[R] Finmetrics positions
Diethelm Wuertz
wuertz at itp.phys.ethz.ch
Fri Dec 10 00:43:48 CET 2004
Omar Lakkis wrote:
>Finmetrics (in S-PLUS) has teh functions "positions" (return the
>positions of an ordered data object). Is there an equivalent to it in
>Remtrics?
>I am applying it to teh data of a time series.
>
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>
Yes,
have a look on the help page: seriesPositions() is the name of the function.
I used "seriesPositions()" like "seriesData()". This makes naming
conventions consistent.
The help page tells you :
|seriesData|
|seriesPositions|
extract the |@Data| and |@position| slots from a |timeSeries| object.
Thus, |seriesData|
returns an object of class |matrix|, and |seriesPositions| returns an
object of class |timeDate|.
regards Diethelm Wuertz
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