[R] How to speed up grouping time series, help please

[Gabor Grothendieck]

On Mon, Apr 4, 2011 at 11:20 AM, Den Alpin <den.alpin at gmail.com> wrote:
> I did some tests on Your and Gabor solutions, below my findings:
>
> - Your solution is fast as my solution in xts (below) but MUCH MORE
> READABLE, in particular I think your test should take into account xts
> creation from the data.frame (see below);
> - Gabor's solution with read.zoo is fast as xts but give an xts object
> that has some problems with time zones.

read.zoo gives a zoo object, not an xts object.  If you want an xts
object  try as.xts(z). If you were expecting an xts object that may be
the source of your other problems.



-- 
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com