Ich versuche, eine neue virtuelle Maschine mit @ zu erstelleR und die folgenden Pakete laufen alsR server zu meinen Berechnungen.

    #this is how I install my R-packages
    function install_packages(){
        folder='dir.create(Sys.getenv("R_LIBS_USER"), showWarnings = FALSE, recursive = TRUE)'
        packages='install.packages(c("Rserve","fArma","fGarch","tseries","MASS","lattice","gtools","gmodels","gplots","HiddenMarkov", "xts", "PerformanceAnalytics"), Sys.getenv("R_LIBS_USER"), repos = "http://cran.rstudio.com")'

        echo "$folder" >> ./install_packages.R
        echo "$packages" >> ./install_packages.R

        sudo /usr/bin/R CMD BATCH install_packages.R
        rm -f ./install_packages.R
    }

Wenn ich anrufe (mitmvn clean package) von meinem Hostcomputer auf diesen neuen virtuellen Computer, es gibt mir einen seltsamen Fehler in meinen Berechnungen:

Running com.company.documentengine.statistics.JensensAlphaTest
Oct 28, 2015 2:17:45 PM com.company.documentengine.toolbox.util.DatabaseConnection connectToDB
INFO: PostgreSQL JDBC Driver Registered
Oct 28, 2015 2:17:45 PM com.company.documentengine.toolbox.util.DatabaseConnection connectToDB
INFO: test Database connection confirmed for user postgres
Tests run: 1, Failures: 1, Errors: 0, Skipped: 0, Time elapsed: 17.971 sec <<< FAILURE! - in com.company.documentengine.statistics.JensensAlphaTest
testCalculate(com.company.documentengine.statistics.JensensAlphaTest)  Time elapsed: 8.821 sec  <<< FAILURE!
java.lang.AssertionError: Calculation wrong. expected:<0.039801296645998546> but was:<NaN>
    at org.junit.Assert.fail(Assert.java:88)
    at org.junit.Assert.failNotEquals(Assert.java:834)
    at org.junit.Assert.assertEquals(Assert.java:553)
    at com.company.documentengine.statistics.JensensAlphaTest.testCalculate(JensensAlphaTest.java:40)

Nun, wenn ich den gleichen Anruf tätige, aber von einer neuen virtuellen Maschine zu meiner Hostmaschine (auf der auch alle diese Pakete installiert sind), funktioniert alles.

-------------------------------------------------------
 T E S T S
-------------------------------------------------------
Running com.company.documentengine.statistics.JensensAlphaTest
Oct 28, 2015 1:23:13 PM com.company.documentengine.toolbox.util.DatabaseConnection connectToDB
INFO: PostgreSQL JDBC Driver Registered
Oct 28, 2015 1:23:13 PM com.company.documentengine.toolbox.util.DatabaseConnection connectToDB
INFO: test Database connection confirmed for user postgres
Tests run: 1, Failures: 0, Errors: 0, Skipped: 0, Time elapsed: 17.465 sec - in com.company.documentengine.statistics.JensensAlphaTest

Results :

Tests run: 1, Failures: 0, Errors: 0, Skipped: 0

[INFO] ------------------------------------------------------------------------
[INFO] BUILD SUCCESS
[INFO] ------------------------------------------------------------------------
[INFO] Total time: 21.423s
[INFO] Finished at: Wed Oct 28 13:23:20 UTC 2015
[INFO] Final Memory: 18M/362M
[INFO] ------------------------------------------------------------------------

Ich bin wirklich verwirrt darüber, kann mir bitte jemand einen Vorschlag / eine Idee geben, bitte!

BEARBEITE

Ich habe versucht, meinen Test zu debuggen, um zu sehen, wo ich den Fehler mache, aber immer noch keine Ahnung. Jetzt weiß ich zumindest, dass mein Problem mit ... @ isehe meinen Debug-Vergleich Bitte. Und das ist der Vergleich zu allmeine in beiden Fällen verwendeten Pakete.

Java Code

@RunWith(SpringJUnit4ClassRunner.class)
@ContextConfiguration(classes = {TestContext.class})
@ActiveProfiles(profiles = {"test"})
public class JensensAlphaTest {

    @Autowired
    private TestSeriesManager testSeriesManager;

    @Test
    public void testCalculate() throws Exception {
        PriceSeries<PriceSeriesDatum> dax = testSeriesManager.getDax();
        PriceSeries<PriceSeriesDatum> sDax = testSeriesManager.getSDax();
        InterestRateSeries<InterestRateDatum> euribor = testSeriesManager.getEuribor();

        LocalDate asOfDate = LocalDate.of(2014, 10, 1);
        JensensAlpha jensensAlpha = new JensensAlpha(dax, sDax, euribor, asOfDate);

        double eps = 1e-15;
        /* here is the inconsistent part */
        double actualValue = jensensAlpha.calculate(Period.SINCE_INCEPTION, ReturnsType.DAILY_DISCRETE);
        double expectedValue = 0.039801296645998546;
        assertEquals("Calculation wrong.", expectedValue, actualValue, eps);
    }

}

Dies ist die Methode mit dem Namen:

public double berechne (Periodendauer, ReturnsType returnsType)

NavigableMap<LocalDate, Double> returnSeries = returnsType.getReturnSeries(series);
NavigableMap<LocalDate, Double> returnBenchmark = returnsType.getReturnSeries(benchmark);
NavigableMap<LocalDate, Double> returnRiskFree = returnsType.getReturnSeries(riskFree);

LocalDate startDate = period.getStartDate(returnSeries);

NavigableMap<LocalDate, Double> cutReturnSeries = StatisticsUtils.getMapSince(startDate, returnSeries);

NavigableMap<LocalDate, Double> cutBenchmarkReturnSeries;
NavigableMap<LocalDate, Double> cutRiskFreeReturnSeries;
try {
    cutBenchmarkReturnSeries = StatisticsUtils.getMapSince(startDate, returnBenchmark);
    cutRiskFreeReturnSeries = StatisticsUtils.getMapSince(startDate, returnRiskFree);
} catch (IllegalArgumentException e) {
    throw new NotEnoughDataException(
            "This error can occur when the price series is short (only a few returns), so the benchmark is not"
                    + " updated for the taken first date of the series.", e);
}

REXPS4[] inputClasses =
        {RexpParser.createREXPS4Class(cutReturnSeries), RexpParser.createREXPS4Class(cutBenchmarkReturnSeries),
                RexpParser.createREXPS4Class(cutRiskFreeReturnSeries)};
RScript script = RScript.fromFileName("JensensAlpha.R");
REXPS4 resultClass = script.execute(inputClasses);

try {
    return resultClass.getAttribute("value").asDouble();
} catch (REXPMismatchException e) {
    throw new RScriptException("Exception while getting results from the R script.", e);
}

}

Und die Methode execute:

@Override
    public REXPS4 execute(REXPS4[] inputClasses) {

        RConnection c = RConnectionSingleton.INSTANCE.getRConnection();

        try {

            int inputClassNumber = 1;
            for (REXPS4 inputClass : inputClasses) {

                c.assign("inputClass" + inputClassNumber, inputClass);
                inputClassNumber++;

            }

            c.eval(code);
            /* the resultClass is wrong only when I connect to my vm */ 
            return (REXPS4) c.get("resultClass", null, true);

        } catch (REngineException e) {
            throw new ScriptExecutionException("Exception while trying to execute the RScript.", e);
        }

    }