Two similar zoo objects with different structures, how to get same structure?
Dear Dr. Grothendieck,
First of all, I realized I did not load zoo package before I tried the
first str(bldata). If I load zoo and then do str(bldata) I get the
following:
'zoo' series from 7305 to 14609
Data: num [1:5219, 1:12] 91.9 91.8 91.7 91.8 91.7 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:12] "ED4 COMDTY" "ED12 COMDTY" "ER4 COMDTY" "ER12 COMDTY" ...
Index: Classes 'dates', 'times' atomic [1:5219] 7305 7306 7307 7308 7309 ...
..- attr(*, "format")= chr "m/d/y"
..- attr(*, "origin")= Named num [1:3] 1 1 1970
.. ..- attr(*, "names")= chr [1:3] "month" "day" "year"
Now, I've done what you said and here is the ASCII representation of
the data (I don't know if one can attach files here, and anyway I
cannot attach files where I am, but the following would reproduce
exactly):
a <- (structure(c(98.585, 98.355, 98.48, 98.585, 98.67, 98.695, 98.81,
98.865, 98.865, 98.865, 98.735, 98.805, 98.805, 97.435, 97.18,
97.165, 97.265, 97.34, 97.415, 97.445, 97.505, 97.525, 97.635,
97.625, 97.53, 97.53, 0.25, 0.25, 0.25, 0.25, 0.25, 0.25, 0.25,
0.25, 0.25, 0.25, 0.25, 0.25, 0.25, 2, 2, 2, 2, 2, 1.5, 1.5,
1.5, 1.5, 1.5, 1.5, 1.5, 1.5), .Dim = c(13L, 4L), index = structure(c(14245,
14246, 14249, 14250, 14251, 14252, 14253, 14256, 14257, 14258,
14259, 14260, 14263), format = "m/d/y", origin = structure(c(1,
1, 1970), .Names = c("month", "day", "year")), class = c("dates",
"times")), class = "zoo", .Dimnames = list(NULL, c("ED4 COMDTY",
"ED12 COMDTY", "FDTR INDEX", "UKBRBASE INDEX"))))
Copy-paste to R prompt shows following:
ED4 COMDTY ED12 COMDTY FDTR INDEX UKBRBASE INDEX
14245 98.585 97.435 0.25 2.0
14246 98.355 97.180 0.25 2.0
14249 98.480 97.165 0.25 2.0
14250 98.585 97.265 0.25 2.0
14251 98.670 97.340 0.25 2.0
14252 98.695 97.415 0.25 1.5
14253 98.810 97.445 0.25 1.5
14256 98.865 97.505 0.25 1.5
14257 98.865 97.525 0.25 1.5
14258 98.865 97.635 0.25 1.5
14259 98.735 97.625 0.25 1.5
14260 98.805 97.530 0.25 1.5
14263 98.805 97.530 0.25 1.5
On my Bloomberg machine, in R console, the rownames look like:
ED4 COMDTY ED12 COMDTY FDTR INDEX UKBRBASE INDEX
01/01/09 98.585 97.435 0.25 2.0
01/02/09 98.355 97.180 0.25 2.0
01/05/09 98.480 97.165 0.25 2.0
01/06/09 98.585 97.265 0.25 2.0
01/07/09 98.670 97.340 0.25 2.0
and that is what I try to get as well.
Doing:
attributes(a)[[2]] <- format(as.Date(attributes(a)[[2]]), "%m/%d/%y")
changes structure of a to:
'zoo' series from 01/01/09 to 01/19/09
Data: num [1:13, 1:4] 98.6 98.4 98.5 98.6 98.7 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:4] "ED4 COMDTY" "ED12 COMDTY" "FDTR INDEX" "UKBRBASE INDEX"
Index: chr [1:13] "01/01/09" "01/02/09" "01/05/09" "01/06/09"
"01/07/09" "01/08/09" "01/09/09" "01/12/09" "01/13/09" "01/14/09"
"01/15/09" "01/16/09" "01/19/09"
That is not the same structure, attributes disappeared.
What am I doing wrong?
Thank you in advance for your help.
Regards,
Sergey
On Wed, Jan 21, 2009 at 15:56, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:
Please reduce your examples down to small amounts of data and use dput so that they are reproducible. On Wed, Jan 21, 2009 at 9:32 AM, Sergey Goriatchev <sergeyg at gmail.com> wrote:
Dear all, I have a zoo object that has following structure:
str(bldata)
zoo [1:5219, 1:12] 91.9 91.8 91.7 91.8 91.7 ... - attr(*, "index")=Classes 'dates', 'times' atomic [1:5219] 7305 7306 7307 7308 7309 ... .. ..- attr(*, "format")= chr "m/d/y" .. ..- attr(*, "origin")= Named num [1:3] 1 1 1970 .. .. ..- attr(*, "names")= chr [1:3] "month" "day" "year" - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:12] "ED4 COMDTY" "ED12 COMDTY" "ER4 COMDTY" "ER12 COMDTY" ... I also have a vector of dates of same length as zoo object (5219):
str(bldates)
chr [1:5219] "01/01/90" "01/02/90" "01/03/90" "01/04/90" "01/05/90" "01/08/90" "01/09/90" "01/10/90" "01/11/90" "01/12/90" ... I do the following:
attributes(bldata)[[2]] <- as.Date(bldates, "%m/%d/%y")
and get the following:
str(bldata)
'zoo' series from 1990-01-01 to 2009-12-31 Data: num [1:5219, 1:12] 91.9 91.8 91.7 91.8 91.7 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:12] "ED4 COMDTY" "ED12 COMDTY" "ER4 COMDTY" "ER12 COMDTY" ... Index: Class 'Date' num [1:5219] 7305 7306 7307 7308 7309 ... But what I really want to get is the following:
str(bldata)
'zoo' series from 01/01/90 to 12/31/09 Data: num [1:5219, 1:12] 91.9 91.8 91.7 91.8 91.7 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr [1:12] "ED4 COMDTY" "ED12 COMDTY" "ER4 COMDTY" "ER12 COMDTY" ... Index: Classes 'dates', 'times' atomic [1:5219] 7305 7306 7307 7308 7309 ... ..- attr(*, "format")= chr "m/d/y" ..- attr(*, "origin")= Named num [1:3] 1 1 1970 .. ..- attr(*, "names")= chr [1:3] "month" "day" "year" The array bldata is the same, only the last one is on a machine running RBloomberg, and then I tried to save bldata (and rownames of bldata in bldates) and transfer bldata to the other machine which is not a Bloomberg terminal, and the structure of bldata changes. What should I do in this case to adjust the structure? I guess I have to somehow change the class of Index and set attributes of "Index" and attribute "names" of attribute "origin" of attribute "Index"? Thank you for your help in advance! Regards, Sergey -- I'm not young enough to know everything. /Oscar Wilde Experience is one thing you can't get for nothing. /Oscar Wilde When you are finished changing, you're finished. /Benjamin Franklin Tell me and I forget, teach me and I remember, involve me and I learn. /Benjamin Franklin Luck is where preparation meets opportunity. /George Patten
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I'm not young enough to know everything. /Oscar Wilde Experience is one thing you can't get for nothing. /Oscar Wilde When you are finished changing, you're finished. /Benjamin Franklin Tell me and I forget, teach me and I remember, involve me and I learn. /Benjamin Franklin Luck is where preparation meets opportunity. /George Patten