[R] Difficulties in starting up with its package

Gabor Grothendieck ggrothendieck at myway.com
Thu Aug 26 07:58:22 CEST 2004


In looking at this again I don't think my x2 corresponds to yours.
It should be:

x2 <- zoo(matrix(1:30,ncol=3),d)[as.numeric(format(d,"%w")) %in% 1:5,]

Gabor Grothendieck <ggrothendieck <at> myway.com> writes:

: 
: Ajay Shah <ajayshah <at> mayin.org> writes:
: 
: : 
: : Folks,
: : 
: : I'm trying to learn `its' and am stuck on many basics. 
: 
: Not sure about those issues but I am familiar with zoo and you could do
: the above in zoo like this. 
: 
: require(zoo)
: 
: d <- seq(as.Date("2000-01-01"), as.Date("2000-01-10"), by = "day")
: x1 <- zoo(matrix(1:30,ncol=3), d)
: 
: dw <- d[as.numeric(format(d,"%w")) %in% 1:5]
: x2 <- zoo(matrix(1:30,ncol=3), dw)
: print(x2)
: 
: str(x1)
: str(x2)
: 
: write.table(data.frame(time = time(x1), unclass(x1)), file = "/mytest.txt")
: y <- read.table("/mytest.txt", header = T, as.is = T)
: y <- zoo(data.matrix(y[,-1]),as.Date(y[,1]))
: print(y)
: print(x1)
: 
: # this works since y and x1 same times and are conformable but in general 
: # you need to do a merge first to align them
: y-x1 
: 
: nifty.its <-
: structure(c(1.01494311428086, 1.00936924878702, 1.01265263274214, 
: 0.984531863814928, 0.980409543074067, 0.98469241317728, 1.01059040709914, 
: 1.03118189975644, 0.998663641731672, 0.995083089562457, 0.992244183137353, 
: 0.951052697932426, 0.983330571665286), .Dim = as.integer(c(13, 
: 1)), .Dimnames = list(c("2004-05-04", "2004-05-05", "2004-05-06", 
: "2004-05-07", "2004-05-10", "2004-05-20", "2004-05-21", "2004-05-24", 
: "2004-05-25", "2004-05-26", "2004-05-27", "2004-05-28", "2004-05-31"),
: "r.nifty"))
: 
: inrusd.its <-
: structure(c(1.01311623699683, 0.996651785714286, 0.997088465845465, 
: 1, 1.00651392632525, 1.00937290783307, 0.999115631218218, 0.997565833148927, 
: 1.00421472937001, 1.00397614314115, 0.998899889989, 0.995594713656388, 
: 0.995353982300885, 1.00466770393421, 0.99933628318584, 1, 1.00154970112907, 
: 1.00221043324492, 0.998456109395677), .Dim = as.integer(c(19, 
: 1)), .Dimnames = list(c("2004-05-03", "2004-05-05", "2004-05-06", 
: "2004-05-07", "2004-05-10", "2004-05-11", "2004-05-12", "2004-05-13", 
: "2004-05-14", "2004-05-17", "2004-05-18", "2004-05-19", "2004-05-20", 
: "2004-05-21", "2004-05-24", "2004-05-25", "2004-05-26", "2004-05-27", 
: "2004-05-28"), "r.inrusd"))
: 
: nifty.zoo <- zoo(nifty.its, as.Date(rownames(nifty.its)))
: rownames(nifty.zoo) <- NULL
: 
: inrusd.zoo <- zoo(inrusd.its, as.Date(rownames(inrusd.its)))
: rownames(inrusd.zoo) <- NULL
: 
: # merge.zoo is similar to union in its
: merge(nifty.zoo, inrusd.zoo)
: 
: # merge.zoo with all = FALSE is similar to intersect in its
: merge(nifty.zoo, inrusd.zoo, all = FALSE)
: 
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