[R] cbind giving NA's?
Joshua Ulrich
josh.m.ulrich at gmail.com
Tue Oct 25 03:33:06 CEST 2011
Note that this issue was raised on StackOverflow recently.
http://stackoverflow.com/questions/7678090/xts-merge-odd-behaviour
Here's the solution:
index(a) <- index(a)
index(b) <- index(b)
merge(a,b)
ZWD.UGX SCHB.Close
2010-03-31 NA 28.02
2010-04-01 7.6343 NA
2010-04-02 7.6343 NA
2010-04-03 7.5458 NA
2010-04-04 7.4532 28.30
2010-04-05 7.4040 28.38
2010-04-06 7.3317 28.21
2010-04-07 NA 28.31
2010-04-08 NA 28.47
Jeff's answer on StackOverflow explains why this works.
Best,
--
Joshua Ulrich | FOSS Trading: www.fosstrading.com
On Fri, Aug 26, 2011 at 8:09 AM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
> This seems to be the easiest way to handle the problem:
>
>> a = xts(coredata(a), time(a))
>> b = xts(coredata(b), time(b))
>> merge(a,b)
>
>
> ZWD.UGX SCHB.Close
> 2010-03-31 NA 28.02
> 2010-04-01 7.6343 NA
> 2010-04-02 7.6343 NA
> 2010-04-03 7.5458 NA
> 2010-04-04 7.4532 28.30
> 2010-04-05 7.4040 28.38
> 2010-04-06 7.3317 28.21
> 2010-04-07 NA 28.31
> 2010-04-08 NA 28.47
>
> I can't be sure where the problem was coming from, but if you look
> closely into the mumbo jumbo of the dput() code you'll see that the
> time indices don't actually match anywhere as POSIXct/POSIXt objects.
> Even though they map to the same day, something or other is keeping
> them as internally different and it's probably inherited from the data
> sources -- one set maps to times captured at 2300 EDT on my machine
> and the other to 0800 EDT. If you want, it might be interesting to
> track down the difference, but the fix I gave above, which basically
> pulls the time data out through the xts class and only keeps the date
> in creating a new xts that's exactly the same should handle it.
>
> In short, it's all black magic derived from R's various time/date
> mechanisms. If you don't
>
>
> really want to see whats under the hood, this will also work in this case.
>
>
>> a = as.xts(a)
>> b = as.xts(b)
>> merge(a, b)
>
> But this can lead to some strange code if you don't take a moment to think
> about it
>
>> is.xts(a)
> TRUE
>
>> identical(a, as.xts(a))
> FALSE
>
> Hope this helps and thanks for the fun problem!
>
> Michael Weylandt
>
>
>
>
> On Fri, Aug 26, 2011 at 8:08 AM, Petr PIKAL <petr.pikal at precheza.cz> wrote:
>
>> I was rather too quick
>>
>> It has probably something to do with versions of zoo and xts
>>
>> after updating to zoo 1.7.4 and xts 0.8.2 I got with your examples
>>
>> > merge(a,b)
>> ZWD.UGX SCHB.Close
>> 2010-04-01 NA 28.02
>> 2010-04-01 7.6343 NA
>> 2010-04-02 7.6343 NA
>> 2010-04-03 7.5458 NA
>> 2010-04-04 7.4532 NA
>> 2010-04-05 NA 28.30
>> 2010-04-05 7.4040 NA
>> 2010-04-06 NA 28.38
>> 2010-04-06 7.3317 NA
>> 2010-04-07 NA 28.21
>> 2010-04-08 NA 28.31
>> 2010-04-09 NA 28.47
>>
>> but when I did
>>
>> > a<-as.zoo(a)
>> > b<-as.zoo(b)
>>
>> I got
>>
>> > merge(a,b)
>> ZWD.UGX SCHB.Close
>> 2010-04-01 7.6343 28.02
>> 2010-04-02 7.6343 NA
>> 2010-04-03 7.5458 NA
>> 2010-04-04 7.4532 NA
>> 2010-04-05 7.4040 28.30
>> 2010-04-06 7.3317 28.38
>> 2010-04-07 NA 28.21
>> 2010-04-08 NA 28.31
>> 2010-04-09 NA 28.47
>>
>> which is probably what you want.
>>
>> Regards
>> Petr
>>
>> >
>>
>> > Hi
>> >
>> > >
>> > > On 26 August 2011 03:37, R. Michael Weylandt
>> <michael.weylandt at gmail.com> wrote:
>> > > > If you could, dput() them so we can see everything about them. You
>> also
>> > > > might see if merge() gives you more expected behavior....
>> > >
>> > > Ok...
>> > > > dput(a)
>> > > structure(c(7.6343, 7.6343, 7.5458, 7.4532, 7.404, 7.3317), class =
>> c("xts",
>> > > "zoo"), .indexCLASS = "Date", .indexTZ = "", index =
>> structure(c(1270105200,
>> > > 1270191600, 1270278000, 1270364400, 1270450800, 1270537200), tzone =
>> > > "", tclass = "Date"), .Dim = c(6L,
>> > > 1L), .Dimnames = list(NULL, "ZWD.UGX"))
>> > > > dput(b)
>> > > structure(c(28.02, 28.3, 28.38, 28.21, 28.31, 28.47), .indexCLASS =
>> > > "Date", .indexTZ = "", src = "yahoo", updated =
>> > > structure(1314356091.21457, class = c("POSIXct",
>> > > "POSIXt")), class = c("xts", "zoo"), index = structure(c(1270072800,
>> > > 1270418400, 1270504800, 1270591200, 1270677600, 1270764000), tzone =
>> > > "", tclass = "Date"), .Dim = c(6L,
>> > > 1L), .Dimnames = list(NULL, "SCHB.Close"))
>> > > > merge(a,b)
>> > > > merge(a,b)
>> > > ZWD.UGX SCHB.Close
>> > > 2010-04-01 NA 28.02
>> > > 2010-04-01 7.6343 NA
>> > > 2010-04-02 7.6343 NA
>> > > 2010-04-03 7.5458 NA
>> > > 2010-04-04 7.4532 NA
>> > > 2010-04-05 NA 28.30
>> > > 2010-04-05 7.4040 NA
>> > > 2010-04-06 NA 28.38
>> > > 2010-04-06 7.3317 NA
>> > > 2010-04-07 NA 28.21
>> > > 2010-04-08 NA 28.31
>> > > 2010-04-09 NA 28.47
>> > > > q()
>>
>> > I get slightly different result
>> >
>> > > xx<-(merge(a,b))
>> > > xx
>> > ZWD.UGX SCHB.Close
>> > 1270072800 NA 28.02
>> > 1270105200 7.6343 NA
>> > 1270191600 7.6343 NA
>> > 1270278000 7.5458 NA
>> > 1270364400 7.4532 NA
>> > 1270418400 NA 28.30
>> > 1270450800 7.4040 NA
>> > 1270504800 NA 28.38
>> > 1270537200 7.3317 NA
>> > 1270591200 NA 28.21
>> > 1270677600 NA 28.31
>> > 1270764000 NA 28.47
>> >
>> > but from what you want it seems to me that aggregate could be suitable
>> second step.
>> >
>> > something like
>> >
>> > aggregate(xx, list(those dates you have but I don't), mean, na.rm=T)
>> >
>> > could do what you want.
>> >
>> > Regards
>> > Petr
>> >
>> > >
>> > > So, no, merge doesn't work...
>> > > --
>> > > Sent from my mobile device
>> > > Envoyait de mon telephone mobil
>> > >
>> > > ______________________________________________
>> > > 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.
>>
>> ______________________________________________
>> 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.
>>
>
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>
> ______________________________________________
> 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.
>
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