Hi I'm having a problem using the zoo library and I can't see what I'm doing wrong. For example setting up the data
> t1 = zoo (matrix (1:12, nrow = 3), order.by = as.Date (c("2008-08-01","2008-08-02","2008-08-03"))) > colnames (t1) = c ("A", "B", "C", "D") > t2 = zoo (matrix (1:12, nrow = 3), order.by = as.Date (c("2008-08-02","2008-08-03","2008-08-04"))) > colnames (t2) = c ("B", "C", "D", "E") > both.dates = as.Date (intersect (index (t1), index (t2))) > both.cols = intersect (colnames (t1), colnames (t2)) Then calling > t1 [both.dates, both.cols] gives the expected B C D 2008-08-02 5 8 11 2008-08-03 6 9 12 And > t2 [both.dates, both.cols] gives B C D 2008-08-02 1 4 7 2008-08-03 2 5 8 But > t1 [both.dates, both.cols] <- t2 [both.dates, both.cols] gives Error in t1[both.dates, both.cols] <- t2[both.dates, both.cols] : subscript out of bounds I've tried various varieties of as.matrix, coredata but always get this error. It's something to do with the first part of the expression as > t1 [as.Date (both.dates), both.cols] = matrix (1, nrow = 2, ncol = 3) Error in t1[as.Date(both.dates), both.cols] = matrix(1, nrow = 2, ncol = 3) : subscript out of bounds So I'm stuck. I'm running on Windows with R version 2.7.0 Regards, David Issued by UBS AG or affiliates to professional investors for information only and its accuracy/completeness is not guaranteed. All opinions may change without notice and may differ to opinions/recommendations expressed by other business areas of UBS. UBS may maintain long/short positions and trade in instruments referred to. Unless stated otherwise, this is not a personal recommendation, offer or solicitation to buy/sell and any prices/quotations are indicative only. UBS may provide investment banking and other services to, and/or its employees may be directors of, companies referred to. To the extent permitted by law, UBS does not accept any liability arising from the use of this communication. © UBS 2008. All rights reserved. Intended for recipient only and not for further distribution without the consent of UBS. UBS Limited is a company registered in England & Wales under company number 2035362, whose registered office is at 1 Finsbury Avenue, London, EC2M 2PP, United Kingdom. UBS AG (London Branch) is registered as a branch of a foreign company under number BR004507, whose registered office is at 1 Finsbury Avenue, London, EC2M 2PP, United Kingdom. UBS Clearing and Execution Services Limited is a company registered in England & Wales under company number 03123037, whose registered office is at 1 Finsbury Avenue, London, EC2M 2PP, United Kingdom.
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