[R] help with xts

Joshua Ulrich josh.m.ulrich at gmail.com
Sun May 18 18:35:52 CEST 2014


Using subset assignment with an array usually doesn't work well with
xts/zoo objects.  Your case wouldn't even work with a matrix because
you have NA in your array.

In this case, you can achieve the same result using multiplication:
pos.neg.1 <- ((cond1 < cond2)*-2+1)
test <- test * pos.neg.1

Best,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com


On Sun, May 18, 2014 at 9:25 AM, Pete <freerisk3 at gmail.com> wrote:
> I have 3 xts objects: test, cond1, cond2
> You can download here:
>
> https://dl.dropboxusercontent.com/u/102669/obj.rar
>
> My problem is very simple.
>
> test [ cond1 < cond2] = NA                           THIS WORKS
>
> test [ cond1 < cond2] = -test [ cond1 < cond2]       THIS DOESN'T WORKS
>
> Why?
>
> My objective is to substitute all values in test (when cond1 < cond2) with
> the corresponding values of test but with negative sign
>
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