Hello, I noticed something odd when working with data frames and xts objects. If I read in a CSV file, R creates a nice data.frame. This works well. If I then convert to an XTS object, I see that all the values in the data are now quoted. My data is a mix of numeric and character. This is usually seen when converting a data.frame to a matrix, as R will treat all the data as the same class. (character) How can I ensure that R creates an XTS object that is still a data.frame so that all the data are the correct type?? In the example below, you can see how as.xts() creates an object with the correct date and time index. Please notice how all the values are now quoted indicating that R considers them a string. thee data read in "d" is a data.frame:> str(d)'data.frame': 248 obs. of 4 variables: However, converting to an XTS seems to break that. Example: ============================================d <- (read.csv(file.path(dataDir,thisFile), as.is=T)) myXTS <- as.xts( d, order.by=as.POSIXct(strptime(paste(d$Date, d$Time), '%m/%d/%y %H:%M'))) head(d) Date Obsever Val.1 Time 1 10/12/09 PL 15 12:44 2 10/12/09 PL 15 12:44 head(myXTS) Date Obsever Val.1 Time 2009-10-12 12:44:00 "10/12/09" "PL" "15" "12:44" 2009-10-12 12:44:00 "10/12/09" "PL" "15" "12:44" ============================================ -- Noah Silverman UCLA Department of Statistics 8208 Math Sciences Building Los Angeles, CA 90095 [[alternative HTML version deleted]]
On Tue, May 29, 2012 at 2:11 PM, Noah Silverman <noahsilverman at ucla.edu> wrote:> Hello, > > I noticed something odd when working with data frames and xts objects. > > If I read in a CSV file, R creates a nice data.frame. ?This works well. > > If I then convert to an XTS object, I see that all the values in the data are now quoted. ?My data is a mix of numeric and character. ?This is usually seen when converting a data.frame to a matrix, as R will treat all the data as the same class. (character) > > How can I ensure that R creates an XTS object that is still a data.frame so that all the data are the correct type?? >You can't. xts/zoo objects are a matrix with an index attribute. Since you can't mix types in a matrix, you can't mix types in an xts/zoo object. That said, part of the xts Google Summer of Code project is to create an xts-like object that allows mixed types. Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com
Only convert numeric columns to time series. This is a fundamental limitation of
ts, xts, and zoo.
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Noah Silverman <noahsilverman at ucla.edu> wrote:
>Hello,
>
>I noticed something odd when working with data frames and xts objects.
>
>If I read in a CSV file, R creates a nice data.frame. This works well.
>
>If I then convert to an XTS object, I see that all the values in the
>data are now quoted. My data is a mix of numeric and character. This
>is usually seen when converting a data.frame to a matrix, as R will
>treat all the data as the same class. (character)
>
>How can I ensure that R creates an XTS object that is still a
>data.frame so that all the data are the correct type??
>
>
>In the example below, you can see how as.xts() creates an object with
>the correct date and time index. Please notice how all the values are
>now quoted indicating that R considers them a string.
>
>thee data read in "d" is a data.frame:
>> str(d)
>'data.frame': 248 obs. of 4 variables:
>
>However, converting to an XTS seems to break that.
>Example:
>
>============================================>d <-
(read.csv(file.path(dataDir,thisFile), as.is=T))
>myXTS <- as.xts( d, order.by=as.POSIXct(strptime(paste(d$Date, d$Time),
>'%m/%d/%y %H:%M')))
>
>head(d)
> Date Obsever Val.1 Time
>1 10/12/09 PL 15 12:44
>2 10/12/09 PL 15 12:44
>
>head(myXTS)
> Date Obsever Val.1 Time
>2009-10-12 12:44:00 "10/12/09" "PL" "15"
"12:44"
>2009-10-12 12:44:00 "10/12/09" "PL" "15"
"12:44"
>============================================>
>
>--
>Noah Silverman
>UCLA Department of Statistics
>8208 Math Sciences Building
>Los Angeles, CA 90095
>
>
> [[alternative HTML version deleted]]
>
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