Offset a vector by 1 to k months

I am new to financial time series, zoo, and xts.

I have a length n vector (vDates) of dates. I have an n by k ?matrix (mDates). In row i and column j of the matrix, I would like the value to be the row i value of the vector + j months.

Adding a certain number of months isn't necessarily that easy.  You
need to choose a calendar convention.  For example, see
RQuantLib::advance().

mDates[i,j] ?= vDates[i] + j months.

I would like to do this without loops.

I solved the problem with just numbers.

v1 = 11:15
m1 = matrix(rep(0,20), nrow = 5)
m1 = v1 + col(m1)

I do not know how to add months in zoo or xts, so I tried lubridate.

library(lubridate)
vDate = as.Date(c("2011-06-01", "2011-06-02", "2011-06-03"), "%Y-%m-%d")
mDate2 ?= vDate ?+ months(1) ?this works fine

Are you sure this is fine?  Are you comfortable with the assumptions
being made?  For example:
mDate <- timeBasedSeq("201101/20110203")
tail(mDate + months(1))
# [1] "2011-03-01" "2011-03-02" "2011-03-03" "2011-03-01"
# [5] "2011-03-02" "2011-03-03"

But I do not know how to solve the problem for a matrix.

library(xts)
charvec = paste("2011-0", 1:2, "-01", sep = "")
theData = matrix(rep(0,6),nrow = 2)
z1 = xts(theData, as.Date(charvec))

I want the rows of z1 data to be
2011-02-01 ?2011-03-01 2011-04-01
2011-03-01 ?2011-04-01 2011-05-01

You can add a month to each index value via:
ISOdate(year(index(z1)),month(index(z1))+1,day(index(z1)))
# [1] "2011-02-01 12:00:00 GMT" "2011-03-01 12:00:00 GMT"

But you can't have Date class objects inside xts/zoo objects.  xts/zoo
objects are just matrix objects with an index attribute and matrix
objects can only contain atomic types (or list or expression).

Perhaps if you provide a bit more detail about your actual problem,
someone can show you a more "R-like" solution.

Thanks.
Ira

Hope that helps,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com

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