[R] Weird POSIXct behaviour

Joshua Ulrich josh.m.ulrich at gmail.com
Sun Mar 25 18:37:13 CEST 2012


On Sun, Mar 25, 2012 at 3:15 AM, Worik R <worikr at gmail.com> wrote:
> Friends
>
> I have an xts that I wish to access.
>
> Browse[2]> DATA.ba[[p]]["2012-03-20 00:59:57","bid"]
>                       bid
> 2012-03-20 00:59:57 1.4993
>
> So far so good.
>
> Now putting the index into a variable:
>
> Browse[2]> Time
> [1] "2012-03-20 00:59:57 NZDT"
> Browse[2]> DATA.ba[[p]][Time, "bid"]
>     bid
>
> Where has it gone?
>
It's hard to say, especially since you give no indication how you
assigned the value to Time.  A reproducible example, as requested in
the posting guide, would be helpful.  Also, what version of R, xts,
and zoo are you using?

>
> Looking closer....
>
>
> Browse[2]> index(DATA.ba[[p]]["2012-03-20 00:59:57","bid"])
> [1] "2012-03-20 00:59:57 NZDT"
> Browse[2]>
>
> Browse[2]> Time
> [1] "2012-03-20 00:59:57 NZDT"
> Browse[2]>
>
> Browse[2]> index(DATA.ba[[p]]["2012-03-20 00:59:57","bid"]) == Time
> [1] FALSE
> Browse[2]>
>
> Browse[2]> class(Time)
> [1] "POSIXct" "POSIXt"
>
> Browse[2]> class(index(DATA.ba[[p]]["2012-03-20 00:59:57","bid"]))
> [1] "POSIXct" "POSIXt"
>
> So the variable 'Time' should be good to index DATA.ba[[p]].  I am
> hopelessly confused.
>
The printed representation of the index value and class cannot be used
to accurately determine equality.

> cheers
> Worik
>

--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com

R/Finance 2012: Applied Finance with R
www.RinFinance.com



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