R中对于相同xts，非递归对象的不同处理

Question

我正在研究R代码以实现各种美国国债的收益率曲线。这里是我的代码：（问题语句遵循的代码结束）

library(quantmod) 
t3mo=getSymbols("DGS3MO",src="FRED",auto.assign = FALSE) 
t6mo=getSymbols("DGS6MO",src="FRED",auto.assign = FALSE) 
t1yr=getSymbols("DGS1",src="FRED",auto.assign = FALSE) 
t2yr=getSymbols("DGS2",src="FRED",auto.assign = FALSE) 
t3yr=getSymbols("DGS3",src="FRED",auto.assign = FALSE) 
t5yr=getSymbols("DGS5",src="FRED",auto.assign = FALSE) 
t7yr=getSymbols("DGS7",src="FRED",auto.assign = FALSE) 
t10yr=getSymbols("DGS10",src="FRED",auto.assign = FALSE) 
t20yr=getSymbols("DGS20",src="FRED",auto.assign = FALSE) 
t30yr=getSymbols("DGS30",src="FRED",auto.assign = FALSE) 
# Combine the yield data into one object 
treasury=merge(t3mo ,t6mo ,t1yr ,t2yr ,t3yr ,t5yr ,t7yr ,t10y) ,t20yr ,t30yr) 
treasury[c(1:3,nrow(treasury)),] 
# subset to include the yield from 1990-2013 
extreme=subset(treasury, index(treasury)>="1990-01-01" & index(treasury)<="2013-12-31") 
extreme=extreme[,c(1,8,10)] 
extreme=na.omit(extreme) 
# Identify examples of different shapes of the yield curve 
extreme$sign.diff=extreme$DGS30-extreme$DGS3MO 
extreme$inverted=ifelse(extreme$sign.diff==min(extreme$sign.diff),1,0) 
# inverted: 30 year yield<3 month yield 
inverted=subset(extreme,extreme$inverted==1) 
extreme$upward=ifelse(extreme$sign.diff==max(extreme$sign.diff),1,0) 
# upward normal: 30 year yield>3 month yield 
upward=subset(extreme,extreme$upward==1) 
extreme$abs.diff=abs(extreme$DGS30 - extreme$DGS3MO) 
extreme$flat=ifelse(extreme$abs.diff==min(extreme$abs.diff),1,0) 
# maybe the flat yield curve or the humpback yield curve 
flat=subset(extreme,extreme$flat==1) 
# compare 30-year yield to 10-year yield to find 
# the flattest curves within the set of flat curves above 
flat$abs.diff2=abs(flat$DGS30-flat$DGS10) 
flat$flat2=ifelse(flat$abs.diff2==min(flat$abs.diff2),1,0) 
flat$flat2==1 
# WHY DOES THIS NOT WORK, GIVEN "flat" IS THE SAME AS THE VARIABLE "extreme"???** 
flat2=subset(flat,flat$flat2==1) 
class(flat); class(extreme) 
is.recursive(extreme) 
is.recursive(flat) 

这里的问题是：extreme是XTS和原子（不递归）。 flat是extreme的子集。 flat也是一个xts和原子（不递归）。我可以使用$运算符访问extreme和flat中的列。然而，虽然我可以使用$操作者子集extreme，我不能flat这样做和R返回错误消息为：在平板$ flat2

错误：$操作者是无效的原子矢量

我不知道为什么R陈述这个错误。 flat$flat2==1独立工作，但在站在subset()功能时不工作？ R做了不同的治疗？

Answer 1

subset对其论点采用非标准评估。您正在重新指定subset参数中的对象名称。与flat对象的区别在于flat是对象的名称和对象中列的名称，这就是导致问题的原因。

这里有一个简单的例子，说明了问题：

R> x <- xts(cbind(x=1, y=2), as.Date("2016-09-27")) 
R> subset(x, x$x == 1) 
Error in x$x : $ operator is invalid for atomic vectors 
R> subset(x, x == 1) 
      x y 
2016-09-27 1 2 

而且，这里是你的代码更简洁的版本，避免subset一起：

library(quantmod) 
e <- new.env() 
symbols <- c("DGS3MO","DGS6MO","DGS1","DGS2","DGS3", 
      "DGS5","DGS7","DGS10","DGS20","DGS30") 
getSymbols(symbols, src="FRED", env=e) 

# Combine the yield data into one object 
treasury <- do.call(merge, as.list(e))[,symbols] 

# subset to include the yield from 1990-2013 
extreme <- na.omit(treasury["1990/2013"]) 

# Identify examples of different shapes of the yield curve 
extreme$sign.diff <- extreme$DGS30 - extreme$DGS3MO 
extreme$inverted <- extreme$sign.diff == min(extreme$sign.diff) 

# inverted: 30 year yield<3 month yield 
inverted <- extreme[extreme$inverted == 1,] 
extreme$upward <- extreme$sign.diff == max(extreme$sign.diff) 

# upward normal: 30 year yield>3 month yield 
upward <- extreme[extreme$upward == 1,] 
extreme$abs.diff<- abs(extreme$DGS30 - extreme$DGS3MO) 
extreme$flat <- extreme$abs.diff == min(extreme$abs.diff) 

# maybe the flat yield curve or the humpback yield curve 
flat <- extreme[extreme$flat == 1,] 

# compare 30-year yield to 10-year yield to find 
# the flattest curves within the set of flat curves above 
flat$abs.diff2 <- abs(flat$DGS30 - flat$DGS10) 
flat$flat2 <- flat$abs.diff2 == min(flat$abs.diff2) 
flat2 <- flat[flat$flat2 == 1,]