如何解决向量计算错误“ R为零长度”？

Question

我正在尝试对向量进行滚动计算。 我一直无法使用zoo软件包中的ifelse函数来使代码简洁美观，并且我一直在努力寻找reduce函数如何解决我的问题。 因此，我知道这不是首选方法，我一直在使用for循环。

我认为，发生我的错误是因为新向量中包含NULL值-尽管我手动完成了测试（引用所引用的单元格并执行if语句），并且它应该可以工作。

上面说的不是，我被卡住了。 请在下面找到我的代码；

数据

Prob <- 0.9
Bet <- 10
Trans <- Bet 
Spread <- (1-0.002)
StartingBalance <- 1000000
Days <- 3
> IndTest
           N225.Open    Close     High      Low    S.High      S.Low       S.OC
2007-01-04  17322.50 17353.67 17379.46 17315.76  56.96094   6.740234   31.16992
2007-01-05  17315.54 17091.59 17327.13 17011.10  11.59180 304.439453 -223.94922
2007-01-09  17018.89 17237.77 17261.03 16983.97 242.13867  34.919922  218.87891
2007-01-10  17192.42 16942.40 17199.42 16847.57   7.00000 344.849610 -250.01953
2007-01-11  16958.57 16838.17 17057.45 16758.46  98.87891 200.109374 -120.40039
2007-01-12  16979.73 17057.01 17160.77 16941.39 181.03906  38.339844   77.27930
2007-01-15  17160.25 17209.92 17273.58 17144.44 113.33008  15.810547   49.66992
2007-01-16  17190.90 17202.46 17287.96 17175.85  97.06055  15.050782   11.56055
2007-01-17  17153.25 17261.35 17335.03 17002.67 181.77930 150.580078  108.09961
2007-01-18  17248.14 17370.93 17408.62 17220.42 160.47852  27.720703  122.78906
           D.Pos D.Neg   H.S.Avg   L.S.Avg P.D.Up P.D.Dn
2007-01-04     1     0   0.00000   0.00000      0      0
2007-01-05     1     0   0.00000   0.00000      0      0
2007-01-09     1     0 103.56380 115.36654      1      0
2007-01-10     1     0  86.91016 228.06966      1      0
2007-01-11     1     0 116.00586 193.29297      1      0
2007-01-12     1     0  95.63932 194.43294      1      0
2007-01-15     1     0 131.08268  84.75325      1      0
2007-01-16     1     0 130.47656  23.06706      1      0
2007-01-17     1     0 130.72331  60.48047      1      0
2007-01-18     1     0 146.43945  64.45052      1      0

码

IndTest <-Ind[1:10,]    
IndTest[is.na(IndTest)] <- 0
IndTest[is.null(IndTest)] <- 0
IndTest$P.Bal <- rep(0,nrow(IndTest))

for (i in 2:(nrow(IndTest)-2)){
   if (IndTest[i+2,5]> IndTest[i+1,10] & IndTest[i+1,12] > Prob){
   Ind$P.Bal[i+3] = Bet*IndTest[i+1,10]*Spread-Trans
   } else {
   Ind$P.Bal[i+2] = Bet*IndTest[i+2,7]*Spread-Trans
   }
}

分解错误

我也试图解构代码，甚至出现错误。

基本如果

X <- if(IndTest[4,5] > IndTest[3,10]) {1}

基本如果-错误

Error in if (IndTest[4, 5] > IndTest[3, 10]) { : 
  argument is of length zero

这是一个dput() ，如@Coatless所要求的那样按先前的要求放出。 看来这可能是由于POSIXT索引引起的吗？

structure(c(17322.5, 17315.539062, 17018.890625, 17192.419922, 
16958.570312, 16979.730469, 17160.25, 17190.900391, 17153.25, 
17248.140625, 17353.669922, 17091.589844, 17237.769531, 16942.400391, 
16838.169922, 17057.009766, 17209.919922, 17202.460938, 17261.349609, 
17370.929688, 17379.460938, 17327.130859, 17261.029297, 17199.419922, 
17057.449219, 17160.769531, 17273.580078, 17287.960938, 17335.029297, 
17408.619141, 17315.759766, 17011.099609, 16983.970703, 16847.570312, 
16758.460938, 16941.390625, 17144.439453, 17175.849609, 17002.669922, 
17220.419922, 56.9609380000002, 11.591797000001, 242.138672000001, 
7, 98.8789069999984, 181.039062000003, 113.330077999999, 97.060547000001, 
181.779297000001, 160.478515999999, 6.74023400000078, 304.439452999999, 
34.919922000001, 344.849610000001, 200.109374, 38.3398439999983, 
15.810547000001, 15.0507819999984, 150.580077999999, 27.720702999999, 
31.169922000001, -223.949218000002, 218.878906000002, -250.019531000002, 
-120.400389999999, 77.279297000001, 49.669922000001, 11.560547000001, 
108.099609000001, 122.789063, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 103.563802333334, 86.910156333334, 
116.005859666666, 95.6393230000006, 131.082682333334, 130.476562333334, 
130.723307333334, 146.439453333334, 0, 0, 115.366536333334, 228.069661666667, 
193.292968666667, 194.432942666666, 84.7532549999996, 23.0670576666659, 
60.4804689999995, 64.4505209999988, 0, 0, 1, 1, 1, 1, 1, 1, 1, 
1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
), .Dim = c(10L, 14L), .Dimnames = list(NULL, c("N225.Open", 
"Close", "High", "Low", "S.High", "S.Low", "S.OC", "D.Pos", "D.Neg", 
"H.S.Avg", "L.S.Avg", "P.D.Up", "P.D.Dn", "P.Bal")), index = structure(c(1167868800, 
1167955200, 1168300800, 1168387200, 1168473600, 1168560000, 1168819200, 
1168905600, 1168992000, 1169078400), tzone = "UTC", tclass = "Date"), .indexCLASS = "Date", .indexTZ = "UTC", tclass = "Date", tzone = "UTC", src = "yahoo", updated = structure(1457986774.61692, class = c("POSIXct", 
"POSIXt")), class = c("xts", "zoo"))

Answer 1

该问题与从xts对象进行子集设置后的条件错误有关。 要解决此问题，请通过as.numeric将值子集转换为numeric 。 此外，如果(nrow(IndTest)-2)也会超出范围，因为i=8上的i=8 i+3给出index = 11 。 因此，我也将其更改为： (nrow(IndTest)-3)

library("xts")
Prob <- 0.9
Bet <- 10
Trans <- Bet 
Spread <- (1-0.002)
StartingBalance <- 1000000
Days <- 3

IndTest = structure(c(17322.5, 17315.539062, 17018.890625, 17192.419922, 
            16958.570312, 16979.730469, 17160.25, 17190.900391, 17153.25, 
            17248.140625, 17353.669922, 17091.589844, 17237.769531, 16942.400391, 
            16838.169922, 17057.009766, 17209.919922, 17202.460938, 17261.349609, 
            17370.929688, 17379.460938, 17327.130859, 17261.029297, 17199.419922, 
            17057.449219, 17160.769531, 17273.580078, 17287.960938, 17335.029297, 
            17408.619141, 17315.759766, 17011.099609, 16983.970703, 16847.570312, 
            16758.460938, 16941.390625, 17144.439453, 17175.849609, 17002.669922, 
            17220.419922, 56.9609380000002, 11.591797000001, 242.138672000001, 
            7, 98.8789069999984, 181.039062000003, 113.330077999999, 97.060547000001, 
            181.779297000001, 160.478515999999, 6.74023400000078, 304.439452999999, 
            34.919922000001, 344.849610000001, 200.109374, 38.3398439999983, 
            15.810547000001, 15.0507819999984, 150.580077999999, 27.720702999999, 
            31.169922000001, -223.949218000002, 218.878906000002, -250.019531000002, 
            -120.400389999999, 77.279297000001, 49.669922000001, 11.560547000001, 
            108.099609000001, 122.789063, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 
            0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 103.563802333334, 86.910156333334, 
            116.005859666666, 95.6393230000006, 131.082682333334, 130.476562333334, 
            130.723307333334, 146.439453333334, 0, 0, 115.366536333334, 228.069661666667, 
            193.292968666667, 194.432942666666, 84.7532549999996, 23.0670576666659, 
            60.4804689999995, 64.4505209999988, 0, 0, 1, 1, 1, 1, 1, 1, 1, 
            1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
), .Dim = c(10L, 14L), .Dimnames = list(NULL, c("N225.Open", 
                                                "Close", "High", "Low", "S.High", "S.Low", "S.OC", "D.Pos", "D.Neg", 
                                                "H.S.Avg", "L.S.Avg", "P.D.Up", "P.D.Dn", "P.Bal")), index = structure(c(1167868800, 
                                                                                                                         1167955200, 1168300800, 1168387200, 1168473600, 1168560000, 1168819200, 
                                                                                                                         1168905600, 1168992000, 1169078400), tzone = "UTC", tclass = "Date"), .indexCLASS = "Date", .indexTZ = "UTC", tclass = "Date", tzone = "UTC", src = "yahoo", updated = structure(1457986774.61692, class = c("POSIXct", 
                                                                                                                                                                                                                                                                                                                                      "POSIXt")), class = c("xts", "zoo"))

Ind = IndTest

for (i in 2:(nrow(IndTest)-3)){
  a = as.numeric(IndTest[i+2,5])
  b = as.numeric(IndTest[i+1,10])
  c = as.numeric(IndTest[i+1,12])
  if (a > b & c > Prob){
    Ind$P.Bal[i+3] = Bet*IndTest[i+1,10]*Spread-Trans
  }else{
    Ind$P.Bal[i+2] = Bet*IndTest[i+2,7]*Spread-Trans
  }

}