在《Data Mining with R》中,第三章做股票市场收益预测模型建立时,需要利用训练集数据构建随机森林模型,如果数据集GSPC是从网上直接下载的,源代码会出现以下错误提示:
Error in xts(new.x, x.index) : NROW(x) must match length(order.by)
需要做如下改动
> library(randomForest)
> GSPC<-as.xts(get.hist.quote("^GSPC",start="1970-01-02",end="2009-09-15",quote=c("Open","High","Low","Close","Volume","AdjClose")))
> colnames(GSPC) <- c("Open", "High", "Low", "Close","Volume","Adjusted")
> data.model <- specifyModel(T.ind(GSPC) ~ Delt(Cl(GSPC),k=1:10)+ myATR(GSPC) + mySMI(GSPC) + myADX(GSPC) + myAroon(GSPC) + myBB(GSPC) + myChaikinVol(GSPC) + myCLV(GSPC) + CMO(Cl(GSPC)) + EMA(Delt(Cl(GSPC))) + myEMV(GSPC) + myVolat(GSPC) + myMACD(GSPC)+ myMFI(GSPC) + RSI(Cl(GSPC)) + mySAR(GSPC) + runMean(Cl(GSPC))+ runSD(Cl(GSPC)))
......
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