Displaying 20 results from an estimated 10000 matches similar to: "cbind for list of zoo objects"
2010 Jul 31
1
Lags and Differences of zoo Objects
Hi,
I'm struggling to understand the documentation.
?lag.zoo
x - a "zoo" object.
k, lag - the number of lags (in units of observations). Note the sign of k
behaves as in lag.
differences - an integer indicating the order of the difference.
What does the above line actually mean? I've tried a few settings on sample
data but can't figure out what it is doing.
x <-
2011 Jul 26
2
Calculate the latest Z-score of all zoo time series
Hello,
I have a population of 2000+ zoo time series (but my environment also
contains objects that are not zoo time series). I'm trying to calculate the
latest 90 days Z-Score of all zoo time series, using the following code:
LZS<-function(ser) {
temp<-window(ser,start=Sys.Date()-90)
last((temp-mean(temp))/sd(temp))
}
sapply(ls(), LZS )
The LZS function works on individual zoo time
2009 Mar 15
1
cbind(NULL,zoo.object)?
Folks,
I often build up R objects starting from NULL and then repeatedly
using rbind() or cbind(). This yields code like:
a <- NULL
for () {
onerow <- craft one more row
a <- rbind(a, onerow)
}
This works because rbind() and cbind() are forgiving when presented
with a NULL arg: they act like nothing happened, and you get
all.equal(x,rbind(NULL,x)) or all.equal(x,cbind(NULL,x)).
2012 Nov 13
2
Can't format x axis on a stacked plot of a zoo object
As an example data set:
set.seed(1)
z.Date <- as.Date(paste(2003, 02, c(1, 3, 7, 9, 14), sep = "-"))
z <- zoo(cbind(left = rnorm(5), right = rnorm(5, sd = 0.2)), z.Date)
tt<-time(z)
fmt<-"%b-%d"
labs<-format(tt,fmt)
plot(z[,1], xlab = "Time", ylab = "")
If I plot the data and don't like the format of the x axis I can do this:
2010 Aug 25
2
Repeat the first day data through all the day. Zoo
down vote favorite
Hello
I have a zoo series. It lasts 10 years and its frequency is 15min.
I'd like to get a new zoo series (or vector) with the same number of
elements, whith each element equal to the first element of the day. That's,
The first element everyday is repeated throughout the wole day.
This is not same as aggregate(originalseries,as.Date,head,1) because this
gives a
2010 Aug 11
2
Sweeping a zoo series
Given a long zoo matrix, the goal is to "sweep" out a statistic from the
entire length of the
sequences.
longzoomatrix<-zoo(matrix(rnorm(720),ncol=6),as.yearmon(outer(1900,seq(0,length=120)/12,"+")))
cnames<-c(12345,23456,34567,45678,56789,67890)
colnames(longzoomatrix)<-cnames
longzoomatrix[1:24,]
12345 23456 34567 45678
2006 Oct 28
2
subsetting, aggregating and zoo
Hi,
Having an zoo object I can subset it to obtain the days where I have the
values within some range:
is.zoo(z)
TRUE
subset(z[,1], z[,1]>=5 & z[,1]<= 10) #Yields: Year(day)
1988(13) 1988(14) 1988(16) 1988(20) 1988(21) 1988(22) 1988(25)
1988(26)
7.973946 9.933518 7.978227 7.512960 6.641862 5.667780 5.721358
6.863729
1988(27) 1988(28) 1988(29) 1988(30) 1988(32)
2007 Feb 01
3
Lining up x-y datasets based on values of x
Hi,
I was wondering if there is a direct approach for lining up 2-column
matrices according to the values of the first column. An example and a
brute-force approach is given below:
x <- cbind(1:10, runif(10))
y <- cbind(5:14, runif(10))
z <- cbind((-4):5, runif(10))
xx <- seq( min(c(x[,1],y[,1],z[,1])), max(c(x[,1],y[,1],z[,1])), 1)
w <- cbind(xx, matrix(rep(0, 3*length(xx)),
2007 May 27
1
na.approx and columns with NA's
Hi,
I have a object 'zoo':
dim(zz)
[1] 720 5551
where some columns only have NA's values (representing land data in a
sea surface temperature dataset) I find straightforward the use of
'na.approx' for individual columns from the zz matrix, but when applied
to the whole matrix:
zz.approx<-na.approx(zz)
Erro en approx(along[!na], y[!na], along[na], ...) :
need
2007 Oct 02
2
zoo timeserie continuous? complete with NaN
dear r-list
I have a zoo object with 2 objects and time:
looks like:
2005-12-31 12:00:00 NA NaN
2005-12-31 13:00:00 NA NaN
2005-12-31 14:00:00 NA NaN
2005-12-31 15:00:00 NA NaN
2005-12-31 16:00:00 NA NaN
2005-12-31 18:00:00 NA NaN
2005-12-31 19:00:00 NA NaN
2005-12-31 20:00:00 NA NaN
2005-12-31 21:00:00 NA
1999 Nov 10
2
data.frame, cbind is inconsistent with S on logicals (PR#316)
R 0.65.1 (and R-devel 09/11/99)
> z <- data.frame(a=1:3)
> b <- rep(NA, 3)
> mode(b)
[1] "logical"
# how many of you expected that? I had forgotten!
> zz <- cbind(z, b)
> zz
a b
1 1 NA
2 2 NA
3 3 NA
> class(zz$b)
[1] "factor"
whereas in S it is NULL and zz$b is of mode "numeric".
The same thing happens with data.frame
zz <-
2011 Mar 15
2
Pointwise division of two zoo objects?
Just trying to create returns from prices, and do something like:
returns.z = tail(prices.z,-1)/head(prices.z,-1) - 1 # should be equivalent
to returns = exp(diff(log(prices.z))) - 1
Curiously, I get a zoo object back with zeros everywhere and also with the
index having one fewer element than it should.
Does anyone know how to pointwise divide zoo objects, and what exactly "/"
is
2011 May 28
1
How to do operations on zoo/xts objects with Monthly and Daily periodicities
Is there an elegant way to do operations (+/-/*/ / ) on zoo/xts objects when
one serie is monthly (end of month) and the other daily (weekdays only) -
typically a monthly economic indicator and a stock index price?
Thanks,
TDB
--
View this message in context: http://r.789695.n4.nabble.com/How-to-do-operations-on-zoo-xts-objects-with-Monthly-and-Daily-periodicities-tp3558081p3558081.html
2008 Mar 13
4
plotting zoo object
JAN FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC
1968 NA 10.7 10.0 9.3 7.4 8.1 9.3 9.5 8.5 10.0 10.0 13.0
1969 13.0 9.9 7.0 5.9 NA 6.5 7.3 6.6 NA NA NA NA
1970 10.7 8.9 8.1 NA NA 7.1 7.7 NA 6.5 NA 8.3 NA
1971 NA 11.6 NA NA 7.8 NA NA 6.2 NA NA 8.4 NA
x<-read.zoo("textconnection", sep=",", format= "%Y", header=TRUE)
plot(x)
#this plots all of the years by each
2011 Apr 03
1
R-project: plot 2 zoo objects (price series) that have some date mis-matches
I have 2 zoo objects -
1) Interest rate spread between 10-YR-US-Treasury and 2-YR-US-Treasury
(object name = sprd)
2) S&P 500 index (object name = spy)
> str(spy)
?zoo? series from 1976-06-01 to 2011-03-31
Data: num [1:8791] 99.8 100.2 100.1 99.2 98.6 ...
Index: Class 'Date' num [1:8791] 2343 2344 2345 2346 2349 ...
> str(sprd)
?zoo? series from 1976-06-01 to 2011-03-31
2010 Mar 04
2
missing date and time intervals in data frame
I posted a similar question, but feel it needs a bit more elaboration.
I have a data frame (read from a csv file) that may have missing rows. Each
day has 7 time intervals associated with it, with a range from 17:00 hrs to
18:00 hrs in 10 minute bins.
What I am looking for is a script that will run through the data frame and
insert "NA"in the Volume column for any dates that are
2012 Aug 03
1
How can I read time series data to create zoo objects if I have two title lines?
Hello,
This is a standard example in which I read the time series data from a
csv file and create a zoo object:
x0 <- read.csv(file="CPI.csv", header=TRUE)
time_0<-as.yearmon("1981-01")+(0:371)/12
x0zoo<-zoo(x0, time_0)
The data look like this:
TIME CPI CPI_food CPI_Clothes CPI_House CPI_Rent 198101 62.1 55.34
103.45 65.24 61.43 198102 63.16 56.95
2011 Jan 29
1
Basic Help with Zoo objects and trading days
All,
I have been just recently working with zoo objects for trading systems.
Can someone please help with these basic questions?
Given a daily time series downloaded using get.hist.quote() from the tseries
package, ie......
startDate= as.Date("2000-01-01")
endDate= as.Date("2011-01-29")
frequency= 'd'
s= get.hist.quote('IWF', start= startDate, end=
2010 Sep 06
5
Time Series
Hi
How would I analyse time series with
- different lengths (i.e. one has 9 entries and the other has 14 entries)
- different frequency (i.e. dates are random - no repeated length)
- multiple values for the same time entry (e.g. 2009-10-23 below)
i.e. my data takes the form:
1st time series
2009-10-07 0.009378
2009-10-19 0.014790
2009-10-23 -0.005946
2009-10-23 0.009096
2009-11-08 0.004189
2010 Oct 15
7
Problem with merging two zoo objects
Dear all, I have following 2 zoo objects. However when I try to merge those 2 objects into one, nothing is coming as intended. Please see below the objects as well as the merged object:
> dat11
V2 V3 V4 V5
2010-10-15 13:43:54 73.8 73.8 73.8 73.8
2010-10-15 13:44:15 73.8 73.8 73.8 73.8
2010-10-15 13:45:51 73.8 73.8 73.8 73.8
2010-10-15 13:46:21 73.8 73.8 73.8 73.8