Upananda Pani
2017-Sep-18 11:36 UTC
[R] Convert data into zoo object using Performance analytics package
Dear All, While i am trying convert data frame object to zoo object I am getting numeric(0) error in performance analytics package. The source code i am using from this website to learn r in finance: https://faculty.washington.edu/ezivot/econ424/returnCalculations.r # create zoo objects from data.frame objects dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y") sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft) class(sbux.z) head(sbux.z)> head(sbux.z)Data: numeric(0) I will be grateful if anybody would like to guide me where i am making the mistake. With best regards, Upananda Pani -- You may delay, but time will not. Research Scholar alternative mail id: upani at iitkgp.ac.in Department of HSS, IIT KGP KGP [[alternative HTML version deleted]]
Gabor Grothendieck
2017-Sep-18 14:08 UTC
[R] Convert data into zoo object using Performance analytics package
Depending on how you created df maybe your code has the column names wrong. In any case these 4 alternatives all work. Start a fresh R session and then copy and paste this into it. library(zoo) u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv" fmt <- "%m/%d/%Y" # 1 sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) # 2 df <- read.csv(u) sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt) # 3 df <- read.csv(u) names(head(df)) ## [1] "Date" "Adj.Close" sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt)) # 4 df <- read.csv(u) sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt)) On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani <upananda.pani at gmail.com> wrote:> Dear All, > > While i am trying convert data frame object to zoo object I am > getting numeric(0) error in performance analytics package. > > The source code i am using from this website to learn r in finance: > https://faculty.washington.edu/ezivot/econ424/returnCalculations.r > > # create zoo objects from data.frame objects > dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y") > dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y") > sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) > msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft) > class(sbux.z) > head(sbux.z) >> head(sbux.z) > Data: > numeric(0) > > I will be grateful if anybody would like to guide me where i am making the > mistake. > > With best regards, > Upananda Pani > > > -- > > > You may delay, but time will not. > > > Research Scholar > alternative mail id: upani at iitkgp.ac.in > Department of HSS, IIT KGP > KGP > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com
Upananda Pani
2017-Sep-20 09:05 UTC
[R] Convert data into zoo object using Performance analytics package
Dear Sir, Thanks for your mail and help. I got this error while trying to run your code. sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in read.table(file = file, header = header, sep = sep, quote = quote, : 'file' must be a character string or connection Thanks and Regards, Upananda Pani On Tue, Sep 19, 2017 at 4:31 PM, Upananda Pani <upananda.pani at gmail.com> wrote:> Dear Sir, > > Thanks for your mail and help. I got this error while trying to run your > code. > > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) > Error in read.table(file = file, header = header, sep = sep, quote > quote, : > 'file' must be a character string or connection > > Thanks and Regards, > Upananda Pani > > On Mon, Sep 18, 2017 at 7:38 PM, Gabor Grothendieck < > ggrothendieck at gmail.com> wrote: > >> Depending on how you created df maybe your code has the column names >> wrong. In any case these 4 alternatives all work. Start a fresh R >> session and then copy and paste this into it. >> >> library(zoo) >> u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv" >> fmt <- "%m/%d/%Y" >> >> # 1 >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) >> >> # 2 >> df <- read.csv(u) >> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt) >> >> # 3 >> df <- read.csv(u) >> names(head(df)) >> ## [1] "Date" "Adj.Close" >> sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt)) >> >> # 4 >> df <- read.csv(u) >> sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt)) >> >> On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani <upananda.pani at gmail.com> >> wrote: >> > Dear All, >> > >> > While i am trying convert data frame object to zoo object I am >> > getting numeric(0) error in performance analytics package. >> > >> > The source code i am using from this website to learn r in finance: >> > https://faculty.washington.edu/ezivot/econ424/returnCalculations.r >> > >> > # create zoo objects from data.frame objects >> > dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y") >> > dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y") >> > sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) >> > msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft) >> > class(sbux.z) >> > head(sbux.z) >> >> head(sbux.z) >> > Data: >> > numeric(0) >> > >> > I will be grateful if anybody would like to guide me where i am making >> the >> > mistake. >> > >> > With best regards, >> > Upananda Pani >> > >> > >> > -- >> > >> > >> > You may delay, but time will not. >> > >> > >> > Research Scholar >> > alternative mail id: upani at iitkgp.ac.in >> > Department of HSS, IIT KGP >> > KGP >> > >> > [[alternative HTML version deleted]] >> > >> > ______________________________________________ >> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> > https://stat.ethz.ch/mailman/listinfo/r-help >> > PLEASE do read the posting guide http://www.R-project.org/posti >> ng-guide.html >> > and provide commented, minimal, self-contained, reproducible code. >> >> >> >> -- >> Statistics & Software Consulting >> GKX Group, GKX Associates Inc. >> tel: 1-877-GKX-GROUP >> email: ggrothendieck at gmail.com >> > > > > -- > > > You may delay, but time will not. > > > Research Scholar > alternative mail id: upani at iitkgp.ac.in > Department of HSS, IIT KGP > KGP >-- You may delay, but time will not. Research Scholar alternative mail id: upani at iitkgp.ac.in Department of HSS, IIT KGP KGP [[alternative HTML version deleted]]
PIKAL Petr
2017-Sep-20 09:52 UTC
[R] Convert data into zoo object using Performance analytics package
Hi Gabor's code works as expeceted without error. What is "u" in your case? Cheers Petr> -----Original Message----- > From: R-help [mailto:r-help-bounces at r-project.org] On Behalf Of Upananda > Pani > Sent: Wednesday, September 20, 2017 11:06 AM > To: Gabor Grothendieck <ggrothendieck at gmail.com> > Cc: r-help <r-help at r-project.org> > Subject: Re: [R] Convert data into zoo object using Performance analytics > package > > Dear Sir, > > Thanks for your mail and help. I got this error while trying to run your code. > > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in > read.table(file = file, header = header, sep = sep, quote = quote, > : > 'file' must be a character string or connection > > Thanks and Regards, > Upananda Pani > > On Tue, Sep 19, 2017 at 4:31 PM, Upananda Pani <upananda.pani at gmail.com> > wrote: > > > Dear Sir, > > > > Thanks for your mail and help. I got this error while trying to run > > your code. > > > > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in > > read.table(file = file, header = header, sep = sep, quote = quote, : > > 'file' must be a character string or connection > > > > Thanks and Regards, > > Upananda Pani > > > > On Mon, Sep 18, 2017 at 7:38 PM, Gabor Grothendieck < > > ggrothendieck at gmail.com> wrote: > > > >> Depending on how you created df maybe your code has the column names > >> wrong. In any case these 4 alternatives all work. Start a fresh R > >> session and then copy and paste this into it. > >> > >> library(zoo) > >> u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv" > >> fmt <- "%m/%d/%Y" > >> > >> # 1 > >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) > >> > >> # 2 > >> df <- read.csv(u) > >> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt) > >> > >> # 3 > >> df <- read.csv(u) > >> names(head(df)) > >> ## [1] "Date" "Adj.Close" > >> sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt)) > >> > >> # 4 > >> df <- read.csv(u) > >> sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt)) > >> > >> On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani > >> <upananda.pani at gmail.com> > >> wrote: > >> > Dear All, > >> > > >> > While i am trying convert data frame object to zoo object I am > >> > getting numeric(0) error in performance analytics package. > >> > > >> > The source code i am using from this website to learn r in finance: > >> > https://faculty.washington.edu/ezivot/econ424/returnCalculations.r > >> > > >> > # create zoo objects from data.frame objects dates.sbux > >> > as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft > >> > as.yearmon(msft.df$Date, format="%m/%d/%Y") sbux.z > >> > zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) msft.z > >> > zoo(x=msft.df$Adj.Close, order.by=dates.msft) > >> > class(sbux.z) > >> > head(sbux.z) > >> >> head(sbux.z) > >> > Data: > >> > numeric(0) > >> > > >> > I will be grateful if anybody would like to guide me where i am > >> > making > >> the > >> > mistake. > >> > > >> > With best regards, > >> > Upananda Pani > >> > > >> > > >> > -- > >> > > >> > > >> > You may delay, but time will not. > >> > > >> > > >> > Research Scholar > >> > alternative mail id: upani at iitkgp.ac.in Department of HSS, IIT KGP > >> > KGP > >> > > >> > [[alternative HTML version deleted]] > >> > > >> > ______________________________________________ > >> > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > >> > https://stat.ethz.ch/mailman/listinfo/r-help > >> > PLEASE do read the posting guide http://www.R-project.org/posti > >> ng-guide.html > >> > and provide commented, minimal, self-contained, reproducible code. > >> > >> > >> > >> -- > >> Statistics & Software Consulting > >> GKX Group, GKX Associates Inc. > >> tel: 1-877-GKX-GROUP > >> email: ggrothendieck at gmail.com > >> > > > > > > > > -- > > > > > > You may delay, but time will not. > > > > > > Research Scholar > > alternative mail id: upani at iitkgp.ac.in Department of HSS, IIT KGP KGP > > > > > > -- > > > You may delay, but time will not. > > > Research Scholar > alternative mail id: upani at iitkgp.ac.in > Department of HSS, IIT KGP > KGP > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.________________________________ Tento e-mail a jak?koliv k n?mu p?ipojen? dokumenty jsou d?v?rn? a jsou ur?eny pouze jeho adres?t?m. 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