similar to: Find NA in xts object

I have this little data.frame http://dl.dropbox.com/u/102669/nanotna.rdata Two column contains NA, so the best thing to do is use na.locf function (with fromLast = T) But locf function doesn't work because NA in my data.frame are not recognized as real NA. Is there a way to substitute fake NA with real NA? In this case na.locf function should work Thank you

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

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 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

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 : &gt; class(zc) [1] "xts" "zoo" &gt; str(zc) An ‘xts’ object from (10/15/12 09:00:00) to (10/15/12 15:15:00)

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:

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

Hi Joshua, thanks for your prompt reply. However as I said, sum() function I used here just for demonstrating the problem, I have other custom function to implement, not necessarily sum() I am looking for a generic solution for above problem. Any better idea? Thanks, On Fri, Aug 11, 2017 at 12:04 AM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote: > Use a `width` of integer index

Hi all, I have this code I want to add two ablines like this abline(h=2400, lty=3, col="lightgrey") abline(h=400, lty=3, col="lightgrey") But doesnt wotk. I alo try to set ylim from 0 to max "Foa"+1000 but I?m not able ?Is it posible? require(latticeExtra) require(ggplot2) require(reshape2) suppressPackageStartupMessages(require(googleVis)) require(quantmod)

Hello. I've got many (5-20k) files with time series in a text format like this: 1359635460 2.006747 1359635520 1.886745 1359635580 3.066988 1359635640 3.633578 1359635700 2.140082 1359635760 2.033564 1359635820 1.980123 1359635880 2.060131 1359635940 2.113416 1359636000 2.440172 First field is a unix timestamp, second is a float number. Its

I have and XTS time series object that has date and time. I started with 1 minute data and used apply.daily(x, sum) to sum the data to one cumulative value. This function works just fine however it leaves a time for the last summed value which looks like this 2006-07-19 14:58:00. I need to just have the date and to remove the time value of 14:58:00 just leaving the date value of 2006-07-19 .

Hi Charlie, I am comfortable to put the data in any way that works best. Here are two possibilities: an xts and a data frame. library(quantmod) quantmod::getSymbols("SPY") # creates xts variable SPY SPYxts <- SPY[,c("SPY.Close","SPY.Volume")] SPYdf <- data.frame(Date=index(SPYxts),close=as.numeric(SPYxts$SPY.Close),

Could you provide some information on your data structure (e.g., are the two time series in separate columns in the data)? The solution is fairly straightforward once you have the data in the right structure. And I do not think tidyquant is necessary for what you want. Best, Charlie -- Charles Redmon GRA, Center for Research Methods and Data Analysis PhD Student, Department of Linguistics

Replace "sum" with your custom function's name. I don't see any reason why that wouldn't work, and the problem with my solution is not clear in your response. r <- rollapplyr(x, seq_along(x), yourCustomFunctionGoesHere) On Thu, Aug 10, 2017 at 1:39 PM, Christofer Bogaso <bogaso.christofer at gmail.com> wrote: > Hi Joshua, thanks for your prompt reply. However

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

On Sun, May 26, 2019 at 4:06 AM Michael Chirico <michaelchirico4 at gmail.com> wrote: > > Have finally managed to come up with a fix after checking out sys.calls() > from within the as.Date.IDate debugger, which shows something like: > > [[1]] rbind(DF, DF) > [[2]] rbind(deparse.level, ...) > [[3]] `[<-`(`*tmp*`, ri, value = 18042L) > [[4]] `[<-.Date`(`*tmp*`,

Assuming the input data.frame, DF, is of the form shown reproducibly in the Note below, to convert the series to zoo or ts: library(zoo) # convert to zoo z <- read.zoo(DF) # convert to ts as.ts(z) # Note: DF <- structure(list(year = c(1980, 1981, 1982, 1983, 1984), cnsm = c(174, 175, 175, 172, 173), incm = c(53.4, 53.7, 53.5, 53.2, 53.3), with = c(60.3, 60.5, 60.2, 60.1, 60.7)),

Hi again, I am wondering there is any function for 'zoo' time series, where I can apply a user defined function rolling window basis, wherein window size is ever increasing i.e. not fixed. For example, let say I have below user defined function and a zoo time series : > library(zoo) > UDF = function(x) sum(x) > TS = zoo(rnorm(10), seq(as.Date('2017-01-01'),

Yes, thanks for following up on thread here. And thanks again for clearing things up, your email was a finger snap of clarity on the whole issue. I'll add that actually it was data.table's code at fault on the storage conversion -- note that if you use an arbitrary sub-class 'foo' with no methods defined, it'll stay integer. That's because [<- calls as.Date and then

I suspect there may be a bug in base::rbind.data.frame Below there is minimal example of the problem: m <- matrix (1:12, 3) dfm <- data.frame (c = 1 : 3, m = I (m)) str (dfm) m.names <- m rownames (m.names) <- letters [1:3] dfm.names <- data.frame (c = 1 : 3, m = I (m.names)) str (dfm.names) rbind (m, m.names) rbind (m.names, m) rbind (dfm, dfm.names) #not working rbind