Date from csv as date for ts
Try this where textConnection(Lines) would be replaced by "myfile.csv" or whatever your file name. Also you can replace each of the two occurrences of the word zoo below with xts and it will give xts objects instead. Read the three vignettes that come with zoo for more info. library(zoo) Lines <- "Name,Date,Returns A,31/01/2000,1 A,01/02/2000,2 B,31/01/2000,1 B,01/02/2000,2 B,01/03/2000,3 " DF <- read.csv(textConnection(Lines)) f <- function(x) zoo(x$Returns, as.Date(x$Date, "%d/%m/%Y")) do.call(merge, by(DF, DF$Name, f))
On Tue, May 6, 2008 at 11:17 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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