Christofer Bogaso
2012-Jul-28 19:57 UTC
[R] How to extract unique indices for time series Data?
Dear all, I am into following coding:
> library(quantmod)
> Data1 <- get(getSymbols("TCS.NS", from =
as.Date("2008-01-01"),
return.class = "zoo"))[,4]
Warning messages:
1: In zoo(cd, order.by = index(x), ...) :
some methods for ?zoo? objects do not work if the index entries in
?order.by? are not unique
2: In zoo(rval, index(x)[i]) :
some methods for ?zoo? objects do not work if the index entries in
?order.by? are not unique
Here, I guess there are some duplicated dates-index. Is there any
function available to automatically extract unique indices ???
Thanks and regards,
?unique ?duplicated -- Bert On Sat, Jul 28, 2012 at 12:57 PM, Christofer Bogaso <bogaso.christofer at gmail.com> wrote:> Dear all, I am into following coding: > >> library(quantmod) >> Data1 <- get(getSymbols("TCS.NS", from = as.Date("2008-01-01"), >> return.class = "zoo"))[,4] > Warning messages: > 1: In zoo(cd, order.by = index(x), ...) : > some methods for ?zoo? objects do not work if the index entries in > ?order.by? are not unique > 2: In zoo(rval, index(x)[i]) : > some methods for ?zoo? objects do not work if the index entries in > ?order.by? are not unique > > Here, I guess there are some duplicated dates-index. Is there any function > available to automatically extract unique indices ??? > > Thanks and regards, > > ______________________________________________ > R-help at r-project.org mailing list > 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.-- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
Gabor Grothendieck
2012-Jul-28 20:21 UTC
[R] How to extract unique indices for time series Data?
On Sat, Jul 28, 2012 at 3:57 PM, Christofer Bogaso <bogaso.christofer at gmail.com> wrote:> Dear all, I am into following coding: > >> library(quantmod) >> Data1 <- get(getSymbols("TCS.NS", from = as.Date("2008-01-01"), >> return.class = "zoo"))[,4] > Warning messages: > 1: In zoo(cd, order.by = index(x), ...) : > some methods for ?zoo? objects do not work if the index entries in > ?order.by? are not unique > 2: In zoo(rval, index(x)[i]) : > some methods for ?zoo? objects do not work if the index entries in > ?order.by? are not unique > > Here, I guess there are some duplicated dates-index. Is there any function > available to automatically extract unique indices ??? >Try this: library(quantmod) Data1 <- Cl(getSymbols("TCS.NS", from = as.Date("2008-01-01"), auto.assign = FALSE)) dup <- duplicated(time(Data1), fromLast = TRUE) z <- as.zoo(Data1[!dup]) -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com