From Bernhard_Pfaff at fra.invesco.com  Wed Oct 22 13:34:33 2008
From: Bernhard_Pfaff at fra.invesco.com (Pfaff, Bernhard Dr.)
Date: Wed, 22 Oct 2008 12:34:33 +0100
Subject: [Rd] R 2.8.0 qqnorm produces error with object of class zoo?
In-Reply-To: <B89F0CE41D45644A97CCC93DF548C1C314C4EC88@GBHENXMB02.corp.amvescap.net>
References: <B89F0CE41D45644A97CCC93DF548C1C314C4EC88@GBHENXMB02.corp.amvescap.net>
Message-ID: <B89F0CE41D45644A97CCC93DF548C1C314C4ECFB@GBHENXMB02.corp.amvescap.net>

It seems, that in my previous emails the attached output files got deleted, hence these are now copied below:

For R version 2.7.2:
====================
R version 2.7.2 (2008-08-25)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R ist freie Software und kommt OHNE JEGLICHE GARANTIE.
Sie sind eingeladen, es unter bestimmten Bedingungen weiter zu verbreiten.
Tippen Sie 'license()' or 'licence()' f?r Details dazu.

R ist ein Gemeinschaftsprojekt mit vielen Beitragenden.
Tippen Sie 'contributors()' f?r mehr Information und 'citation()',
um zu erfahren, wie R oder R packages in Publikationen zitiert werden k?nnen.

Tippen Sie 'demo()' f?r einige Demos, 'help()' f?r on-line Hilfe, oder
'help.start()' f?r eine HTML Browserschnittstelle zur Hilfe.
Tippen Sie 'q()', um R zu verlassen.


Invesco colors have been created!
Usage: "col = invcolor[1]", or "col = invcolor['blue']" etc.
Type: 'invcolor' to see its definition.

[Vorher gesicherter Workspace wiederhergestellt]

> library(zoo)

Attache Paket: 'zoo'


	The following object(s) are masked from package:base :

	 as.Date.numeric 

Warning message:
Paket 'zoo' wurde unter R Version 2.8.0 gebaut 
> sessionInfo()
R version 2.7.2 (2008-08-25) 
i386-pc-mingw32 

locale:
LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252

attached base packages:
[1] stats     graphics  utils     datasets  grDevices methods   base     

other attached packages:
[1] zoo_1.5-4

loaded via a namespace (and not attached):
[1] grid_2.7.2      lattice_0.17-13
> search()
 [1] ".GlobalEnv"        "package:zoo"       "package:stats"    
 [4] "package:graphics"  "package:utils"     "package:datasets" 
 [7] "package:grDevices" "package:methods"   "Autoloads"        
[10] "package:base"     
> packageDescription("zoo")
Package: zoo
Version: 1.5-4
Date: 2008-07-09
Title: Z's ordered observations
Author: Achim Zeileis, Gabor Grothendieck
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
Description: An S3 class with methods for totally ordered indexed
        observations. It is particularly aimed at irregular time series
        of numeric vectors/matrices and factors. zoo's key design goals
        are independence of a particular index/date/time class and
        consistency with with ts and base R by providing methods to
        extend standard generics.
Depends: R (>= 2.4.1), stats
Suggests: chron, fCalendar, fSeries, its, tseries, lattice,
        strucchange, DAAG, xts
Imports: stats, utils, graphics, grDevices, lattice
LazyLoad: yes
License: GPL-2
URL: http://R-Forge.R-project.org/projects/zoo/
Packaged: Wed Jul 9 18:28:07 2008; zeileis
Built: R 2.8.0; ; 2008-10-16 00:01:11; windows

-- File: C:/R/package/zoo/Meta/package.rds 
> data(EuStockMarkets)
> dax <- as.zoo(EuStockMarkets[1:10, "DAX"])
> daxr <- diff(log(dax))
> identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))
[1] TRUE
Warning messages:
1: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt
2: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt
> qqnorm(coredata(daxr))
> qqnorm(daxr)
> 
> proc.time()
       User      System verstrichen 
       1.65        0.13        2.97 

For R version 2.8.0:
====================
 version 2.8.0 (2008-10-20)
Copyright (C) 2008 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

R ist freie Software und kommt OHNE JEGLICHE GARANTIE.
Sie sind eingeladen, es unter bestimmten Bedingungen weiter zu verbreiten.
Tippen Sie 'license()' or 'licence()' f?r Details dazu.

R ist ein Gemeinschaftsprojekt mit vielen Beitragenden.
Tippen Sie 'contributors()' f?r mehr Information und 'citation()',
um zu erfahren, wie R oder R packages in Publikationen zitiert werden k?nnen.

Tippen Sie 'demo()' f?r einige Demos, 'help()' f?r on-line Hilfe, oder
'help.start()' f?r eine HTML Browserschnittstelle zur Hilfe.
Tippen Sie 'q()', um R zu verlassen.


Invesco colors have been created!
Usage: "col = invcolor[1]", or "col = invcolor['blue']" etc.
Type: 'invcolor' to see its definition.

[Vorher gesicherter Workspace wiederhergestellt]

> library(zoo)

Attache Paket: 'zoo'


	The following object(s) are masked from package:base :

	 as.Date.numeric 

> sessionInfo()
R version 2.8.0 (2008-10-20) 
i386-pc-mingw32 

locale:
LC_COLLATE=German_Germany.1252;LC_CTYPE=German_Germany.1252;LC_MONETARY=German_Germany.1252;LC_NUMERIC=C;LC_TIME=German_Germany.1252

attached base packages:
[1] stats     graphics  utils     datasets  grDevices methods   base     

other attached packages:
[1] zoo_1.5-4

loaded via a namespace (and not attached):
[1] grid_2.8.0      lattice_0.17-15
> search()
 [1] ".GlobalEnv"        "package:zoo"       "package:stats"    
 [4] "package:graphics"  "package:utils"     "package:datasets" 
 [7] "package:grDevices" "package:methods"   "Autoloads"        
[10] "package:base"     
> packageDescription("zoo")
Package: zoo
Version: 1.5-4
Date: 2008-07-09
Title: Z's ordered observations
Author: Achim Zeileis, Gabor Grothendieck
Maintainer: Achim Zeileis <Achim.Zeileis at R-project.org>
Description: An S3 class with methods for totally ordered indexed
        observations. It is particularly aimed at irregular time series
        of numeric vectors/matrices and factors. zoo's key design goals
        are independence of a particular index/date/time class and
        consistency with with ts and base R by providing methods to
        extend standard generics.
Depends: R (>= 2.4.1), stats
Suggests: chron, fCalendar, fSeries, its, tseries, lattice,
        strucchange, DAAG, xts
Imports: stats, utils, graphics, grDevices, lattice
LazyLoad: yes
License: GPL-2
URL: http://R-Forge.R-project.org/projects/zoo/
Packaged: Wed Jul 9 18:28:07 2008; zeileis
Built: R 2.8.0; ; 2008-10-16 00:01:11; windows

-- File: C:/R/package/zoo/Meta/package.rds 
> data(EuStockMarkets)
> dax <- as.zoo(EuStockMarkets[1:10, "DAX"])
> daxr <- diff(log(dax))
> identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))
[1] TRUE
Warning messages:
1: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt
2: In qnorm(p, mean, sd, lower.tail, log.p) : NaNs wurden erzeugt
> qqnorm(coredata(daxr))
> qqnorm(daxr)
Fehler in if (xi == xj) 0L else if (xi > xj) 1L else -1L : 
  Argument hat L?nge 0
Calls: qqnorm ... xtfrm.default -> as.vector -> rank -> switch -> .gt
Ausf?hrung angehalten


>
>Dear list-reader,
>
>by running the following script:
>
>library(zoo)
>sessionInfo()
>search()
>packageDescription("zoo")
>data(EuStockMarkets)
>dax <- as.zoo(EuStockMarkets[1:10, "DAX"])
>daxr <- diff(log(dax))
>identical(as.vector(qnorm(daxr)), qnorm(coredata(daxr)))
>qqnorm(coredata(daxr))
>qqnorm(daxr)
>
>
>qqnorm() produces an error:
>
>> qqnorm(daxr)
>Fehler in if (xi == xj) 0L else if (xi > xj) 1L else -1L : 
>  Argument hat L?nge 0
>Calls: qqnorm ... xtfrm.default -> as.vector -> rank -> switch -> .gt
>Ausf?hrung angehalten
>
>
>However, this is not witnessed by running the script through R 
>2.7.2 (attached are the two output files). Incidentally, the 
>QQ-plot is produced if one uses "qqnorm(coredata(daxr))" under 
>R version 2.8.0. After having read both NEWS on CRAN (General 
>and Windows specific) I still could not figure out what causes 
>this result. The version of package zoo is the same and the 
>results do not change if I use the zoo package built under R 
>version 2.7.2 with R version 2.7.2 or the one that has been 
>built under R version 2.8.0.
>
>Any hints and enlightenment are most welcome.
>
>Best,
>Bernhard
>
>
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[Rd] R 2.8.0 qqnorm produces error with object of class zoo?
Pfaff, Bernhard Dr.