Skip to content

Raw epoch time from XTS

4 messages · Noah Silverman, Joshua Wiley

#
Hi,

I have a very large data set stored as an xts object.

xts is very nice about showing row labels as "human readable" dates and times.

I want the actual epoch values that are stored internally.  The only way I can find to access them is one-at-a-time using the internal function: xcoredata()

Calling this in an entire column, the "R" way doesn't work.  It will only return a single value.  Calling it in a loop for each row works but is painfully slow.

Since the epoch is stored internally, there must be some way to just grab it as a vector.  Does anyone know how?

Thanks!

--
Noah Silverman
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095
#
Hi Noah,

This is one of those cases where following the posting guide
(particularly the minimal, reproducible example part) would have
really helped.  Are you saying that calling:
xcoredata(your_xts_object) does not give you the internal
representation of time that you want?

data(sample_matrix)
sample.xts <- as.xts(sample_matrix, descr='my new xts object')
# returns a list, the index is the numeric representation of time
displayed in the rows
xcoredata(sample.xts)

You could also try the more direct:

attr(xts_object, "index")

If this is not what you want or is not working for you, providing us
the output of dput() from the first few rows of your dataset and an
example of what you do want would be spectacular.

Cheers,

Josh
On Sat, Aug 20, 2011 at 12:44 AM, Noah Silverman <noahsilverman at ucla.edu> wrote:

  
    
1 day later
#
Josh,

Good point about including an example.

calling xcoredata() does work, but only for a *single* row of the data at a time.  In R, I'm used to passing an entire data structure or vector to a function and automatically getting back a vector of all the results.  In this case, it doesn't work that way.

The attr() function is probably the best solution.

Thanks!

--
Noah Silverman
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095
On Aug 20, 2011, at 1:03 AM, Joshua Wiley wrote:

            
#
Noah,

For me xcoredata() returns a vector of the results, which makes me
wonder if you are using an old version of R or your data is somehow
stored differently.

Cheers,

Josh
On Sun, Aug 21, 2011 at 10:15 AM, Noah Silverman <noahsilverman at ucla.edu> wrote: