r语言 - 未发现对象问题

Question

我有一个问题，过去几个小时一直困扰着我。

我在R中使用以下包:forecast, fracdiff, doParallel, foreach和其他。我还有下面的函数:

doparPredictions <- function(train, test, cl){
    training = train
    pred = foreach (i = 1:length(test), .combine=c) %dopar% {
        if (i > 1) {
            training = c(train,test[1:i-1])
        }
        fit = nnetar(training, 8, P=1, 5)
        forecast(fit, 1)$mean
    }
}

…上面的函数工作!

然而，如果我用fracdiff(training, 3, 1, h=0.00001)代替nnetar(training, 8, P=1, 5)，函数开始失败，出现以下错误:

Error in { : task 1 failed - "object 'training' not found"

这就是有趣的地方。它实际上并没有在编辑行上失败。它实际上在下一行失败:forecast(fit, 1)$mean

换句话说，下面的代码确实有效。

fits = foreach (i = 1:length(test)) %dopar% {
    if (i > 1) {
        training = c(train,test[1:i-1])
    }
    fracdiff(training, p, q, h=0.00001)
}

然后……

pred = foreach (i = 1:length(test), .combine=c) %dopar% {
    forecast(fits[[i]], 1)$mean
}

抛出前面提到的关于"object 'training' not found"

的错误

编辑:按要求…一个可复制的例子…

require(quantmod)
require(forecast)
require(fracdiff)
require(doParallel)
require(foreach)
cl <- makeCluster((detectCores() - 1), type="FORK")
registerDoParallel(cl)
predictionsThatWork <- function(train, test, cl){
    training = train
    pred = foreach (i = 1:length(test), .combine=c) %dopar% {
        if (i > 1) {
            training = c(train,test[1:i-1])
        }
        fit = nnetar(training, 8, P=1, 5)
        forecast(fit, 1)$mean
    }
    return(pred)
}
predictionsThatDoNotWork <- function(train, test, cl){
    training = train
    pred = foreach (i = 1:length(test), .combine=c) %dopar% {
        if (i > 1) {
            training = c(train,test[1:i-1])
        }
        fit = fracdiff(training, 3, 1, h=0.00001)
        forecast(fit, 1)$mean
    }
    return(pred)
}
ticker = 'IBM' #feel free to replace with ticker of your choice
getSymbols(ticker, from='2010-01-01', to='2016-08-31')
fullts = get(ticker)
returnTS = diff(log(fullts[,4]),lag=1)[-1]
returnTS = returnTS - mean(returnTS)
numObs = length(returnTS)
cutOff = ceiling(numObs*.85)
train = returnTS[1:cutOff-1]
test = returnTS[cutOff:numObs]
predictionsThatWork(train, test, cl)
predictionsThatDoNotWork(train, test, cl)
stopCluster(cl)

编辑2:好吧，这个问题与并行性无关。这与fracdiff和forecast之间的交互有关。下面的函数 不起作用

anotherBrokenFunction <- function(train, test) {
    training = train
    print(exists('training'))
    predictions = test
    for (i in 1:length(test)){
        print(exists('training'))
        arf = fracdiff(x=training, nar=3, nma=1, h=0.00001)
        print(exists('training'))
        predictions[i] = forecast(arf, 1)$mean
        print(exists('training'))
        training = c(training, test[i])
    }
    return(predictions)
}

计算结果如下

> anotherBrokenFunction(train, test)
[1] TRUE
[1] TRUE
[1] TRUE
Error in eval(expr, envir, enclos) : object 'training' not found

Answer 1

这是一个粗糙的修复，但一个建议是将arf$x <- training添加到函数:

anotherBrokenFunction <- function(train, test) {
    training = train
    predictions = test
    for (i in 1:length(test)){
        arf = fracdiff(x=training, nar=3, nma=1, h=0.00001)
        arf$x <- training # add this
        predictions[i] = forecast(arf, 1)$mean
        training = c(training, test[i])
    }
    return(predictions)
}
out <- anotherBrokenFunction(train, test)
str(out)
# An ‘xts’ object on 2015-09-02/2016-08-31 containing:
#   Data: num [1:252, 1] -0.000312 -0.000534 0.001913 0.000513 -0.000467 ...
#  - attr(*, "dimnames")=List of 2
#   ..$ : NULL
#   ..$ : chr "IBM.Close"
#   Indexed by objects of class: [Date] TZ: UTC
#   xts Attributes:  
# List of 2
#  $ src    : chr "yahoo"
#  $ updated: POSIXct[1:1], format: "2016-09-15 09:56:46"

详细信息:forecast.fracdiff调用getResponse, getResponse的fracdiff方法看起来像这样:

getAnywhere("getResponse.fracdiff")
# A single object matching ‘getResponse.fracdiff’ was found
# It was found in the following places
#   registered S3 method for getResponse from namespace forecast
#   namespace:forecast
# with value
# function (object, ...) 
# {
#     if (is.element("x", names(object))) 
#         x <- object$x
#     else x <- eval.parent(parse(text = as.character(object$call)[2]))
#     if (is.null(tsp(x))) 
#         x <- ts(x, frequency = 1, start = 1)
#     return(x)
# }
# <bytecode: 0x7fd64bd8b698>
# <environment: namespace:forecast>

因此，它首先在fracdiff对象中查找名为"x"的元素，如果查找失败，它将查找as.character(object$call)[2](在本例中恰好是training)，从而生成错误。我们的想法是在fracdiff对象中插入training作为元素x，以抢占此错误。