Re: [R] Possible bug in 'data.table'

2013-05-15 Thread Manta 
As somebody else replied (but for some reason did not get through it) the
solution to this is to convert the variable TIME3 from POSIXlt to POSIXct.
It works like a charm.

Nevertheless, there is a bug in that R should give me a warning/error
message, and not simply crash. I reported the bug to the relevant team.

Thank you,
Marco



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Re: [R] Possible bug in 'data.table'

2013-05-14 Thread Ben Bolker 
Manta  libero.it> writes:

> 
> Dear R users,
> 
> I may have found a bug in the function 'data.table'. I have a similar
> question as the one in this post:
> 
> http://stackoverflow.com/questions/3367190/
  aggregate-and-weighted-mean-in-r
> 

[snip]


> While I run the command 
> 
> temp[,list(weighted.mean(TIME3,QTY)),by=DATE2]
> 
> R crashes. This behavior occurs in both R Studio and R GUI, regardless of
> the version (2.14, 2.15, 3.0). Is it really a bug or am I doing something
> wrong?
> 

  If by "crash" you mean that the program actually terminates (i.e.
not just an error), then this is by definition a bug in data.table --
there is a bug tracker at 
https://r-forge.r-project.org/tracker/?group_id=240 , or you
could try contacting the package maintainer (help(package="data.table")
or maintainer("data.table")

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[R] Possible bug in 'data.table'

2013-05-14 Thread Manta 
Dear R users,

I may have found a bug in the function 'data.table'. I have a similar
question as the one in this post:

http://stackoverflow.com/questions/3367190/aggregate-and-weighted-mean-in-r

I have a dataset with assets, quantity traded, date and time. I would like
to calculate the value weighted average time of trades, by date of trade.
The variables are as follows:

Classes ‘data.table’ and 'data.frame':  307787 obs. of  12 variables:
$ CODE: int 1 2 3 4 4 5 3 2 2 1
 $ DATE : int  20070102 20070102 20070102 20070102 20070102 20070102
20070102 20070102 20070102 20070102 ...
 $ TIME : chr  "09:14:14" "09:14:33" "09:26:19" "09:40:45" ...
 $ PRICE: num  105.2 105.2 96.8 96.9 96.8 ...
 $ QTY  : int  500 500 500 1000 500 500 1000
300 1000 500 ...
 $ DATE2: Date, format: "2007-01-02" "2007-01-02" "2007-01-02"
"2007-01-02" ...
 $ TIME2: chr  "09:14:14" "09:14:33" "09:26:19" "09:40:45" ...
 $ TIME3: POSIXlt, format: "2013-05-13 09:14:14" "2013-05-13 09:14:33"
"2013-05-13 09:26:19" "2013-05-13 09:40:45" ...
 - attr(*, ".internal.selfref")= 

If I run the command 

temp[,list(weighted.mean(PRICE,QTY)),by=DATE2] 

I get

   DATE2V1
   1: 2007-01-02 100.67024
   2: 2007-01-03  99.89599
   3: 2007-01-04 100.54347
   4: 2007-01-05 100.82472
   5: 2007-01-08  99.39865
  --- 
1524: 2012-12-19 103.73392
1525: 2012-12-20 103.77344
1526: 2012-12-21 102.89063
1527: 2012-12-27 101.53089
1528: 2012-12-28 103.35999

While I run the command 

temp[,list(weighted.mean(TIME3,QTY)),by=DATE2]

R crashes. This behavior occurs in both R Studio and R GUI, regardless of
the version (2.14, 2.15, 3.0). Is it really a bug or am I doing something
wrong?



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