[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
> Issued by UBS AG or affiliates to professional investors for
> information only and its accuracy/completeness is not guaranteed.
> All opinions may change without notice and may differ to
> opinions/recommendations expressed by other business areas of UBS.
> UBS may maintain long/short positions and trade in instruments
> referred to. Unless stated otherwise, this is not a personal
> recommendation, offer or solicitation to buy/sell and any
> prices/quotations are indicative only. UBS may provide investment
> banking and other services to, and/or its employees may be directors
> of, companies referred to. To the extent permitted by law, UBS does
> not accept any liability arising from the use of this communication.
>
> (c) UBS 2008. All rights reserved. Intended for recipient only
> and not for further distribution without the consent of UBS.
>
> UBS Limited is a company registered in England & Wales under company
> number 2035362, whose registered office is at 1 Finsbury Avenue,
> London, EC2M 2PP, United Kingdom.
>
> UBS AG (London Branch) is registered as a branch of a foreign company
> under number BR004507, whose registered office is at
> 1 Finsbury Avenue, London, EC2M 2PP, United Kingdom.
>
> UBS Clearing and Execution Services Limited is a company registered
> in England & Wales under company number 03123037, whose registered
> office is at 1 Finsbury Avenue, London, EC2M 2PP, United Kingdom.
>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
More information about the R-help
mailing list