Question

While working on a new project in R, I wrote the following code:

sp500 <- get.hist.quote("^GSPC",start=(today <- Sys.Date())-735,quote="Cl")
lsp500 <- log(sp500)
rlsp500 <- diff(lsp500)

The problem is the diff() function, it produces the following error:

Error in MATCH(x, x) : could not find function "MATCH"

All other code executes without problems. I’m using RStudio and R version 2.15.2 (2012-10-26) — “Trick or Treat” on Mac OSX 10.8.2.

> sessionInfo()
R version 2.15.2 (2012-10-26)
Platform: x86_64-apple-darwin9.8.0/x86_64 (64-bit)

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

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

other attached packages:
[1] tseries_0.10-30

loaded via a namespace (and not attached):
[1] grid_2.15.2     lattice_0.20-10 quadprog_1.5-4  tools_2.15.2    zoo_1.7-9      

What am I missing?

Answer 1

tseries::get.hist.quote returns a zoo object by default, but the tseries package doesn’t attach zoo, so zoo::MATCH isn’t found. I assume zoo::MATCH is used in diff.zoo or one of the functions called by it.

Attaching zoo (via library(zoo)) will fix the problem.