed the development version via:
remotes::install_github("wzmli/phyloglmm/pkg")
But no success.
The dimension of my supertree are:
[[1]]
... [351]
[[2]]
... [645]
Any guess?
My session info:
R version 4.2.2 (2022-10-31 ucrt)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 22621)
Matrix products: default
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] phyloglmm_0.1.0.9001 brms_2.18.0 cpp_1.0.9 performance_0.10. DHARMa_0.4.6
[6] phytools_1.2-0 maps_3.4.0 ape_5.6-2 lme4_1.1-31 Matrix_1.5-1
[11] TMB_1.9.1 glmmTMB_1.1.5.9000 remotes_2.4.2
(First error, "Error in Matrix::rankMatrix") This is a consequence of the addition of a check of the rank of the fixed-effects matrix in recent versions of glmmTMB. For now, adding
control = glmmTMB::glmmTMBControl(rank_check = "skip")
to your phylo_glmmTMB call should work around the problem.
(Second error, "Error in getParameterOrder(data, parameters, new.env(), DLL = DLL) ...") I just updated the refactor branch to handle this problem [caused by internal changes in glmmTMB]. Use remotes::install_github("wzmli/phyloglmm/pkg#refactor") to install this version, then try your example again.
library(OneR)
library(RWeka)
loan_train <- read.csv("loan_train.csv")
loan_test <- read.csv("loan_test.csv")
loan_train <- optbin(loan_train, method = "logreg", na.omit = TRUE)
loan_test <- optbin(loan_test, method = "logreg", na.omit = TRUE)
#Task 1
loan_1R <- OneR(bad_loans ~ ., data = loan_train)
loan_1R
loan_JRip <- JRip(bad_loans ~ ., data = loan_train)
loan_JRip
Need some help with my code. I am able to run everything but for some reason, every time I print loan_1R, it gives me an error. Tried using traceback() but have no idea what it means. My csv file can be in the link below.
https://drive.google.com/file/d/1139FUSXUc_fdzgtKAleo5bGAtjcVGoRC/view?usp=sharing
Error in rep(" ", len) : invalid 'times' argument
In addition: Warning message:
In max(nchar(names(model$rules))) :
no non-missing arguments to max; returning -Inf
> traceback()
3: cat("If ", model$feature, " = ", names(model$rules[iter]), rep(" ",
len), " then ", model$target, " = ", model$rules[[iter]],
"\n", sep = "")
2: print.OneR(x)
1: function (x, ...)
UseMethod("print")(x)
> sessionInfo()
R version 3.4.1 (2017-06-30)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)
Matrix products: default
locale:
[1] LC_COLLATE=English_Singapore.1252 LC_CTYPE=English_Singapore.1252
[3] LC_MONETARY=English_Singapore.1252 LC_NUMERIC=C
[5] LC_TIME=English_Singapore.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] RWeka_0.4-37 OneR_2.2
loaded via a namespace (and not attached):
[1] compiler_3.4.1 tools_3.4.1 grid_3.4.1 rJava_0.9-9 RWekajars_3.9.2-1
After hours of testing i found out the problem but I have no idea why it is so. Think that it has something to do with the library(RWeka) package.... Placing library(RWeka) after the OneR code seemed to make it run. But this means i encounter the error only once i run the library(RWeka). Any workaround this?
library(OneR)
loan_train <- read.csv("loan_train.csv")
loan_test <- read.csv("loan_test.csv")
loan_train <- optbin(loan_train, method = "logreg", na.omit = TRUE)
loan_test <- optbin(loan_test, method = "logreg", na.omit = TRUE)
#Task 1
loan_1R <- OneR(bad_loans ~ ., data = loan_train)
loan_1R
library(RWeka)
loan_JRip <- JRip(bad_loans ~ ., data = loan_train)
loan_JRip
I am trying to run a LDA topic analysis on Rstudio 3.3.0. I am at the following step but keep getting the error:
Error in gzfile(file, "wb") : cannot open the connection
In addition: Warning message:
In gzfile(file, "wb") :
cannot open compressed file 'results/Gibbs_5_1.rda', probable reason 'No such file or directory'
There is a problem while saving.
D <- nrow(data)
folding <- sample(rep(seq_len(10), ceiling (D))[seq_len(D)])
for (k in topics)
{
for (chain in seq_len(10))
{
FILE <- paste("Gibbs_", k, "_", chain, ".rda", sep = "")
training <- LDA(data[folding != chain,], k = k,
control = list(seed = SEED,
burnin = BURNIN, thin = THIN, iter = ITER, best= BEST),
method = "Gibbs")
best_training <- training#fitted[[which.max(logLik(training))]]
testing <- LDA(data[folding == chain,], model = best_training,
control = list(estimate.beta = FALSE, seed = SEED,
burnin = BURNIN,
thin = THIN, iter = ITER, best = BEST))
save(training, testing, file = file.path("results", FILE))
}
}
There is enough workspace on my computer, and I tried to restart r several times and yes I looked at the other questions but none of the solutions seem to work.
> sessionInfo()
R version 3.3.0 (2016-05-03)
Platform: x86_64-apple-darwin13.4.0 (64-bit)
Running under: OS X 10.10.5 (Yosemite)
locale:
[1] C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] topicmodels_0.2-4 wordcloud_2.5 RColorBrewer_1.1-2 slam_0.1-35 SnowballC_0.5.1
[6] tm_0.6-2 NLP_0.1-9
loaded via a namespace (and not attached):
[1] modeltools_0.2-21 parallel_3.3.0 tools_3.3.0 Rcpp_0.12.5 stats4_3.3.0
I am a beginner in R and I follow a book to conduct the analysis for my master thesis.
Thanks!
The error message says it can't save the file. What is it trying to save? Looking at the code it looks like its trying to save in a folder called "results". Does this folder exist? Because if it doesn't, I get that error when I try and save something to a non-existent folder:
> save(iris, file=file.path("results","foo.rda"))
Error in gzfile(file, "wb") : cannot open the connection
In addition: Warning message:
In gzfile(file, "wb") :
cannot open compressed file 'results/foo.rda', probable reason 'No such file or directory'
If I create the folder then it works:
> dir.create("results")
> save(iris, file=file.path("results","foo.rda"))
I am getting a caught segfault error every time I try to run any plotting functions from the ggplot2 package (1.0.0). I have tried this with qplot, geom_dotplot, geom_histogram, etc. Data from the package (e.g. diamonds or economics) work just fine.
I am operating on Mac OS 10.9.4 (the latest version) and on R 3.1.1 (also the latest version). I get the same error with the standard R GUI, RStudio, and when using R from the command line. The command brings up the default graphic device (Quartz for R GUI and command line), but also the terminal error.
library(ggplot2)
qplot(1:10)
gives me the error:
*** caught segfault ***
address 0x18, cause 'memory not mapped'
Traceback:
1: .Call("plyr_split_indices", PACKAGE = "plyr", group, n)
2: split_indices(scale_id, n)
3: scale_apply(layer_data, x_vars, scale_train, SCALE_X, panel$x_scales)
4: train_position(panel, data, scale_x(), scale_y())
5: ggplot_build(x)
6: print.ggplot(list(data = list(), layers = list(<environment>), scales = <S4 object of class "Scales">, mapping = list(x = 1:3), theme = list(), coordinates = list(limits = list(x = NULL, y = NULL)), facet = list(shrink = TRUE), plot_env = <environment>, labels = list(x = "1:3", y = "count")))
7: print(list(data = list(), layers = list(<environment>), scales = <S4 object of class "Scales">, mapping = list(x = 1:3), theme = list(), coordinates = list( limits = list(x = NULL, y = NULL)), facet = list(shrink = TRUE), plot_env = <environment>, labels = list(x = "1:3", y = "count")))
Possible actions:
1: abort (with core dump, if enabled)
2: normal R exit
3: exit R without saving workspace
4: exit R saving workspace
Here is my session info:
R version 3.1.1 (2014-07-10)
Platform: x86_64-apple-darwin13.1.0 (64-bit)
locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] graphics grDevices utils datasets stats methods base
other attached packages:
[1] ggplot2_1.0.0 marelac_2.1.3 seacarb_3.0 shape_1.4.1 beepr_1.1 birk_1.1
loaded via a namespace (and not attached):
[1] audio_0.1-5 colorspace_1.2-4 digest_0.6.4 grid_3.1.1 gtable_0.1.2
[6] MASS_7.3-34 munsell_0.4.2 plyr_1.8.1 proto_0.3-10 Rcpp_0.11.2
[11] reshape2_1.4 scales_0.2.4 stringr_0.6.2 tools_3.1.1
I've gathered from others that this is a memory issue of some sort, but this error occurs even when I have over 2 GB of free RAM. I know this is a widely used package, so of course this doesn't happen for everyone, but why is it happening for me? Does anyone know what I can do to fix this problem?
In case anyone else has this problem or similar in the future, I sent a bug report to the package maintainer and he recommended uninstalling all installed packages and starting over. I took his advice and it worked!
I followed advice from this posting: http://r.789695.n4.nabble.com/Reset-R-s-library-to-base-packages-only-remove-all-installed-contributed-packages-td3596151.html
ip <- installed.packages()
pkgs.to.remove <- ip[!(ip[,"Priority"] %in% c("base", "recommended")), 1]
sapply(pkgs.to.remove, remove.packages)
This is not an answer to this question but it might be helpful for someone. (Inspired by user1310503. Thanks!)
I am working on a data.frame df with three cols: col1, col2, col3.
Initially,
df =data.frame(col1=character(),col2=numeric(),col3=numeric(),stringsAsFactors = F)
In the process, rbind is used for many times, like:
aList<-list(col1="aaa", col2 = "123", col3 = "234")
dfNew <- as.data.frame(aList)
df <- rbind(df, dfNew)
At last, df is written to file via data.table::fwrite
data.table::fwrite(x = df, file = fileDF, append = FALSE, row.names = F, quote = F, showProgress = T)
df has 5973 rows and 3 cols. The "caught segfault" always occurs:
address 0x1, cause 'memory not mapped'.
The solution to this problem is:
aList<-list(col1=as.character("aaa"), col2 = as.numeric("123"), col3 = as.numeric("234"))
dfNew <- as.data.frame(aList)
dfNew$col1 <- as.characer(dfNew$col1)
dfNew$col2 <- as.numeric(dfNew$col2)
dfNew$col3 <- as.numeric(dfNew$col3)
df <- rbind(df, dfNew)
Then this problem is solved. Possible reason is that the classes of cols are different.
This is not an answer to this question but it might be useful for someone. I had segfaults when I did pdf to create a PDF graphics device and then used plot. This happened with R 2.15.3, 3.2.4, and one or two other versions, running on Scientific Linux release 6.7. I tried many different things, but the only ways I could get it to work were (a) using png or tiff instead of pdf, or (b) saving large .RData files and then using a completely separate R program to create the graphics.
I am getting a caught segfault error every time I try to run any plotting functions from the ggplot2 package (1.0.0). I have tried this with qplot, geom_dotplot, geom_histogram, etc. Data from the package (e.g. diamonds or economics) work just fine.
I am operating on Mac OS 10.9.4 (the latest version) and on R 3.1.1 (also the latest version). I get the same error with the standard R GUI, RStudio, and when using R from the command line. The command brings up the default graphic device (Quartz for R GUI and command line), but also the terminal error.
library(ggplot2)
qplot(1:10)
gives me the error:
*** caught segfault ***
address 0x18, cause 'memory not mapped'
Traceback:
1: .Call("plyr_split_indices", PACKAGE = "plyr", group, n)
2: split_indices(scale_id, n)
3: scale_apply(layer_data, x_vars, scale_train, SCALE_X, panel$x_scales)
4: train_position(panel, data, scale_x(), scale_y())
5: ggplot_build(x)
6: print.ggplot(list(data = list(), layers = list(<environment>), scales = <S4 object of class "Scales">, mapping = list(x = 1:3), theme = list(), coordinates = list(limits = list(x = NULL, y = NULL)), facet = list(shrink = TRUE), plot_env = <environment>, labels = list(x = "1:3", y = "count")))
7: print(list(data = list(), layers = list(<environment>), scales = <S4 object of class "Scales">, mapping = list(x = 1:3), theme = list(), coordinates = list( limits = list(x = NULL, y = NULL)), facet = list(shrink = TRUE), plot_env = <environment>, labels = list(x = "1:3", y = "count")))
Possible actions:
1: abort (with core dump, if enabled)
2: normal R exit
3: exit R without saving workspace
4: exit R saving workspace
Here is my session info:
R version 3.1.1 (2014-07-10)
Platform: x86_64-apple-darwin13.1.0 (64-bit)
locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
attached base packages:
[1] graphics grDevices utils datasets stats methods base
other attached packages:
[1] ggplot2_1.0.0 marelac_2.1.3 seacarb_3.0 shape_1.4.1 beepr_1.1 birk_1.1
loaded via a namespace (and not attached):
[1] audio_0.1-5 colorspace_1.2-4 digest_0.6.4 grid_3.1.1 gtable_0.1.2
[6] MASS_7.3-34 munsell_0.4.2 plyr_1.8.1 proto_0.3-10 Rcpp_0.11.2
[11] reshape2_1.4 scales_0.2.4 stringr_0.6.2 tools_3.1.1
I've gathered from others that this is a memory issue of some sort, but this error occurs even when I have over 2 GB of free RAM. I know this is a widely used package, so of course this doesn't happen for everyone, but why is it happening for me? Does anyone know what I can do to fix this problem?
In case anyone else has this problem or similar in the future, I sent a bug report to the package maintainer and he recommended uninstalling all installed packages and starting over. I took his advice and it worked!
I followed advice from this posting: http://r.789695.n4.nabble.com/Reset-R-s-library-to-base-packages-only-remove-all-installed-contributed-packages-td3596151.html
ip <- installed.packages()
pkgs.to.remove <- ip[!(ip[,"Priority"] %in% c("base", "recommended")), 1]
sapply(pkgs.to.remove, remove.packages)
This is not an answer to this question but it might be helpful for someone. (Inspired by user1310503. Thanks!)
I am working on a data.frame df with three cols: col1, col2, col3.
Initially,
df =data.frame(col1=character(),col2=numeric(),col3=numeric(),stringsAsFactors = F)
In the process, rbind is used for many times, like:
aList<-list(col1="aaa", col2 = "123", col3 = "234")
dfNew <- as.data.frame(aList)
df <- rbind(df, dfNew)
At last, df is written to file via data.table::fwrite
data.table::fwrite(x = df, file = fileDF, append = FALSE, row.names = F, quote = F, showProgress = T)
df has 5973 rows and 3 cols. The "caught segfault" always occurs:
address 0x1, cause 'memory not mapped'.
The solution to this problem is:
aList<-list(col1=as.character("aaa"), col2 = as.numeric("123"), col3 = as.numeric("234"))
dfNew <- as.data.frame(aList)
dfNew$col1 <- as.characer(dfNew$col1)
dfNew$col2 <- as.numeric(dfNew$col2)
dfNew$col3 <- as.numeric(dfNew$col3)
df <- rbind(df, dfNew)
Then this problem is solved. Possible reason is that the classes of cols are different.
This is not an answer to this question but it might be useful for someone. I had segfaults when I did pdf to create a PDF graphics device and then used plot. This happened with R 2.15.3, 3.2.4, and one or two other versions, running on Scientific Linux release 6.7. I tried many different things, but the only ways I could get it to work were (a) using png or tiff instead of pdf, or (b) saving large .RData files and then using a completely separate R program to create the graphics.