I'm using latest version of R/xts/zoo on Windows: R 2.15, xts 0.8-6, zoo 1.7-7
I'm seeing the following bizarre behavior, which was not the case with prior versions:
library(xts)
data(sample_matrix)
sample.xts <- as.xts(sample_matrix)
sample.xts[1, 2] - sample.xts[2,2] # results in numeric(0)?!?!?!
(sample.xts[ 1, 2] - sample.xts[2,2])/sample.xts[3,1] # if I run this twice R locks up
Here I have subset an XTS object to a single cell. Subtraction no longer works. Also, division causes R to completely lock up.
Does anyone else see this? Is this a known bug or am I missing something? I can reproduce this on two machines.
Session Info (a few packages deleted as confidential):
R version 2.15.0 (2012-03-30)
Platform: x86_64-pc-mingw32/x64 (64-bit)
locale:
[1] LC_COLLATE=English_United States.1252 LC_CTYPE=English_United States.1252 LC_MONETARY=English_United States.1252
[4] LC_NUMERIC=C LC_TIME=English_United States.1252
attached base packages:
[1] parallel stats graphics utils datasets grDevices methods base
You never could subtract xts/zoo objects with non-overlapping indices. Arithmetic operations always merge before performing the operation. You need to use
coredata
in order for the subtraction you've written to provide the result you expect.I can replicate the second issue but I'm not sure this should be a high priority to fix, because it doesn't fit the zoo/xts idiom and would result in a completely empty xts object. Everything is fine if (some of) the indices align.