similar to: what does .indexDate() do - R::xts

I have the following problem: As expected I obtain timeBasedSeq( 2037/2037) [1] "2037-01-01" > However if I do the same for 2038 I get timeBasedSeq( 2038/2038) [1] "2038-01-01" "2039-01-01" I get the same strange result if I use later years or any interval that contains 2038: timeBasedSeq( 2037/2039) [1] "2037-01-01" "2038-01-01"

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.

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

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

Dear R-users I am new to R and struggling not to bother the list with silly questions. I read the documentation on xts and searched for some examples over the internet on how to use plot.xts. The xts object is as follows dataxts : An 'xts' object from 2010-06-27 to 2010-08-05 containing: Data: num [1:56161, 1:14] 74 74.2 74.2 74.1 73.9 ... Indexed by objects of

Hi R programmers, I have stumbled across what seems a very simple problem. My goal is to create a xts time series object which contains vectors as values. In other words, I try to create something like this: 2009-01-01 => c('aa', 'bb', 'dd') ... 2010-02-01 => c('mm') I have figured out parts of separately. Here's what works (new xts time-series with

Hello, I'd like to convert the below time-series data with fft or wavelet related function and plot it. Could you let me know 1. How to convert xts data frame format to list format ? 2. How to plot fft or wavelet diagram ? Here is the data : > class(zc) [1] "xts" "zoo" > str(zc) An ‘xts’ object from (10/15/12 09:00:00) to (10/15/12 15:15:00)

Hello, I have a xts object, I would like to fill the NA with linear interpolated data. Can anyone please help. > str(zz) An ‘xts’ object from 2010-11-24 15:59:29 to 2010-11-24 16:00:00 containing: Data: num [1:23401, 1] 312 312 312 312 312 ... Indexed by objects of class: [POSIXct,POSIXt] TZ: xts Attributes: List of 2 $ src : chr "datafeed" $ updated: POSIXct[1:1],

Hi, How can an xts object be subset using a date in a variable? E.g. in below, what is the right syntax for Q to get the same value as P? Obviously the syntax shown below doesnt work... V is an xts object. d = "2007-01-01" P <- V['2007-01-01/'] Q <- V['d/'] Thanks, J -- View this message in context:

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.

Hi Everyone, I'm currently using the latest build of R and R-Studio server (both are amazing products) I'm still very new to this but I came across this issue: I'm trying to do a select from postgres and put the data into and xts object like so: # Libs library('RPostgreSQL') # http://code.google.com/p/rpostgresql/ library('quantmod') library('TTR')

Hi to all, i'm new to R I have an xts object. Can i find: a) how many NA are in my object ? b) eventually where (in which line) they are Thank you

Hello, I'm a complete newbie to R. Spent this past weekend reading The Art of R Programming, The R Cookbook, the language spec, Wikis and FAQs. I sort-of have my head around R; the dizzying selection of libraries, packages, etc? Not really. I've probably missed or failed to understand something... I have very a simple data set. Two years (ish) of temperature data, collected and

So I've got a 154 column wide xts time series object and I want to plot the 154 series on a single plot and have the added benefit of the time series dates on the x axis. Any suggestions for plotting functions, maplot works but does not give dates on the axis and I can't seem to get plot to give me more than one series. Nick [[alternative HTML version deleted]]

hey I am trying to turn a dataframe into xts with the function: as.xts, but it returns the error: Error in as.POSIXlt.character(x, tz, ...) : character string is not in a standard unambiguous format could someone give me some pointers please the data is coming from a spreadsheet via the excel, and has 5 columns of data (date (with the date and time), open, high, low, close) (excel format) ela

I am estimating Value at Risk using PerfomanceAnalytics package. The?variables are stored in a data frame. I formated the data variables using zoo() and as.xtx() but it is not working. The working example is below. ##########################################################? reguire(zoo) require(PerformanceAnalytics) reguire(xts) ? year<- c(1991-12-30, 1992-12-30, 1993-12-30, 1994-12-30) R1

Dear R People: Hello again! I found something unusual in the behavior of the "endpoints" function from the xts package: > x1 <- ts(1:24,start=2008,freq=12) > dat <- seq(as.Date("2008/01/01"),length=24,by="months") > library(zoo);library(xts) > x2 <- zoo(1:24,order=dat) > #Here is the surprise: > endpoints(as.xts(x1),'quarters')

I was able to reproduce the problem with this self-contained example. Maybe it could be reproduced with an even smaller one ... library(tidyquant) # Loads tidyverse, tidyquant, financial pkgs, xts/zoo library(xts) dtV <- as.Date("2017-01-01") + 1:100 locL <- list( foo=xts(rnorm(100), order.by=dtV), bar=xts(rnorm(100), order.by=dtV) ) fullXts <- do.call(merge,locL) smallXts

OpCl works on xts objects but not on quantmod.OHLC objects. Is this a bug? Example error: x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 9, 14) - 1 set.seed(1) x <- zoo(matrix(runif(20, 0, 1), nrow=5, ncol=4), x.Date) q <- as.quantmod.OHLC(x,c("Open","High","Low","Close")) # error OpCl(q) #> Error in `colnames<-`(`*tmp*`, value =

I am getting confused in how to use R effectively. Below is the example that I would like to optimize, which is basically a loop. In its current version it takes about 20 seconds to run. I have looked at the apply function and but didn't seem to get it to work. I am sure this is relatively easy to show me a better version for someone who has done this before. For some reason I seem to