Quantmod :: chart_Series () error?

Question

I would like to draw SPX using quantmod :: chart_Series () and below make changes in GDP and 12 months of SMA GDP changes. Regardless of how I try to do this (which combinations I use), errors occur or a quantum :: chart_Series () displays only a partial graph.

require(quantmod) FRED.symbols <- c("GDPC96") getSymbols(FRED.symbols, src="FRED") SPX <- getSymbols("^GSPC", auto.assign=FALSE, from="1900-01-01") subset="2000/" chart_Series(SPX, subset=subset) add_TA(GDPC96) add_TA(ROC(GDPC96, type="discrete")) add_TA(SMA(ROC(GDPC96, type="discrete"), n=4), on=3, col="blue") 

EDIT: Actually, it seems to me that this is a quantmod :: chart_series () problem when using quarterly data:

 subset <- "2000/" chart_Series(to.quarterly(SPX, drop.time=TRUE), subset=subset) add_TA(SMA(Cl(to.quarterly(SPX, drop.time=TRUE)))) > subset <- "2000/" > chart_Series(to.quarterly(SPX, drop.time=TRUE), subset=subset) > add_TA(SMA(Cl(to.quarterly(SPX, drop.time=TRUE)))) Error in xy.coords(x, y) : 'x' and 'y' lengths differ In addition: Warning messages: 1: In as_numeric(H) : NAs introduced by coercion 2: In as_numeric(H) : NAs introduced by coercion 3: In as_numeric(H) : NAs introduced by coercion 

This creates an SPX graph on the main panel, but leaves the second and third panels blank. Then I tried to play with the same index on the data, the same lengths, etc.

 chart_Series(head(to.quarterly(SPX, drop.time="TRUE"), -1), subset=subset) add_TA(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE)) add_TA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete")) add_TA(SMA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"), n=4), on=3, col="blue") 

And the result is errors in everything:

 > chart_Series(head(to.quarterly(SPX, drop.time="TRUE"), -1), subset=subset) > add_TA(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE)) Error in xy.coords(x, y) : 'x' and 'y' lengths differ In addition: Warning messages: 1: In as_numeric(H) : NAs introduced by coercion 2: In as_numeric(H) : NAs introduced by coercion 3: In as_numeric(H) : NAs introduced by coercion > add_TA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete")) Error in xy.coords(x, y) : 'x' and 'y' lengths differ In addition: Warning messages: 1: In as_numeric(H) : NAs introduced by coercion 2: In as_numeric(H) : NAs introduced by coercion 3: In as_numeric(H) : NAs introduced by coercion > add_TA(SMA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"), n=4), on=3, col="blue") Error in xy.coords(x, y) : 'x' and 'y' lengths differ In addition: Warning messages: 1: In as_numeric(H) : NAs introduced by coercion 2: In as_numeric(H) : NAs introduced by coercion 3: In as_numeric(H) : NAs introduced by coercion 

Using

 tail(to.quarterly(SPX, drop.time="TRUE")) tail(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE)) tail(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete")) tail(SMA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"), n=4)) dput(to.quarterly(SPX, drop.time="TRUE")) dput(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE)) dput(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete")) dput(SMA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"), n=4)) 

everything looks good to me.

My sessionInfo ():

 > sessionInfo() R version 2.15.0 (2012-03-30) Platform: x86_64-pc-linux-gnu (64-bit) locale: [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8 [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8 [7] LC_PAPER=en_US.UTF-8 LC_NAME=en_US.UTF-8 [9] LC_ADDRESS=en_US.UTF-8 LC_TELEPHONE=en_US.UTF-8 [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=en_US.UTF-8 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] quantmod_0.3-18 TTR_0.21-0 xts_0.8-7 zoo_1.7-7 [5] Defaults_1.1-1 rj_1.1.0-4 loaded via a namespace (and not attached): [1] grid_2.15.0 lattice_0.20-0 tools_2.15.0 

What ideas can solve these problems?

EDIT: This seems to be a quantmod :: chart_Series () error. If I do this:

 subset <- "1990/" test <- cbind(head(to.quarterly(SPX, drop.time="TRUE"), -1)[subset], to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE)[subset], ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete")[subset], SMA(ROC(to.quarterly(GDPC96, drop.time="TRUE", OHLC=FALSE), type="discrete"), n=4)[subset]) test$test <- 1 subset <- "2000/" chart_Series(OHLC(test), subset=subset) add_TA(test$test) add_TA(test$GDPC96) > test$test <- 1 > subset <- "2000/" > chart_Series(OHLC(test), subset=subset) > add_TA(test$test) Error in xy.coords(x, y) : 'x' and 'y' lengths differ In addition: Warning messages: 1: In as_numeric(H) : NAs introduced by coercion 2: In as_numeric(H) : NAs introduced by coercion 3: In as_numeric(H) : NAs introduced by coercion > add_TA(test$GDPC96) Error in xy.coords(x, y) : 'x' and 'y' lengths differ In addition: Warning messages: 1: In as_numeric(H) : NAs introduced by coercion 2: In as_numeric(H) : NAs introduced by coercion 3: In as_numeric(H) : NAs introduced by coercion > traceback() 14: stop("'x' and 'y' lengths differ") at chart_Series.R#510 13: xy.coords(x, y) at chart_Series.R#510 12: plot.xy(xy.coords(x, y), type = type, ...) at chart_Series.R#510 11: lines.default(ta.x, as.numeric(ta.y[, i]), col = col, ...) at chart_Series.R#510 10: lines(ta.x, as.numeric(ta.y[, i]), col = col, ...) at chart_Series.R#510 9: plot_ta(x = current.chob(), ta = get("x"), on = NA, taType = NULL, col = 1) at replot.R#238 8: eval(expr, envir, enclos) at replot.R#238 7: eval(aob, env) at replot.R#238 6: FUN(X[[12L]], ...) at replot.R#230 5: lapply(x$Env$actions, function(aob) { if (attr(aob, "frame") > 0) { x$set_frame(attr(aob, "frame"), attr(aob, "clip")) env <- attr(aob, "env") if (is.list(env)) { env <- unlist(lapply(env, function(x) eapply(x, eval)), recursive = FALSE) } eval(aob, env) } }) at replot.R#230 4: plot.replot(x, ...) 3: plot(x, ...) 2: print.replot(<environment>) 1: print(<environment>) 

Any ideas on how to get this fix?

Answer 1

I had a similar error a few days ago. I found that the problem was in add_TA with the line:

 ta.x <- as.numeric(na.approx(ta.adj[, 1])) 

na.approx uses the default with rule = 1 by default, which leaves the remaining NA in the list if the last timestamp in the source data is up to the last timestamp in the TA data. Changing this line to set rule = 2 fixed the problem.

 ta.x <- as.numeric(na.approx(ta.adj[, 1], rule=2)) 

Answer 2

I just wrote a long “answer” confirming your problems, even after some data massaging, and even using the older chartSeries function. Then I realized that add_TA() might be the wrong function. This approach works:

 par(mfrow=c(2,1)) chart_Series(SPX) chart_Series(GDPC96) 

(See R / quantmod: several diagrams, all using the same y axis for an alternative approach, using the layout command.)

Or with a subset:

 par(mfrow=c(2,1)) chart_Series(SPX,subset="2000/") chart_Series(GDPC96,subset="2000/") 

(NB, the two datasets end up elsewhere, so they don't quite match.)

By the way, there is a certain error in chart_Series with quarterly data: the x-axis labels look like "% n% b% n2010".

 q.SPX=to.quarterly(SPX) chart_Series(q.SPX)