[R] simple R question

[Gabor Grothendieck]

Try creating a zoo object from your data frame

# data from your post
DF <- structure(list(Date = as.integer(c(20061122, 20061115, 20061108,
20061101, 20061025, 20061018, 20061011, 20061004, 20060927)),
    IBM = as.integer(c(12, 12, 12, 12, 12, 12, 11, 12, 10)),
    MSFT = as.integer(c(4, 4, 4, 4, 4, 4, 3, 3, 3))), .Names = c("Date",
"IBM", "MSFT"), class = "data.frame", row.names = c("1", "2",
"3", "4", "5", "6", "7", "8", "9"))

library(zoo)
# create zoo object z from DF
z <- zoo(as.matrix(DF[-1]), as.Date(as.character(DF$Date), "%Y%m%d"))
diff(z, arith = FALSE)-1

# or perhaps
diff(log(z))

Check out the zoo vignette

vignette("zoo")



On 11/29/06, iqbal hussain <rabeka at gmail.com> wrote:
> Hi,
>
> I am new to this, can anyone help.
>
> I am working with matrices, with stocknames as colNames and dates as
> rowNames.
> The data coontains percentile ranking for the stocks.
>
>    Date             IBM MSFT 20061122      12 4 20061115      12 4
> 20061108
> 12 4 20061101      12 4 20061025      12 4 20061018      12 4 20061011
> 11 3 20061004      12 3 20060927      10 3
>
> I would like to calculate the rolling-rate-of-change of these ranking.
>
> I tried searching for second-derivative/slope/trend/etc to no avail.
>
> thanks in advance.
>
>        [[alternative HTML version deleted]]
>
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