similar to: Raw epoch time from XTS

I have the following xts objetct "temp" > str(temp) An ?xts? object from 2010-12-26 to 2011-03-05 containing: Data: num [1:70, 1] 2.95 0.852 -0.139 1.347 2.485 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "t_n" Indexed by objects of class: [POSIXct,POSIXt] TZ: GMT xts Attributes: NULL > temp t_n 2010-12-26

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.

Hello, I coming across a strange problem doing math on an xts object. If I have an xts object of stock prices (perhaps 5 minute bars of open, high, low,close) and want to do some math, the results fail. For example: d$close[10] - d$open[10] works perfectly d$close[10] - d$open[9] fails. I just get an answer of "numeric(0) Index: numeric(0)". My guess is that xts is breaking

Hello, I have a time series object (xts) that I iterate over in a loop. Works fine. My challenge is that I want to be able to reference other entries in the series by math. i.e. For today's observation, what were the last 5 observations? If indexed numerically, it is trivial, but I can figure out how to do this with dates. This is slightly more difficult as there may not be an

Hi, I have several data structures (xts structures). I then have a list of the names of those objects. I'd like to access the object by name. For example: foo1 <- as.xts(....) foo2 <- as.xts(...) foo3 <- as.xts(...) structs <- c("foo1", "foo2", "foo3") for (thisOne in structs){ print(thisOne$colA) } The above fails. Clearly I'm missing a

Hi, I have a rather large data frame (500 x 5000) that I want to convert to a proper xts object. I am able to properly generate an xts object with the correct time index. However, all of my numerical values are now strings. b <- as.xts(a[,2:dim(a)[2]], order.by=as.POSIXct(strptime(paste(a$Date), '%m/%d/%Y'))) My guess is that somewhere in the large data frame there are a few

Hello, I was just assigned to perform a cost effectiveness study in healthcare. We are studying the cost effectiveness of a proposed diagnostic vs. current screening procedures. One of the team members suggest a commercial software package called "TreeAge Pro". Looking at the description, it appears to be a nice GUI to some very simple models that could be easily constructed in R.

I have a bunch of data sets that were created for the libsvm tool. They are in "colon separated sparse format". i.e. 1 5:1 27:3 345:10 Is a row with the label of "1" and only has values in columns 5, 27, and 345. I want to read these into a data.frame in R. Is there a simple way to do this? -- Noah Silverman, M.S. UCLA Department of Statistics 8117 Math Sciences

Hi, I have a very large XTS object. It is about 600,000 entries over 1 year time. I would like to subset a specific piece, by "number of days" not a specific date. The way I do it now is awkward. Would love to find a way to do this easier to generate a new object just containing the days I want. --------------------------------------- dayEnds <- endpoints(dataset,

Hello, I need to design a fairly simple front-end for someone to use an R script system that I've built. My thought was to just use the text based menus available in the base R package, perhaps in some kind of loop. How have other people done this? Any "best practices" that you can recommend? Thanks! -- Noah Silverman UCLA Department of Statistics 8117 Math Sciences Building

Hello, I need to calculate a moving average and an exponentially weighted moving average over a fairly large data set (500K rows). Doing this in a for loop works nicely, but is slow. ewma <- data$col[1] N <- dim(data)[1] for(i in 2:N){ data$ewma <- alpha * data$ewma[i-1] + (1-alpha) * data$value[i] } Since the moving average "accumulates" as we move through the data,

Hello, I'm attempting to build a package using R 2.15.0 on OS X I am getting a generic failure when performing a cran type check on the package. Even with a very simple test package, it still fails int he same place. Example: In R: rm(list=ls()) foo <- function(x){print(x)} package.skeleton(name="foo") Then, at the command line: R CMD build foo R CMD check --as-cran

Unfortunately, some data I need to work with was delivered in a rather messy Excel file. I want to import into R and clean up some things so that I can do my analysis. Pulling in a CSV from Excel is the easy part. My current challenge is dealing with some text mixed in the values. i.e. 118 5.7 <2.0 3.7 Since this column in Excel has a "<2.0" value, then R reads the

Hi, Looking at a large data set with many factors. I would like to expand each factor variable into multiple new variables for each level. (0,1) coding. My first though was just to code a big nasty loop, to take each level and cbind a column onto my data set. But, that seems painful. There must be a better way. Is there an "easy" way to do this in R? (Note, I don't want to

Hi, Please can you tell me what I am doing wrong. When trying to merge two xts objects, one of which has multiple character vectors for columns...I am just getting NAs. > str(t) POSIXct[1:1], format: "2011-01-04 11:45:37" > y2 = xts(matrix(c(letters[1:10]),5), order.by=as.POSIXct(c(t + 1:5))) > names(y2) = c(1,2) > y2 1 2 2011-01-04 11:45:38

Hi, I have some data, that when plotted looks very close to a log-normal distribution. My goal is to build a regression model to test how this variable responds to several independent variables. To do this, I want to use the fitdistr tool from the MASS package to see how well my data fits the actual distribution, and also build a generalized linear model using the glm command. The summary

Hi, When using the glmnet() function of the package glmnet, A series of coefficients is returned for a list of descending lambda values. I am unable to locate anything in the documentation that explains HOW this choice of lambda series is made. (There is documentation about how to choose my own, but I want to understand how the authors are doing it) Any ideas? -- Noah Silverman UCLA

Hi, I want to keep a running file of some statistics generated by a running process. Occasionally the process will be restarted. On restart, I'd like to read the last line of the log file to set some variables to their last state, and then continue to append values to that same file. I can't seem to get the appending part to work. I can read values form the file, but then upon the

Hi, I'd like to make a time series at an annual frequency. > a<-xts(x=c(2,4,5), order.by=c("1991","1992","1993")) Error in xts(x = c(2, 4, 5), order.by = c("1991", "1992", "1993")) : order.by requires an appropriate time-based object > a<-xts(x=c(2,4,5), order.by=1991:1993) Error in xts(x = c(2, 4, 5), order.by =

Hi, I cannot figure out how to change the index format when displaying POSIXct objects. Would like the xts index to display as %H:%M:%OS3 when doing viewing the xts object. Think I am missing the obvious. Cheers, Chris -- View this message in context: http://r.789695.n4.nabble.com/xts-POSIXct-index-format-tp3336136p3336136.html Sent from the R help mailing list archive at Nabble.com.