Date from csv as date for ts
Take a look at the 'zoo' or 'xts' packages: xts(smallcap.ts[,-1],as.Date(smallcap.ts[,1])) zoo(smallcap.ts[,-1],as.Date(smallcap.ts[,1])) 'xts' extends zoo - so you get all the goodness of zoo, and it adds some time-specific functionality. Either would be a good choice/start. A working sample might let me provide a more direct answer. Jeff
On Tue, May 6, 2008 at 10:17 AM, R at Nabble <vlanschot at yahoo.com> wrote:
Apologies if this has been answered elsewhere, but I couldn't find it. Basically, I dump securities' return- data in a csv-file with 3 columns: Name, Date, and Returns. In other words, the Date column contains multiple entries for each date, namely one for each security. I figured out how to extract these dates in one vector with strings from "31/01/2000" to 31/03/2008", which I then transformed via the as.Date function. I subsequently created a return-matrix via cbind for each security. My question/problem is, I have been unable to use the date-vector as date-input for my ts-object. Looking at the smallcap.ts-example on page 14 of the fPortfolio Package pdf, I'd like to somehow combine my Date-vector with my return-matrix into one large matrix for input in fPortfolio. Using cbind, etc. leads to errors. Clearly I'm on a steep learning curve, so any help appreciated. Thx, R at N -- View this message in context: http://www.nabble.com/Date-from-csv-as-date-for-ts-tp17085476p17085476.html Sent from the Rmetrics mailing list archive at Nabble.com.
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