[R] Converting to XTS loses data.frame structure

Joshua Ulrich josh.m.ulrich at gmail.com
Tue May 29 21:17:15 CEST 2012


On Tue, May 29, 2012 at 2:11 PM, Noah Silverman <noahsilverman at ucla.edu> wrote:
> 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. (character)
>
> How can I ensure that R creates an XTS object that is still a data.frame so that all the data are the correct type??
>
You can't.  xts/zoo objects are a matrix with an index attribute.
Since you can't mix types in a matrix, you can't mix types in an
xts/zoo object.  That said, part of the xts Google Summer of Code
project is to create an xts-like object that allows mixed types.

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



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