R help - Nov 2013 - Column Name Matching in xts Objects

Hello,
I noticed an unexpected behavior when using the xts object and I was wondering
if anyone knows why that happens. I have a code to create a new column and copy
one of the columns to the new column (please see below):

library(xts)
df = data.frame(stringsAsFactors=FALSE)
df[1:3,"date"] =
c("2001-1-1","2001-1-2","2001-1-3")
df[1:3,"col1"] = c(1:3)
df[1:3,"col2"] = c(-1:-3)
df[1:3,"col3"] = c(101:103)
rownames(df)= df$date
df2 = as.xts(df)
View(df2)
Col_To_Copy = "col1"
df2$NewCol = df2[,colnames(df2)==Col_To_Copy]
View(df2)

This code works, expect, I noticed that when the Col_To_Copy is not found, the
last column is renamed to "NewCol". For example:
library(xts)
df = data.frame(stringsAsFactors=FALSE)
df[1:3,"date"] =
c("2001-1-1","2001-1-2","2001-1-3")
df[1:3,"col1"] = c(1:3)
df[1:3,"col2"] = c(-1:-3)
df[1:3,"col3"] = c(101:103)
rownames(df)= df$date
df2 = as.xts(df)
View(df2)
Col_To_Copy = "col5"  # the only line changed
df2$NewCol = df2[,colnames(df2)==Col_To_Copy]
View(df2)

In this case, the last column's name is changed to "NewCol". Is
that behavior expected for xts objects?


Thank you.



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On Thu, Nov 14, 2013 at 12:06 PM, Pooya Lalehzari
<plalehzari at platinumlp.com> wrote:
> Hello,
> I noticed an unexpected behavior when using the xts object and I was
wondering if anyone knows why that happens. I have a code to create a new column
and copy one of the columns to the new column (please see below):
>
> library(xts)
> df = data.frame(stringsAsFactors=FALSE)
> df[1:3,"date"] =
c("2001-1-1","2001-1-2","2001-1-3")
> df[1:3,"col1"] = c(1:3)
> df[1:3,"col2"] = c(-1:-3)
> df[1:3,"col3"] = c(101:103)
> rownames(df)= df$date
> df2 = as.xts(df)
> View(df2)
> Col_To_Copy = "col1"
> df2$NewCol = df2[,colnames(df2)==Col_To_Copy]
> View(df2)
>
> This code works, expect, I noticed that when the Col_To_Copy is not found,
the last column is renamed to "NewCol". For example:
> library(xts)
> df = data.frame(stringsAsFactors=FALSE)
> df[1:3,"date"] =
c("2001-1-1","2001-1-2","2001-1-3")
> df[1:3,"col1"] = c(1:3)
> df[1:3,"col2"] = c(-1:-3)
> df[1:3,"col3"] = c(101:103)
> rownames(df)= df$date
> df2 = as.xts(df)
> View(df2)
> Col_To_Copy = "col5"  # the only line changed
> df2$NewCol = df2[,colnames(df2)==Col_To_Copy]
> View(df2)
>
> In this case, the last column's name is changed to "NewCol".
Is that behavior expected for xts objects?
>
xts doesn't have a $<- method, so $<-.zoo is dispatched.  I'm not
familiar with the function, but the behavior you found is explicitly
defined, so that seems to suggest it was intended.
>From "$<-.zoo":
  wi <- match(x, colnames(object))
  if(is.na(wi)) {
    object <- cbind(object, value)
    if(is.null(dim(object))) dim(object) <- c(length(object), 1)
    colnames(object)[NCOL(object)] <- x
  } else {
    ...

Best,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com