[R] Difficulties in starting up with its package

[Gabor Grothendieck]

Ajay Shah <ajayshah <at> mayin.org> writes:

: 
: Folks,
: 
: I'm trying to learn `its' and am stuck on many basics. 


Not sure about those issues but I am familiar with zoo and you could do
the above in zoo like this. 

require(zoo)

d <- seq(as.Date("2000-01-01"), as.Date("2000-01-10"), by = "day")
x1 <- zoo(matrix(1:30,ncol=3), d)

dw <- d[as.numeric(format(d,"%w")) %in% 1:5]
x2 <- zoo(matrix(1:30,ncol=3), dw)
print(x2)

str(x1)
str(x2)

write.table(data.frame(time = time(x1), unclass(x1)), file = "/mytest.txt")
y <- read.table("/mytest.txt", header = T, as.is = T)
y <- zoo(data.matrix(y[,-1]),as.Date(y[,1]))
print(y)
print(x1)

# this works since y and x1 same times and are conformable but in general 
# you need to do a merge first to align them
y-x1 

nifty.its <-
structure(c(1.01494311428086, 1.00936924878702, 1.01265263274214, 
0.984531863814928, 0.980409543074067, 0.98469241317728, 1.01059040709914, 
1.03118189975644, 0.998663641731672, 0.995083089562457, 0.992244183137353, 
0.951052697932426, 0.983330571665286), .Dim = as.integer(c(13, 
1)), .Dimnames = list(c("2004-05-04", "2004-05-05", "2004-05-06", 
"2004-05-07", "2004-05-10", "2004-05-20", "2004-05-21", "2004-05-24", 
"2004-05-25", "2004-05-26", "2004-05-27", "2004-05-28", "2004-05-31"),
"r.nifty"))

inrusd.its <-
structure(c(1.01311623699683, 0.996651785714286, 0.997088465845465, 
1, 1.00651392632525, 1.00937290783307, 0.999115631218218, 0.997565833148927, 
1.00421472937001, 1.00397614314115, 0.998899889989, 0.995594713656388, 
0.995353982300885, 1.00466770393421, 0.99933628318584, 1, 1.00154970112907, 
1.00221043324492, 0.998456109395677), .Dim = as.integer(c(19, 
1)), .Dimnames = list(c("2004-05-03", "2004-05-05", "2004-05-06", 
"2004-05-07", "2004-05-10", "2004-05-11", "2004-05-12", "2004-05-13", 
"2004-05-14", "2004-05-17", "2004-05-18", "2004-05-19", "2004-05-20", 
"2004-05-21", "2004-05-24", "2004-05-25", "2004-05-26", "2004-05-27", 
"2004-05-28"), "r.inrusd"))

nifty.zoo <- zoo(nifty.its, as.Date(rownames(nifty.its)))
rownames(nifty.zoo) <- NULL

inrusd.zoo <- zoo(inrusd.its, as.Date(rownames(inrusd.its)))
rownames(inrusd.zoo) <- NULL

# merge.zoo is similar to union in its
merge(nifty.zoo, inrusd.zoo)

# merge.zoo with all = FALSE is similar to intersect in its
merge(nifty.zoo, inrusd.zoo, all = FALSE)