timeseries - xst vs. dataframe?
I've enjoyed your prosthelytizing of xts of late... the syntax you just highlighted looks appealing. I've found zoo powerful, and xts appears to be a useful extension. One question r.e. xts vs. dataframes: the lack of $a and [["a"]] notation in zoo has always struck me as a cumbersome difference from dataframes. Is "list" syntax planned for inclusion in xst? At present, column numbering (test.zoo[,1]) seems the best alternative. Since as.data.frame(test.zoo)$a appears to recover the core data, it sounds sensible for "test.zoo$a" to extract an object containing the index and the named column. Does this break anything? e.g. : test.df = data.frame(a=1:5, b=2*(1:5)) test.df$a #[1] 1 2 3 4 5 index = Sys.time() + 60*1:5 test.zoo = zoo(test.df, order.by=index) test.zoo$a #NULL test.zoo[1:2,1] # 2008-02-13 05:54:40 2008-02-13 05:55:40 # 1 2 coredata(test.zoo)$a #NULL as.data.frame(test.zoo)$a # [1] 1 2 3 4 5 thanks and best, christian
At this point 'xts' objects behave much like any standard data.frame, matrix or, most closely, zoo object. They have some unique user 'xts' methods but all standard 'zoo' methods will work (it just extends 'zoo')