5 days and still no answer
As can be seen by Simon's comment, this is a reproducible and very strange issue. It seems that the issue only arises when a stepwise regression with very high predictive power is wrapped in a function.
I have been struggling with this for a while and any help would be much appreciated. I am trying to write a function that runs several stepwise regressions and outputs all of them to a list. However, R is having trouble reading the dataset that I specify in my function arguments. I found several similar errors on various boards (here, here, and here), however none of them seemed to ever get resolved. It all comes down to some weird issues with calling step() in a user-defined function. I am using the following script to test my code. Run the whole thing several times until an error arises (trust me, it will):
test.df <- data.frame(a = sample(0:1, 100, rep = T),
b = as.factor(sample(0:5, 100, rep = T)),
c = runif(100, 0, 100),
d = rnorm(100, 50, 50))
test.df$b[10:100] <- test.df$a[10:100] #making sure that at least one of the variables has some predictive power
stepModel <- function(modeling.formula, dataset, outfile = NULL) {
if (is.null(outfile) == FALSE){
sink(file = outfile,
append = TRUE, type = "output")
print("")
print("Models run at:")
print(Sys.time())
}
model.initial <- glm(modeling.formula,
family = binomial,
data = dataset)
model.stepwise1 <- step(model.initial, direction = "backward")
model.stepwise2 <- step(model.stepwise1, scope = ~.^2)
output <- list(modInitial = model.initial, modStep1 = model.stepwise1, modStep2 = model.stepwise2)
sink()
return(output)
}
blah <- stepModel(a~., dataset = test.df)
This returns the following error message (if the error does not show up right away, keep re-running the test.df script as well as the call for stepModel(), it will show up eventually):
Error in is.data.frame(data) : object 'dataset' not found
I have determined that everything runs fine up until model.stepwise2 starts to get built. Somehow, the temporary object 'dataset' works just fine for the first stepwise regression, but fails to be recognized by the second. I found this by commenting out part of the function as can be seen below. This code will run fine, proving that the object 'dataset' was originally being recognized:
stepModel1 <- function(modeling.formula, dataset, outfile = NULL) {
if (is.null(outfile) == FALSE){
sink(file = outfile,
append = TRUE, type = "output")
print("")
print("Models run at:")
print(Sys.time())
}
model.initial <- glm(modeling.formula,
family = binomial,
data = dataset)
model.stepwise1 <- step(model.initial, direction = "backward")
# model.stepwise2 <- step(model.stepwise1, scope = ~.^2)
# sink()
# output <- list(modInitial = model.initial, modStep1 = model.stepwise1, modStep2 = model.stepwise2)
return(model.stepwise1)
}
blah1 <- stepModel1(a~., dataset = test.df)
EDIT - before anyone asks, all the summary() functions were there because the full function (i edited it so that you could focus in on the error) has another piece that defines a file to which you can output stepwise trace. I just got rid of them
EDIT 2 - session info
sessionInfo()
R version 2.15.1 (2012-06-22)
Platform: x86_64-pc-mingw32/x64 (64-bit)
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C
[5] LC_TIME=English_United States.1252
attached base packages:
[1] tcltk stats graphics grDevices utils datasets methods base
other attached packages:
[1] sqldf_0.4-6.4 RSQLite.extfuns_0.0.1 RSQLite_0.11.3 chron_2.3-43
[5] gsubfn_0.6-5 proto_0.3-10 DBI_0.2-6 ggplot2_0.9.3.1
[9] caret_5.15-61 reshape2_1.2.2 lattice_0.20-6 foreach_1.4.0
[13] cluster_1.14.2 plyr_1.8
loaded via a namespace (and not attached):
[1] codetools_0.2-8 colorspace_1.2-1 dichromat_2.0-0 digest_0.6.2 grid_2.15.1
[6] gtable_0.1.2 iterators_1.0.6 labeling_0.1 MASS_7.3-18 munsell_0.4
[11] RColorBrewer_1.0-5 scales_0.2.3 stringr_0.6.2 tools_2.15
EDIT 3 - this performs all the same operations as the function, just without using a function. This will run fine every time, even when the algorithm doesn't converge:
modeling.formula <- a~.
dataset <- test.df
outfile <- NULL
if (is.null(outfile) == FALSE){
sink(file = outfile,
append = TRUE, type = "output")
print("")
print("Models run at:")
print(Sys.time())
}
model.initial <- glm(modeling.formula,
family = binomial,
data = dataset)
model.stepwise1 <- step(model.initial, direction = "backward")
model.stepwise2 <- step(model.stepwise1, scope = ~.^2)
output <- list(modInitial = model.initial, modStep1 = model.stepwise1, modStep2 = model.stepwise2)
Using do.call to refer to the data set in the calling environment works for me. See https://stackoverflow.com/a/7668846/210673 for the original suggestion. Here's a version that works (with sink code removed).
stepModel2 <- function(modeling.formula, dataset) {
model.initial <- do.call("glm", list(modeling.formula,
family = "binomial",
data = as.name(dataset)))
model.stepwise1 <- step(model.initial, direction = "backward")
model.stepwise2 <- step(model.stepwise1, scope = ~.^2)
list(modInitial = model.initial, modStep1 = model.stepwise1, modStep2 = model.stepwise2)
}
blah <- stepModel2(a~., dataset = "test.df")
It fails for me consistently with set.seed(6) with the original code. The reason it fails is that the dataset variable is not present within the step function, and although it's not needed in making model.stepwise1, it is needed for model.stepwise2 when model.stepwise1 keeps a linear term. So that's the case when your version fails. Calling the dataset from the global environment as I do here fixes this issue.
Related
I am following a tutorial here. A few days ago I was able to run this code without error and run it on my own data set (it was always a little hit and miss with obtaining this error) - however now I try to run the code and I always obtain the same error.
Error in solve.QP(Dmat, dvec, Amat, bvec = b0, meq = 2) :
constraints are inconsistent, no solution!
I get that the solver cannot solve the equations but I am a little confused as to why it worked previously and now it does not... The author of the article has this code working...
library(tseries)
library(data.table)
link <- "https://raw.githubusercontent.com/DavZim/Efficient_Frontier/master/data/mult_assets.csv"
df <- data.table(read.csv(link))
df_table <- melt(df)[, .(er = mean(value),
sd = sd(value)), by = variable]
er_vals <- seq(from = min(df_table$er), to = max(df_table$er), length.out = 1000)
# find an optimal portfolio for each possible possible expected return
# (note that the values are explicitly set between the minimum and maximum of the expected returns per asset)
sd_vals <- sapply(er_vals, function(er) {
op <- portfolio.optim(as.matrix(df), er)
return(op$ps)
})
SessionInfo:
R version 3.5.3 (2019-03-11)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)
Matrix products: default
locale:
[1] LC_COLLATE=Spanish_Spain.1252 LC_CTYPE=Spanish_Spain.1252 LC_MONETARY=Spanish_Spain.1252
[4] LC_NUMERIC=C LC_TIME=Spanish_Spain.1252
attached base packages:
[1] parallel stats graphics grDevices utils datasets methods base
other attached packages:
[1] lpSolve_5.6.13.1 data.table_1.12.0 tseries_0.10-46 rugarch_1.4-0
loaded via a namespace (and not attached):
[1] Rcpp_1.0.0 MASS_7.3-51.1 mclust_5.4.2
[4] lattice_0.20-38 quadprog_1.5-5 Rsolnp_1.16
[7] TTR_0.23-4 tools_3.5.3 xts_0.11-2
[10] SkewHyperbolic_0.4-0 GeneralizedHyperbolic_0.8-4 quantmod_0.4-13.1
[13] spd_2.0-1 grid_3.5.3 KernSmooth_2.23-15
[16] yaml_2.2.0 numDeriv_2016.8-1 Matrix_1.2-15
[19] nloptr_1.2.1 DistributionUtils_0.6-0 ks_1.11.3
[22] curl_3.3 compiler_3.5.3 expm_0.999-3
[25] truncnorm_1.0-8 mvtnorm_1.0-8 zoo_1.8-4
tseries::portfolio.optim disallows short selling by default, see argument short. If short = FALSE asset weights may not go below 0. And as the weights must sum up to 1, also no individual asset weight could be above 1. There's no leverage.
(Possibly, in an earlier version of tseries default could have been short = TRUE. This would explain why it previously worked for you.)
Your target return (pm) cannot exceed the highest return of any of the input assets.
Solution 1: Allow short selling, but remember that that's a different efficient frontier. (For reference, see any lecture or book discussing Markowitz optimization. There's a mathematical solution to the problem without short-selling restriction.)
op <- portfolio.optim(as.matrix(df), er, shorts = T)
Solution 2: Limit the target returns between the worst and the best asset's return.
er_vals <- seq(from = min(colMeans(df)), to = max(colMeans(df)), length.out = 1000)
Here's a plot of the obtained efficient frontiers.
Here's the full script that gives both solutions.
library(tseries)
library(data.table)
link <- "https://raw.githubusercontent.com/DavZim/Efficient_Frontier/master/data/mult_assets.csv"
df <- data.table(read.csv(link))
df_table <- melt(df)[, .(er = mean(value),
sd = sd(value)), by = variable]
# er_vals <- seq(from = min(df_table$er), to = max(df_table$er), length.out = 1000)
er_vals1 <- seq(from = 0, to = 0.15, length.out = 1000)
er_vals2 <- seq(from = min(colMeans(df)), to = max(colMeans(df)), length.out = 1000)
# find an optimal portfolio for each possible possible expected return
# (note that the values are explicitly set between the minimum and maximum of the expected returns per asset)
sd_vals1 <- sapply(er_vals1, function(er) {
op <- portfolio.optim(as.matrix(df), er, short = T)
return(op$ps)
})
sd_vals2 <- sapply(er_vals2, function(er) {
op <- portfolio.optim(as.matrix(df), er, short = F)
return(op$ps)
})
plot(x = sd_vals1, y = er_vals1, type = "l", col = "red",
xlab = "sd", ylab = "er",
main = "red: allowing short-selling;\nblue: disallowing short-selling")
lines(x = sd_vals2, y = er_vals2, type = "l", col = "blue")
I'm not understanding how to do indirect subscripting in %dopar% or in llply( .parallel = TRUE). My actual use-case is a list of formulas, then generating a list of glmer results in a first foreach %dopar%, then calling PBmodcomp on specific pairs of results in a separate foreach %dopar%. My toy example, using numeric indices rather than names of objects in the lists, works fine for %do% but not %dopar%, and fine for alply without .parallel = TRUE but not with .parallel = TRUE. [My real example with glmer and indexing lists by names rather than by integers works with %do% but not %dopar%.]
library(doParallel)
library(foreach)
library(plyr)
cl <- makePSOCKcluster(2) # tiny for toy example
registerDoParallel(cl)
mB <- c(1,2,1,3,4,10)
MO <- c("Full", "noYS", "noYZ", "noYSZS", "noS", "noZ",
"noY", "justS", "justZ", "noSZ", "noYSZ")
# Works
testouts <- foreach(i = 1:length(mB)) %do% {
# mB[i]
MO[mB[i]]
}
testouts
# all NA
testouts2 <- foreach(i = 1:length(mB)) %dopar% {
# mB[i]
MO[mB[i]]
}
testouts2
# Works
testouts3 <- alply(mB, 1, .fun = function(i) { MO[mB[i]]} )
testouts3
# fails "$ operator is invalid for atomic vectors"
testouts4 <- alply(mB, 1, .fun = function(i) { MO[mB[i]]},
.parallel = TRUE,
.paropts = list(.export=ls(.GlobalEnv)))
testouts4
stopCluster(cl)
I've tried various combinations of double brackets like MO[mB[[i]]], to no avail. mB[i] instead of MO[mB[i]] works in all 4 and returns a list of the numbers. I've tried .export(c("MO", "mB")) but just get the message that those objects are already exported.
I assume that there's something I misunderstand about evaluation of expressions like MO[mB[i]] in different environments, but there may be other things I misunderstand, too.
sessionInfo() R version 3.5.1 (2018-07-02) Platform: x86_64-w64-mingw32/x64 (64-bit) Running under: Windows 7 x64 (build
7601) Service Pack 1
Matrix products: default
locale: [1] LC_COLLATE=English_United States.1252 [2]
LC_CTYPE=English_United States.1252 [3] LC_MONETARY=English_United
States.1252 [4] LC_NUMERIC=C [5]
LC_TIME=English_United States.1252
attached base packages: [1] parallel stats graphics grDevices
utils datasets methods [8] base
other attached packages: [1] plyr_1.8.4 doParallel_1.0.13
iterators_1.0.9 foreach_1.5.0
loaded via a namespace (and not attached): [1] compiler_3.5.1
tools_3.5.1 listenv_0.7.0 Rcpp_0.12.17 [5]
codetools_0.2-15 digest_0.6.15 globals_0.12.1 future_1.8.1
[9] fortunes_1.5-5
The problem appears to be with version 1.5.0 of foreach on r-forge. Version 1.4.4 from CRAN works fine for both foreach %do par% and llply( .parallel = TRUE). For anyone finding this post when searching for %dopar% with lists, here's the code where mList is a named list of formulas, and tList is a named list of pairs of model names to be compared.
tList <- list(Z1 = c("Full", "noYZ"),
Z2 = c("noYS", "noYSZS"),
S1 = c("Full", "noYS"),
S2 = c("noYZ", "noYSZS"),
A1 = c("noYSZS", "noY"),
A2 = c("noSZ", "noYSZ")
)
cl <- makePSOCKcluster(params$nCores) # value from YAML params:
registerDoParallel(cl)
# first run the models
modouts <- foreach(imod = 1:length(mList),
.packages = "lme4") %dopar% {
glmer(as.formula(mList[[imod]]),
data = dsn,
family = poisson,
control = glmerControl(optimizer = "bobyqa",
optCtrl = list(maxfun = 100000),
check.conv.singular = "warning")
)
}
names(modouts) <- names(mList)
####
# now run the parametric bootstrap tests
nSim <- 500
testouts <- foreach(i = seq_along(tList),
.packages = "pbkrtest") %dopar% {
PBmodcomp(modouts[[tList[[i]][1]]],
modouts[[tList[[i]][2]]],
nsim = nSim)
}
names(testouts) <- names(tList)
stopCluster(Cl)
I am getting a caught segfault error every time I try to run any plotting functions from the ggplot2 package (1.0.0). I have tried this with qplot, geom_dotplot, geom_histogram, etc. Data from the package (e.g. diamonds or economics) work just fine.
I am operating on Mac OS 10.9.4 (the latest version) and on R 3.1.1 (also the latest version). I get the same error with the standard R GUI, RStudio, and when using R from the command line. The command brings up the default graphic device (Quartz for R GUI and command line), but also the terminal error.
library(ggplot2)
qplot(1:10)
gives me the error:
*** caught segfault ***
address 0x18, cause 'memory not mapped'
Traceback:
1: .Call("plyr_split_indices", PACKAGE = "plyr", group, n)
2: split_indices(scale_id, n)
3: scale_apply(layer_data, x_vars, scale_train, SCALE_X, panel$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$col3)
df <- rbind(df, dfNew)
Then this problem is solved. Possible reason is that the classes of cols are different.
This is not an answer to this question but it might be useful for someone. I had segfaults when I did pdf to create a PDF graphics device and then used plot. This happened with R 2.15.3, 3.2.4, and one or two other versions, running on Scientific Linux release 6.7. I tried many different things, but the only ways I could get it to work were (a) using png or tiff instead of pdf, or (b) saving large .RData files and then using a completely separate R program to create the graphics.
I am trying to plot a graph with price and a few technical indicators such as ADX, RSI, and OBV. I cannot figure out why addOBV is giving an error and why addADX not showing at all in the graph lines in the chart?
Here my code:
tmp <- read.csv(paste("ProcessedQuotes/",Nifty[x,],".csv", sep=""),
as.is=TRUE, header=TRUE, row.names=NULL)
tmp$Date<-as.Date(tmp$Date)
ydat = xts(tmp[,-1],tmp$Date)
lineChart(ydat, TA=NULL, name=paste(Nifty[x,]," Technical Graph"))
plot(addSMA(10))
plot(addEMA(10))
plot(addRSI())
plot(addADX())
plot(addOBV())
Error for addOBV is:
Error in try.xts(c(2038282, 1181844, -1114409, 1387404, 3522045, 4951254, :
Error in as.xts.double(x, ..., .RECLASS = TRUE) :
order.by must be either 'names()' or otherwise specified
Below you can see DIn is not shown fully in the graphs.
> class(ydat)
[1] "xts" "zoo"
> head(ydat)
Open High Low Close Volume Trades Sma20 Sma50 DIp DIn DX ADX aroonUp aroonDn oscillator macd signal RSI14
I don't know why that patch doesn't work for you, but you can just create a new function (or you could mask the one from quantmod). Let's just make a new, patched version called addOBV2 which is the code for addOBV except for the one patched line. (x <- as.matrix(lchob#xdata) is replaced with x <- try.xts(lchob#xdata, error=FALSE)).
addOBV2 <- function (..., on = NA, legend = "auto")
{
stopifnot("package:TTR" %in% search() || require("TTR", quietly = TRUE))
lchob <- quantmod:::get.current.chob()
x <- try.xts(lchob#xdata, error=FALSE)
#x <- as.matrix(lchob#xdata)
x <- OBV(price = Cl(x), volume = Vo(x))
yrange <- NULL
chobTA <- new("chobTA")
if (NCOL(x) == 1) {
chobTA#TA.values <- x[lchob#xsubset]
}
else chobTA#TA.values <- x[lchob#xsubset, ]
chobTA#name <- "chartTA"
if (any(is.na(on))) {
chobTA#new <- TRUE
}
else {
chobTA#new <- FALSE
chobTA#on <- on
}
chobTA#call <- match.call()
legend.name <- gsub("^.*[(]", " On Balance Volume (", deparse(match.call()))#,
#extended = TRUE)
gpars <- c(list(...), list(col=4))[unique(names(c(list(col=4), list(...))))]
chobTA#params <- list(xrange = lchob#xrange, yrange = yrange,
colors = lchob#colors, color.vol = lchob#color.vol, multi.col = lchob#multi.col,
spacing = lchob#spacing, width = lchob#width, bp = lchob#bp,
x.labels = lchob#x.labels, time.scale = lchob#time.scale,
isLogical = is.logical(x), legend = legend, legend.name = legend.name,
pars = list(gpars))
if (is.null(sys.call(-1))) {
TA <- lchob#passed.args$TA
lchob#passed.args$TA <- c(TA, chobTA)
lchob#windows <- lchob#windows + ifelse(chobTA#new, 1,
0)
chartSeries.chob <- quantmod:::chartSeries.chob
do.call("chartSeries.chob", list(lchob))
invisible(chobTA)
}
else {
return(chobTA)
}
}
Now it works.
# reproduce your data
ydat <- getSymbols("ZEEL.NS", src="yahoo", from="2012-09-11",
to="2013-01-18", auto.assign=FALSE)
lineChart(ydat, TA=NULL, name=paste("ZEEL Technical Graph"))
plot(addSMA(10))
plot(addEMA(10))
plot(addRSI())
plot(addADX())
plot(addOBV2())
This code reproduces the error:
library(quantmod)
getSymbols("AAPL")
lineChart(AAPL, 'last 6 months')
addOBV()
Session Info:
sessionInfo()
R version 2.15.0 (2012-03-30)
Platform: x86_64-apple-darwin9.8.0/x86_64 (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] stats graphics grDevices utils datasets methods base
other attached packages:
[1] quantmod_0.3-17 TTR_0.21-1 xts_0.9-1 zoo_1.7-9 Defaults_1.1-1 rgeos_0.2-11
[7] sp_1.0-5 sos_1.3-5 brew_1.0-6
loaded via a namespace (and not attached):
[1] grid_2.15.0 lattice_0.20-6 tools_2.15.0
Googling around, the error seems to be related to the fact that addOBV converts the data into a matrix, which causes problems with TTR::OBV. A patch has been posted on RForge.