Message-ID: <BANLkTinvXXjekGKTGL8g_iU=r=s+njAjOQ@mail.gmail.com>
Date: 2011-04-04T15:38:07Z
From: Gabor Grothendieck
Subject: How to speed up grouping time series, help please
In-Reply-To: <BANLkTikCuf_7_=M-DN4Q35a+g_SFYxiAxw@mail.gmail.com>
On Mon, Apr 4, 2011 at 11:20 AM, Den Alpin <den.alpin at gmail.com> wrote:
> I did some tests on Your and Gabor solutions, below my findings:
>
> - Your solution is fast as my solution in xts (below) but MUCH MORE
> READABLE, in particular I think your test should take into account xts
> creation from the data.frame (see below);
> - Gabor's solution with read.zoo is fast as xts but give an xts object
> that has some problems with time zones.
read.zoo gives a zoo object, not an xts object. If you want an xts
object try as.xts(z). If you were expecting an xts object that may be
the source of your other problems.
--
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com