its package: inexplicable date-shifting ?!
Can someone please explain to me why the dates get shifted by one day when I create an its ( irregular time-series ) object from a matrix for which I've assigned row names. E.g. in the example run below, why does the its object have dates one-shifted from my original dates?
install.packages('its')
install.packages('Hmisc')
require(its)
m <- matrix(1:2, nrow=2)
m
[,1] [1,] 1 [2,] 2
its.format('%Y%m%d')
[1] "%Y%m%d"
rownames(m) <- c('20040813', '20040814')
m
[,1] 20040813 1 20040814 2
its(structure(m))
1 20040812 1 20040813 2 -----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Berton Gunter Sent: Wednesday, April 27, 2005 1:28 PM To: ltorgo at liacc.up.pt Cc: r-help at stat.math.ethz.ch Subject: RE: [R] Recursive calculation of a series of values Algebra: cumprod(1+v)*x[0] -- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA "The business of the statistician is to catalyze the scientific learning process." - George E. P. Box
-----Original Message----- From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Luis Torgo Sent: Wednesday, April 27, 2005 7:42 AM To: r-help at stat.math.ethz.ch Subject: [R] Recursive calculation of a series of values Dear R-users, I'm felling kind of blocked on a quite simple problem and I wonder if someone could give me a help with it. My problem: x[0] = 100 x[1] = (1+v[1])*x[0] x[2] = (1+v[2])*x[1] ... i.e. x[i] = (1+v[i])*x[i-1] and x[0]=k Given a set of v values I wanted to obtain the corresponding x values in an efficient way (i.e. without a for loop). For instance, if x[0] = 100 and v = c(0.2,-0.1,0.05) then I would get x = c(120,108,113.4) I'm almost sure the function filter() from package tseries is the key for getting these values but I'm really blocked. Any help is much appreciated. Lu??s Torgo -- Luis Torgo FEP/LIACC, University of Porto Phone : (+351) 22 339 20 93 Machine Learning Group Fax : (+351) 22 339 20 99 R. de Ceuta, 118, 6o email : ltorgo at liacc.up.pt 4050-190 PORTO - PORTUGAL WWW : http://www.liacc.up.pt/~ltorgo
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______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html