[R] A zoo question / problem

Gabor Grothendieck ggrothendieck at gmail.com
Mon Aug 11 14:02:05 CEST 2008


Even though there is a "[.zoo", there is no "[.zoo<-" in zoo.
For assignments it simply defaults to the ordinary [ for
vectors and matrices.   Any of these work:

window(t1, both.dates)[, both.cols] <- t2[both.dates, both.cols]

window(t1, both.dates)[, both.cols] <- window(t2, both.dates)[, both.cols]

t1[time(t1) %in% both.dates, both.cols] <- t2[both.dates, both.cols]

t1[time(t1) %in% both.dates, both.cols] <- t2[time(t2) %in%
both.dates, both.cols]

On Mon, Aug 11, 2008 at 5:59 AM,  <david.jessop at ubs.com> wrote:
> Hi
>
> I'm having a problem using the zoo library and I can't see what I'm
> doing wrong.  For example setting up the data
>
>> t1 = zoo (matrix (1:12, nrow = 3), order.by = as.Date
> (c("2008-08-01","2008-08-02","2008-08-03")))
>> colnames (t1) = c ("A", "B", "C", "D")
>> t2 = zoo (matrix (1:12, nrow = 3), order.by = as.Date
> (c("2008-08-02","2008-08-03","2008-08-04")))
>> colnames (t2) = c ("B", "C", "D", "E")
>
>> both.dates = as.Date (intersect (index (t1), index (t2)))
>> both.cols = intersect (colnames (t1), colnames (t2))
>
> Then calling
>> t1 [both.dates, both.cols]
> gives the expected
>           B C  D
> 2008-08-02 5 8 11
> 2008-08-03 6 9 12
>
> And
>> t2 [both.dates, both.cols]
> gives
>           B C D
> 2008-08-02 1 4 7
> 2008-08-03 2 5 8
>
> But
>> t1 [both.dates, both.cols] <- t2 [both.dates, both.cols]
> gives
> Error in t1[both.dates, both.cols] <- t2[both.dates, both.cols] :
>  subscript out of bounds
>
> I've tried various varieties of as.matrix, coredata but always get this
> error. It's something to do with the first part of the expression as
>
>> t1 [as.Date (both.dates), both.cols] = matrix (1, nrow = 2, ncol = 3)
> Error in t1[as.Date(both.dates), both.cols] = matrix(1, nrow = 2, ncol =
> 3) :
>  subscript out of bounds
>
> So I'm stuck.  I'm running on Windows with R version 2.7.0
>
> Regards,
>
> David
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