[R] its package: inexplicable date-shifting ?!

[Dirk Eddelbuettel]

On 27 April 2005 at 13:45, Chalasani, Prasad wrote:
| Can someone please explain to me why 
| the dates get shifted by one day 
| when I create an its ( irregular time-series ) 
| object from a matrix for which I've
| assigned row names.

I think you initiated the its() object the wrong way -- the date object needs
to be supplied, you were sort-of hiding that in the matrix rownames:

> m <- matrix(1:2, nrow=2)
> its(m, as.POSIXct(strptime(c('20040813', '20040814'), "%Y%m%d")))
           1
2004-08-13 1
2004-08-14 2
> 

Hth, Dirk


| E.g. in the example run below, 
| why does the its object have dates
| one-shifted from my original dates?
| 
| > install.packages('its')
| > install.packages('Hmisc')
| > require(its)
| > m <- matrix(1:2, nrow=2)
| > m
|      [,1]
| [1,]    1
| [2,]    2
| > its.format('%Y%m%d')
| [1] "%Y%m%d"
| > rownames(m) <- c('20040813', '20040814')
| > m
|          [,1]
| 20040813    1
| 20040814    2
| > its(structure(m))
|          1
| 20040812 1
| 20040813 2
| 
| 
| -----Original Message-----
| From: r-help-bounces at stat.math.ethz.ch
| [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Berton Gunter
| Sent: Wednesday, April 27, 2005 1:28 PM
| To: ltorgo at liacc.up.pt
| Cc: r-help at stat.math.ethz.ch
| Subject: RE: [R] Recursive calculation of a series of values
| 
| 
| Algebra:
| cumprod(1+v)*x[0]
| 
| -- Bert Gunter
| Genentech Non-Clinical Statistics
| South San Francisco, CA
|  
| "The business of the statistician is to catalyze the scientific learning
| process."  - George E. P. Box
|  
|  
| 
| > -----Original Message-----
| > From: r-help-bounces at stat.math.ethz.ch
| > [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Luis Torgo
| > Sent: Wednesday, April 27, 2005 7:42 AM
| > To: r-help at stat.math.ethz.ch
| > Subject: [R] Recursive calculation of a series of values
| > 
| > Dear R-users,
| > 
| > I'm felling kind of blocked on a quite simple problem and I wonder if 
| > someone could give me a help with it.
| > 
| > My problem:
| > 
| > x[0] = 100
| > x[1] = (1+v[1])*x[0]
| > x[2] = (1+v[2])*x[1]
| > ...
| > 
| > i.e.
| > 
| > x[i] = (1+v[i])*x[i-1]
| > and x[0]=k
| > 
| > Given a set of v values I wanted to obtain the corresponding
| > x values in
| > an efficient way (i.e. without a for loop).
| > 
| > For instance, if x[0] = 100 and v = c(0.2,-0.1,0.05) then I would get
| > x = c(120,108,113.4)
| > 
| > I'm almost sure the function filter() from package tseries is the key 
| > for getting these values but I'm really blocked.
| > 
| > Any help is much appreciated.
| > 
| > Luís Torgo
| > 
| > --
| > Luis Torgo
| >  FEP/LIACC, University of Porto   Phone : (+351) 22 339 20 93
| >  Machine Learning Group           Fax   : (+351) 22 339 20 99
| >  R. de Ceuta, 118, 6o             email : ltorgo at liacc.up.pt
| >  4050-190 PORTO - PORTUGAL        WWW   : 
| > http://www.liacc.up.pt/~ltorgo
| > 
| > ______________________________________________
| > 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
| >
| 
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