f# Rprovider issues with TTR Package

Question

I don't know if anyone has had any issues with Rprovider and the TTR package. I am currently trying to use the RSI indicator from TTR however each time I call the function, I get the following error:

Additional information: Error in TTR::RSI(price = fsr_9396_17, n = 2) :

could not find function "try.xts"

My code that I am running is below:

let times=  [ "Input"=>timeser
              "RSI2"=>R.RSI(timeser,80).GetValue<Series<_, double>>()] |> frame

If I change RSI to rollmeans then the code works perfectly. If anyone has any experience with solving this problem would be great if they could help.

Thanks.

Answer 1

It seems that the RSI function only works if the xts package is imported before the call. I'm not entirely sure if this is an R provider bug or some non-standard thing in the RSI function, but you can workaround it by explicitly calling library(xts) before:

// Add this to make the following code work
R.eval(R.parse(text="library(xts)"))

// Very basic call to RSI that now works
let timeser = series [ for s in 0.0 .. 100.0 -> DateTime.Now.AddMinutes(s) => s ]
R.try_xts(timeser)
R.RSI(timeser,80)