[datatable-help] Error in structure(ordered, dim = ns) : dims [product 1] do not match the length of object [0]

[Matt Dowle]

Hello,
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Matt

On 21/01/14 18:17, rcse2006 wrote:
> Trying to run below code.
>
> library(quantmod)
> symbols <- c("AAPL", "DELL", "GOOG", "MSFT", "AMZN", "BIDU", "EBAY", "YHOO")
> d <- list()
> for(s in symbols) {
>    tmp <- getSymbols(s, auto.assign=FALSE, verbose=TRUE)
>    tmp <- Ad(tmp)
>    names(tmp) <- "price"
>    tmp <- data.frame( date=index(tmp), id=s, price=coredata(tmp) )
>    d[[s]] <- tmp
> }
> d <- do.call(rbind, d)
> d <- d[ d$date >= as.Date("2007-01-01"), ]
> rownames(d) <- NULL
>
> # Weekly returns
> library(plyr)
> library(reshape2)
> d$next_friday <- d$date - as.numeric(format(d$date, "%u")) + 5
> d <- subset(d, date==next_friday)
> d <- ddply(d, "id", mutate,
>             previous_price = lag(xts(price,date)),
>             log_return    = log(price / previous_price),
>             simple_return = price / previous_price - 1
> )
> d <- dcast(d, date ~ id, value.var="simple_return")
>
> Getting error
>
>> d <- dcast(d, date ~ id, value.var="simple_return")
> Error in structure(ordered, dim = ns) :
>    dims [product 1] do not match the length of object [0]
>
> Please help me how to use ddply and dcast or using other similar function to
> get same data.
>
>
>
> --
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