[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.
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>
>  
>
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




More information about the R-help mailing list