similar to: Math problem with xts objects

Hi, I have a very large data set stored as an xts object. xts is very nice about showing row labels as "human readable" dates and times. I want the actual epoch values that are stored internally. The only way I can find to access them is one-at-a-time using the internal function: xcoredata() Calling this in an entire column, the "R" way doesn't work. It will only

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

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, 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

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,

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'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)

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.

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:

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'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

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

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 read enourmous comment about this questions stating that it was answered before.? I?have been looking for the answer for a week without luck !!!? I searched the archives the xts. vignitte , googled for an answer but couldn't find one so her it is: ? the Vignette states that xts "doesn't inforce the duplicate row requirement" but yet when I try to bring in tick stock data from

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,

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

I have a xts object made of daily closing prices I have acquired using quantmod. Here is my code: library(xts) library(quantmod) library(lubridate) # Gets SPY data getSymbols("SPY") # Subset Prices to just closing price SP500 <- Cl(SPY) # Show day of the week for each date using 2-6 for monday-friday SP500wd <- wday(SP500) # Add Price and days of week together

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