xts 和数据帧中单个值的比较失败

Question

我试图通过对值的特定位置进行子集化来比较 xts 中的两个值。由于我无法在 xts 中获得结果，因此我尝试将 coredata() 提取到数据框中。数据框中的比较也失败。

问题：为什么在xts和data frame中比较失败？

临时解决方案：将值提取到向量中并进行比较。这不是一个解决方案，因为我需要在一个大 xts/dataframe 中比较许多值。

想要的解决方案： 我需要能够通过在 xts 和数据帧中进行子集化来比较值。这应该在不加载更多包然后从 R 核心获取数据框并安装 xts.

的情况下完成

下面是我尝试的不同变体：

#########################################
# Create dataframe [df1]
#########################################
date <- as.POSIXct(c("2018-10-01 09:01:00", "2018-10-01 09:02:00"))
open                     <- c(0, 1)
high                     <- c(0, 4)
low                      <- c(0, 3)
close                    <- c(0, 6) 

df1 <- data.frame(
  date,
  open,
  high,
  low,
  close
)

#############
# Create xts1
#############
# Build an xts based on dataframe components
xts1 <- xts(df1[-1], order.by=df1[,1])

##########################################################
# Attempt 1 to compare xts(column2,row2 with column3,row2)
##########################################################
isTRUE(xts1[2,2] > xts1[2,3]) # Returns false, why?
  # Tests:
  xts1[2,2] # Not stored, just for printout confirmation.
  xts1[2,3] # Not stored, just for printout confirmation.
  isTRUE(4 > 3) # Returns true, correct.


####################################
# Attempt 2 - move xts to dataframe.
####################################
df1 <- coredata(xts1)
isTRUE(df1[2,2] > df1[2,3]) # Returns false, why?
  # Tests:
  df1[2,2] # Not stored, just for printout confirmation.
  df1[2,3] # Not stored, just for printout confirmation.

###################################################
# Attempt 3 - move xts to dataframe, extract values
###################################################
df2 <- coredata(xts1)
extracted.value.1 <- as.numeric(df2[2,2]) # Extract value
extracted.value.2 <-as.numeric(df2[2,3]) # Extract value
isTRUE(extracted.value.1 > extracted.value.2) # Returns true, correct.

这是来自 sessionInfo() 的信息：

> sessionInfo()
R version 3.4.4 (2018-03-15)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 18.04.1 LTS

Matrix products: default
BLAS: /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C               LC_TIME=sv_SE.UTF-8        LC_COLLATE=en_US.UTF-8     LC_MONETARY=sv_SE.UTF-8    LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=sv_SE.UTF-8       LC_NAME=C                  LC_ADDRESS=C               LC_TELEPHONE=C             LC_MEASUREMENT=sv_SE.UTF-8 LC_IDENTIFICATION=C       

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] xts_0.11-2 zoo_1.8-4 

loaded via a namespace (and not attached):
[1] compiler_3.4.4  tools_3.4.4     grid_3.4.4      lattice_0.20-35

dput(xts1) 的结果

structure(c(0, 1, 0, 4, 0, 3, 0, 6), .Dim = c(2L, 4L), .Dimnames = list(
    NULL, c("open", "high", "low", "close")), index = structure(c(1538377260, 
1538377320), tzone = "", tclass = c("POSIXct", "POSIXt")), class = c("xts", 
"zoo"), .indexCLASS = c("POSIXct", "POSIXt"), tclass = c("POSIXct", 
"POSIXt"), .indexTZ = "", tzone = "")

dput(df1)的结果

structure(c(0, 1, 0, 4, 0, 3, 0, 6), .Dim = c(2L, 4L), .Dimnames = list(
    NULL, c("open", "high", "low", "close")))

Answer 1

知道了！这是一个 R 版本问题，而不是 xts 版本问题。

这是 isTRUE() 中已知的 "infelicity"，描述 here 并在 3.5 版后修复。

Note: prior to R 3.5 isTRUE (the current version!) was defined as “isTRUE <- function(x) identical(x, TRUE)” (please see change-log here). This seemed clever, but failed on named logical values (violating a principle of least surprise):

您可以更新 R，或将 isTRUE 重新定义为

isTRUE <- function(x) { is.logical(x) && length(x) == 1 && !is.na(x) && x }

或使用isTRUE(unname(x),unname(y))。 ?isTRUE 的当前版本是这样说的：

‘isTRUE(x)’ is the same as ‘{ is.logical(x) && length(x) == 1 && !is.na(x) && x }’; ‘isFALSE()’ is defined analogously. Consequently, ‘if(isTRUE(cond))’ may be preferable to ‘if(cond)’ because of ‘NA’s. In earlier R versions, ‘isTRUE <- function(x) identical(x, TRUE)’, had the drawback to be false e.g., for ‘x <- c(val = TRUE)’.

xts 和数据帧中单个值的比较失败

Comparison of single values in xts and data frame fails

r

dataframe

xts