[R] Another quantmod question

Joshua Ulrich josh.m.ulrich at gmail.com
Mon May 9 03:57:03 CEST 2011 

Russ,

On May 8, 2011 6:29 PM, "Russ Abbott" <russ.abbott at gmail.com> wrote:
>
> Hi Jeff,
>
> The xts class has some very nice features, and you have done a valuable
> service in developing it.
>
> My primary frustration is how difficult it seems to be to find out what went
> wrong when my code doesn't work.  I've been writing quite sophisticated code
> for a fairly long time. It's not that I'm new to software development.
>
> The column name rule is a good example.  I'm willing to live with the rule
> that column names are not changed for efficiency sake.  What's difficult for
> me is that I never saw that rule anywhere before.  Of course, I'm not an R
> expect. I've been using it for only a couple of months. But still, I would
> have expected to run into a rule like that.
>
> Worse, since the rule is in conflict with the explicit intent of cbind--one
> can name columns when using cbind; in fact the examples illustrate how to do
> it--it would really be nice of cbind would issue a warning when one attempts
> to rename a column in violation of that rule.  Instead, cbind is silent,
> giving no hint about what went wrong.
>
Naming columns is not the explicit intent of cbind.  The explicit
intent is to combine objects by columns.  Please don't overstate the
case.

While the examples for the generic show naming columns, neither
?cbind.zoo or ?cbind.xts have such examples.  That's a hint.

> It's those sorts of things that have caused me much frustration. And it's
> these sorts of things that seem pervasive in R.  One never knows what one is
> dealing with. Did something not work because there is a special case rule
> that I haven't heard of? Did it not work because a special convenience was
> programmed into a function in a way that conflicted with normal use?  Since
> these sorts of things seem to come up so often, I find myself feeling that
> there is no good way to track down problems, which leads to a sense of
> helplessness and confusion. That's not what one wants in a programming
> language.
>
If that's not what one wants, one can always write their own
programming language.

Seriously, it seems like you want to rant more than understand what's
going on.  You have the R and xts help pages and the source code.  The
"Note" section of help(cbind) tells you that the method dispatch is
different.  It even tells you what R source file to look at to see how
dispatching is done.  Compare the relevant source files from
base::cbind and xts::cbind.xts, look at the "R Language Definition"
manual to see how method dispatch is normally done.

But you've been writing quite sophisticated code for a fairly long
time, so I'm not telling you anything you don't know... you just don't
think you should have to do the legwork.

> -- Russ
>
>

--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com



> On Sun, May 8, 2011 at 2:42 PM, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
>
> > Hi Russ,
> >
> > Colnames don't get rewritten if they already exist. The reason is due to
> > performance and how cbind is written at the R level.
> >
> > It isn't perfect per se, but the complexity and variety of dispatch that
> > can take place for cbind in R, as it isn't a generic, is quite challenging
> > to get to behave as one may hope.  After years of trying I'd say it is
> > nearly impossible to do what you want without causing horrible memory issues
> > on non trivial objects they are use in production systems **using** xts on
> > objects with billions of rows.  Your simple case that has a simple
> > workaround would cost everyone using in the other 99.999% of cases to pay a
> > recurring cost that isn't tolerable.
> >
> > If this is frustrating to you you should stop using the class.
> >
> > Jeff
> >
> > Jeffrey Ryan    |    Founder    |     <jeffrey.ryan at lemnica.com>
> > jeffrey.ryan at lemnica.com
> >
> > www.lemnica.com
> >
> > On May 8, 2011, at 2:07 PM, Russ Abbott <russ.abbott at gmail.com> wrote:
> >
> > I'm having troubles with the names of columns.
> >
> > quantmod deal with stock quotes.  I've created an array of the first 5
> > closing prices from Jan 2007. (Is there a problem that the name is the same
> > as the variable name? There shouldn't be.)
> >
> > > close
> >
> >              close
> >
> > 2007-01-03 1416.60
> >
> > 2007-01-04 1418.34
> >
> > 2007-01-05 1409.71
> >
> > 2007-01-08 1412.84
> >
> > 2007-01-09 1412.11
> >
> >
> > When I try to create a more complex array by adding columns, the names get
> > fouled up.  Here's a simple example.
> >
> > > cbind(changed.close = close+1, zero = 0, close)
> >
> >              close zero close.1
> >
> > 2007-01-03 1417.60    0 1416.60
> >
> > 2007-01-04 1419.34    0 1418.34
> >
> > 2007-01-05 1410.71    0 1409.71
> >
> > 2007-01-08 1413.84    0 1412.84
> >
> > 2007-01-09 1413.11    0 1412.11
> >
> >
> > The first column should be called "changed.close", but it's called "close".
> > The second column has the right name. The third column should be called
> > "close" but it's called "close.1". Why is that? Am I missing something?
> >
> > If I change the order of the columns and let close have its original name,
> > there is still a problem.
> >
> > > cbind(close, zero = 0, changed.close = close+1)
> >
> >              close zero close.1
> >
> > 2007-01-03 1416.60    0 1417.60
> >
> > 2007-01-04 1418.34    0 1419.34
> >
> > 2007-01-05 1409.71    0 1410.71
> >
> > 2007-01-08 1412.84    0 1413.84
> >
> > 2007-01-09 1412.11    0 1413.11
> >
> >
> > Now the names on the first two columns are ok, but the third column is
> > still wrong. Again, why is that?  Apparently it's not letting me assign a
> > name to a column that comes from something that already has a name.  Is that
> > the way it should be?
> >
> > I don't get that same problem on a simpler example.
> >
> >
> > > IX <- cbind(I=0, X=(1:3))
> >
> >  > IX
> >
> >      I X
> >
> > [1,] 0 1
> >
> > [2,] 0 2
> >
> > [3,] 0 3
> >
> > > cbind(Y = 1, Z = IX[, "I"], W = IX[, "X"])
> >
> >      Y Z W
> >
> > [1,] 1 0 1
> >
> > [2,] 1 0 2
> >
> > [3,] 1 0 3
> >
> >
> > Is this a peculiarity to xts objects?
> >
> > Thanks.
> >
> > *-- Russ *
> > *
> > *
> > P.S. Once again I feel frustrated because it's taken me far more time than
> > it deserves to track down and characterize this problem. I can fix it by
> > using the names function. But I shouldn't have to do that.
> >
> >
>
>        [[alternative HTML version deleted]]
>
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