I am trying to run some trading strategies in R. I have downloaded some stock prices and calculated returns. The new return dataset has a number of -inf, NaN, and NA values.
As per ?zoo:
?zoo
Subscripting by a zoo object whose data contains logical values is undefined.
So you need to wrap the subsetting in a which call:
which
log_ret[which(!is.finite(log_ret))] <- 0 log_ret x y z s p t 2005-01-01 0.234 -0.012 0 0 0.454 0