mardi 20 juin 2017

r session fatal error while applying ifelse() function

I have a xts dataset data.price which is the daily share prices of 163 companies.

the data set has 163 columns and 1826 rows.

I want to take the log daily return of the share price and I am using the following code:

A<-log(data.price)
data.return <- diff(A)/A[-length(A)]

but I noticed that there are many 0 values that are disrupting the output.

So I was thinking to solve the problem by adding a small number to the 0 values.

diff(A)<- ifelse(diff(A) == 0, diff(A)+0.0000001,diff(A))

The problem is when I am applying this code my Rstudio is crushing and I need to restart the session.

I tried to take a smaller amount of data, A<-A[1:100,] and applied the same code and it worked without any problems.

Where could be the problem?

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