合併兩個xts對象時出錯

Question

我在網上找不到解決方案。兩個xts對象在行數和列數上匹配。仍然出現合併操作的以下錯誤 - 「要替換的項目數量不是替換長度的倍數」。

以下是R代碼以及臨時步驟的打印輸出。我對R有點新，所以如果你發現程序中的任何步驟都可以做得更好，那麼你是否也可以爲我提供建議。謝謝。

> # LOAD THE SPY DATA AND CREATE A DATA FRAME WITH RETURN COLUMN 
> library(quantmod) 
> library(PerformanceAnalytics) 
> getSymbols("SPY", src='yahoo', index.class=c("POSIXt","POSIXct"), from='2002-01-01') 
> SPY<-to.monthly(SPY) 
> SPY.ret<-Return.calculate(SPY$SPY.Close) 
> print(head(SPY.ret)) 
      SPY.Close 
Jan 2002   NA 
Feb 2002 -0.018098831 
Mar 2002 0.029868840 
Apr 2002 -0.059915390 
May 2002 -0.005951292 
Jun 2002 -0.080167070 
> index(SPY.ret) = as.Date(index(SPY)) # Convert to Date format as xts index is a Date. 
> colnames(SPY.ret) <- "SPY" 
> print(head(SPY.ret)) 
        SPY 
2002-01-01   NA 
2002-02-01 -0.018098831 
2002-03-01 0.029868840 
2002-04-01 -0.059915390 
2002-05-01 -0.005951292 
2002-06-01 -0.080167070 

> #LOAD THE TRADE FILE & CREATE A DATA FRAME WITH PROFIT COLUMN 
> trades = as.xts(read.zoo(file="Anvi/CSV/ARS_EW_R2_SPDR.csv", index.column="Exit.time", format="%m/%d/%Y", header=TRUE, sep=",")) 
Warning message: 
In zoo(rval3, ix) : 
    some methods for 「zoo」 objects do not work if the index entries in ‘order.by’ are not unique 
> df = trades$Profit 
> print(head(df)) 
      Profit   
2003-09-30 " 0.079734219" 
2004-01-31 " 0.116722585" 
2004-03-31 " 0.060347888" 
2004-04-30 " 0.100379816" 
2004-07-31 " 0.084048027" 
2004-07-31 " 0.018710103" 
> df$Profits = as.numeric(trades$Profit) 
> df = df$Profit #Inefficent way to convert Profit column to numeric? 
> print(head(df)) 
       Profit 
2003-09-30 0.07973422 
2004-01-31 0.11672259 
2004-03-31 0.06034789 
2004-04-30 0.10037982 
2004-07-31 0.08404803 
2004-07-31 0.01871010 
> df = aggregate(df, by=index(df)) 
> colnames(df) = "Profit" 
> print(head(df)) 
       Profit 
2003-09-30 0.07973422 
2004-01-31 0.11672259 
2004-03-31 0.06034789 
2004-04-30 0.10037982 
2004-07-31 0.10275813 
2004-11-30 0.02533904 
> 
> #MERGE THE SPY RET AND TRADE RESULTS DATA FRAMES 
> temp = head(df) 
> temp1 = head(SPY.ret) 
> print(temp) 
       Profit 
2003-09-30 0.07973422 
2004-01-31 0.11672259 
2004-03-31 0.06034789 
2004-04-30 0.10037982 
2004-07-31 0.10275813 
2004-11-30 0.02533904 
> print(temp1) 
        SPY 
2002-01-01   NA  (Note: I tried replacing NA with 0 but still same error). 
2002-02-01 -0.018098831 
2002-03-01 0.029868840 
2002-04-01 -0.059915390 
2002-05-01 -0.005951292 
2002-06-01 -0.080167070 
> mdf = merge(x=temp, y=temp1, all=TRUE) 
Error in z[match0(index(a), indexes), ] <- a[match0(indexes, index(a)), : 
    number of items to replace is not a multiple of replacement length 
> 

什麼我想上面做的是合併對象，從而導致物體的指數是工會，有兩列「SPY」，「利潤」。合併對象中每列中的空單元格都填充爲0.

Answer 1

aggregate返回動物園對象，而不是xts對象。這意味着merge的動物園方法正在分派，而不是xts方法。如果兩個對象都是xts對象，您的代碼工作正常。

temp <- 
    structure(c(0.07973422, 0.11672259, 0.06034789, 0.10037982, 0.10275813, 
    0.02533904), .Dim = c(6L, 1L), index = structure(c(12325, 12448, 
    12508, 12538, 12630, 12752), class = "Date"), class = "zoo", 
.Dimnames = list(NULL, "Profit")) 
temp1 <- 
    structure(c(NA, -0.018098831, 0.02986884, -0.05991539, -0.005951292, 
    -0.08016707), .Dim = c(6L, 1L), index = structure(c(1009864800, 
    1012543200, 1014962400, 1017640800, 1020229200, 1022907600), tzone = "", 
    tclass = "Date"), .indexCLASS = "Date", tclass = "Date", .indexTZ = "", 
    tzone = "", .Dimnames = list(NULL, "SPY"), class = c("xts", "zoo")) 
merge(temp, temp1) # error 
merge(as.xts(temp), temp1, fill=0) # works, filled with zeros 
#    Profit   SPY 
# 2002-01-01 0.00000000   NA 
# 2002-02-01 0.00000000 -0.018098831 
# 2002-03-01 0.00000000 0.029868840 
# 2002-04-01 0.00000000 -0.059915390 
# 2002-05-01 0.00000000 -0.005951292 
# 2002-06-01 0.00000000 -0.080167070 
# 2003-09-30 0.07973422 0.000000000 
# 2004-01-31 0.11672259 0.000000000 
# 2004-03-31 0.06034789 0.000000000 
# 2004-04-30 0.10037982 0.000000000 
# 2004-07-31 0.10275813 0.000000000 
# 2004-11-30 0.02533904 0.000000000