[R] How to convert xts data into list

Joshua Ulrich josh.m.ulrich at gmail.com
Wed Dec 19 17:12:39 CET 2012 

chron indexes aren't well-supported in xts.  Convert the index class
to POSIXct and it will plot.

indexClass(zc) <- "POSIXct"
plot(zc)

Best,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com


On Wed, Dec 19, 2012 at 9:47 AM, 박상규 <birdfire94 at naver.com> wrote:
>
>
> Thank you for your help.
> Now it works.
>
>
> SK Park
>
>
> -----Original Message-----
> From: "arun"<smartpink111 at yahoo.com>
> To: "박상규"<birdfire94 at naver.com>;
> Cc: "R help"<r-help at r-project.org>;
> Sent: 2012-12-20 (목) 00:13:40
> Subject: Re: [R] How to convert xts data into list
>
> HI,
> As I said earlier, I am able to generate the plot.
> pdf("Parkplot1.pdf")
>  plot(1:length(zc1$Close),split(zc1$Close,row(zc1)))
>  dev.off()
>
> #the pdf is attached.
> A.K.
>
>
>
>
>
>
>
> ________________________________
> From: 박상규 <birdfire94>@naver.com>
> To: arun <smartpink111>@yahoo.com>
> Sent: Wednesday, December 19, 2012 10:04 AM
> Subject: Re: [R] How to convert xts data into list
>
>
> Hi,
>
> Here I pasted the dput()ed data and result of str():
>
> Thanks,
> SK Park
> -----------------------------------------------------------------------------
> > str(zc)
> An ‘xts’ object from (10/15/12 09:00:00) to (10/15/12 15:15:00) containing:
>   Data: num [1:366, 1] 252 253 253 253 253 ...
>  - attr(*, "dimnames")=List of 2
>   ..$ : NULL
>   ..$ : chr "Close"
>   Indexed by objects of class: [chron,dates,times] TZ:
>   xts Attributes:
> List of 2
>  $ tclass: chr [1:3] "chron" "dates" "times"
>  $ tzone : chr ""
>
>
> > dput(zc)
> structure(c(252.4, 253.1, 253.15, 253.3, 253.25, 253.45, 253.5,
> 253.45, 253.2, 253.45, 253.65, 253.55, 253.4, 253.45, 253.4,
> 253.15, 253, 253.05, 253.1, 252.95, 252.5, 252.5, 252.5, 252.5,
> 252.25, 252.1, 252.3, 252.3, 252.2, 252.25, 252.3, 252.15, 252.4,
> 252.5, 252.4, 252.4, 252.5, 252.45, 252.55, 252.5, 252.5, 252.4,
> 252.4, 252.4, 252.4, 252.4, 252.5, 252.5, 252.45, 252.6, 252.9,
> 252.8, 252.75, 252.95, 252.75, 253, 253.05, 253.1, 253, 253.15,
> 253, 252.95, 252.95, 253.1, 253.1, 252.95, 253.15, 253.25, 253.4,
> 253.7, 253.7, 253.85, 253.95, 253.85, 253.9, 253.9, 254.1, 253.95,
> 253.95, 253.95, 253.9, 253.8, 253.85, 253.95, 253.9, 253.9, 253.9,
> 253.95, 253.85, 253.9, 253.85, 253.55, 253.65, 253.5, 253.7,
> 253.7, 253.6, 253.9, 253.85, 253.9, 253.85, 253.7, 253.6, 253.8,
> 253.85, 253.75, 253.8, 253.9, 253.95, 254.55, 254.45, 254.35,
> 254.3, 254.3, 254.2, 254.25, 254.1, 254.1, 254.15, 254.1, 253.9,
> 253.7, 253.7, 253.6, 253.7, 253.7, 253.75, 253.75, 253.7, 253.6,
> 253.7, 253.3, 253.25, 253.3, 253.2, 253.25, 253.3, 253.2, 253.25,
> 253.25, 253.15, 253.05, 253, 252.8, 252.65, 252.65, 252.55, 252.7,
> 252.7, 252.6, 252.75, 252.65, 252.7, 252.75, 252.75, 252.75,
> 252.65, 252.7, 252.65, 252.65, 252.65, 252.9, 252.8, 252.8, 252.8,
> 252.55, 252.7, 252.85, 252.85, 252.85, 252.75, 252.8, 252.8,
> 252.75, 252.8, 252.75, 252.85, 252.85, 252.85, 252.85, 252.8,
> 252.9, 252.85, 252.9, 252.85, 252.6, 252.75, 252.7, 252.65, 252.55,
> 252.5, 252.5, 252.5, 252.4, 252.6, 252.5, 252.8, 252.75, 252.8,
> 252.85, 252.8, 252.8, 252.9, 252.9, 252.9, 253.05, 252.9, 252.9,
> 252.85, 252.9, 252.95, 252.9, 252.75, 252.7, 252.75, 252.8, 252.8,
> 252.75, 252.65, 252.65, 252.85, 252.95, 253.05, 253, 252.95,
> 252.9, 252.95, 252.95, 252.95, 252.9, 252.9, 253.15, 253.15,
> 253.05, 253, 252.95, 252.85, 252.8, 253.05, 252.95, 252.9, 253,
> 253.1, 252.95, 252.95, 253.05, 253, 253.1, 252.9, 252.9, 252.95,
> 252.95, 252.95, 253, 252.95, 253.15, 253.1, 253.05, 253.05, 253.2,
> 253.3, 253.35, 253.3, 253.3, 253.2, 253.25, 253.2, 253.2, 253.15,
> 253.05, 253.05, 253.1, 253.05, 253, 253, 252.85, 252.85, 252.75,
> 252.75, 252.85, 252.75, 252.75, 252.75, 252.8, 252.7, 252.7,
> 252.7, 252.7, 252.7, 252.65, 252.65, 252.65, 252.65, 252.55,
> 252.6, 252.8, 252.65, 252.6, 252.6, 252.65, 252.45, 252.4, 252.45,
> 252.5, 252.65, 252.75, 252.7, 252.8, 252.75, 252.8, 252.7, 252.7,
> 252.7, 252.8, 252.75, 252.75, 252.75, 252.65, 252.7, 252.75,
> 252.7, 252.8, 252.8, 252.8, 252.75, 252.7, 252.75, 252.8, 252.8,
> 253.05, 252.9, 252.75, 252.75, 252.8, 252.8, 252.65, 252.6, 252.55,
> 252.55, 252.55, 252.55, 252.55, 252.7, 252.75, 252.65, 252.75,
> 252.7, 252.65, 252.6, 252.6, 252.6, 252.55, 252.5, 252.6, 252.65,
> 252.7, 252.7, 252.7, 252.8, 252.75, 252.85, 252.9, 252.95, 253.05,
> 253.05, 253.1), class = c("xts", "zoo"), .indexCLASS = c("chron",
> "dates", "times"), tclass = c("chron", "dates", "times"), .indexTZ = "", tzone = "", index = structure(c(1350259200,
> 1350259260, 1350259320, 1350259380, 1350259440, 1350259500, 1350259560,
> 1350259620, 1350259680, 1350259740, 1350259800, 1350259860, 1350259920,
> 1350259980, 1350260040, 1350260100, 1350260160, 1350260220, 1350260280,
> 1350260340, 1350260400, 1350260460, 1350260520, 1350260580, 1350260640,
> 1350260700, 1350260760, 1350260820, 1350260880, 1350260940, 1350261000,
> 1350261060, 1350261120, 1350261180, 1350261240, 1350261300, 1350261360,
> 1350261420, 1350261480, 1350261540, 1350261600, 1350261660, 1350261720,
> 1350261780, 1350261840, 1350261900, 1350261960, 1350262020, 1350262080,
> 1350262140, 1350262200, 1350262260, 1350262320, 1350262380, 1350262440,
> 1350262500, 1350262560, 1350262620, 1350262680, 1350262740, 1350262800,
> 1350262860, 1350262920, 1350262980, 1350263040, 1350263100, 1350263160,
> 1350263220, 1350263280, 1350263340, 1350263400, 1350263460, 1350263520,
> 1350263580, 1350263640, 1350263700, 1350263760, 1350263820, 1350263880,
> 1350263940, 1350264000, 1350264060, 1350264120, 1350264180, 1350264240,
> 1350264300, 1350264360, 1350264420, 1350264480, 1350264540, 1350264600,
> 1350264660, 1350264720, 1350264780, 1350264840, 1350264900, 1350264960,
> 1350265020, 1350265080, 1350265140, 1350265200, 1350265260, 1350265320,
> 1350265380, 1350265440, 1350265500, 1350265560, 1350265620, 1350265680,
> 1350265740, 1350265800, 1350265860, 1350265920, 1350265980, 1350266040,
> 1350266100, 1350266160, 1350266220, 1350266280, 1350266340, 1350266400,
> 1350266460, 1350266520, 1350266580, 1350266640, 1350266700, 1350266760,
> 1350266820, 1350266880, 1350266940, 1350267000, 1350267060, 1350267120,
> 1350267180, 1350267240, 1350267300, 1350267360, 1350267420, 1350267480,
> 1350267540, 1350267600, 1350267660, 1350267720, 1350267780, 1350267840,
> 1350267900, 1350267960, 1350268020, 1350268080, 1350268140, 1350268200,
> 1350268260, 1350268320, 1350268380, 1350268440, 1350268500, 1350268560,
> 1350268620, 1350268680, 1350268740, 1350268800, 1350268860, 1350268920,
> 1350268980, 1350269040, 1350269100, 1350269160, 1350269220, 1350269280,
> 1350269340, 1350269400, 1350269460, 1350269520, 1350269580, 1350269640,
> 1350269700, 1350269760, 1350269820, 1350269880, 1350269940, 1350270000,
> 1350270060, 1350270120, 1350270180, 1350270240, 1350270300, 1350270360,
> 1350270420, 1350270480, 1350270540, 1350270600, 1350270660, 1350270720,
> 1350270780, 1350270840, 1350270900, 1350270960, 1350271020, 1350271080,
> 1350271140, 1350271200, 1350271260, 1350271320, 1350271380, 1350271440,
> 1350271500, 1350271560, 1350271620, 1350271680, 1350271740, 1350271800,
> 1350271860, 1350271920, 1350271980, 1350272040, 1350272100, 1350272160,
> 1350272220, 1350272280, 1350272340, 1350272400, 1350272460, 1350272520,
> 1350272580, 1350272640, 1350272700, 1350272760, 1350272820, 1350272880,
> 1350272940, 1350273000, 1350273060, 1350273120, 1350273180, 1350273240,
> 1350273300, 1350273360, 1350273420, 1350273480, 1350273540, 1350273600,
> 1350273660, 1350273720, 1350273780, 1350273840, 1350273900, 1350273960,
> 1350274020, 1350274080, 1350274140, 1350274200, 1350274260, 1350274320,
> 1350274380, 1350274440, 1350274500, 1350274560, 1350274620, 1350274680,
> 1350274740, 1350274800, 1350274860, 1350274920, 1350274980, 1350275040,
> 1350275100, 1350275160, 1350275220, 1350275280, 1350275340, 1350275400,
> 1350275460, 1350275520, 1350275580, 1350275640, 1350275700, 1350275760,
> 1350275820, 1350275880, 1350275940, 1350276000, 1350276060, 1350276120,
> 1350276180, 1350276240, 1350276300, 1350276360, 1350276420, 1350276480,
> 1350276540, 1350276600, 1350276660, 1350276720, 1350276780, 1350276840,
> 1350276900, 1350276960, 1350277020, 1350277080, 1350277140, 1350277200,
> 1350277260, 1350277320, 1350277380, 1350277440, 1350277500, 1350277560,
> 1350277620, 1350277680, 1350277740, 1350277800, 1350277860, 1350277920,
> 1350277980, 1350278040, 1350278100, 1350278160, 1350278220, 1350278280,
> 1350278340, 1350278400, 1350278460, 1350278520, 1350278580, 1350278640,
> 1350278700, 1350278760, 1350278820, 1350278880, 1350278940, 1350279000,
> 1350279060, 1350279120, 1350279180, 1350279240, 1350279300, 1350279360,
> 1350279420, 1350279480, 1350279540, 1350279600, 1350279660, 1350279720,
> 1350279780, 1350279840, 1350279900, 1350279960, 1350280020, 1350280080,
> 1350280140, 1350280200, 1350280260, 1350280320, 1350280380, 1350280440,
> 1350280500, 1350280560, 1350280620, 1350280680, 1350280740, 1350280800,
> 1350280860, 1350280920, 1350280980, 1350281040, 1350281700), tzone = "", tclass = c("chron",
> "dates", "times")), .Dim = c(366L, 1L), .Dimnames = list(NULL,
>     "Close"))
> -----------------------------------------------------------------------------
>
> -----Original Message-----
> From: "arun"<smartpink111>@yahoo.com>
> To: "박상규"<birdfire94>@naver.com>;
> Cc:
> Sent: 2012-12-20 (목) 00:00:24
> Subject: Re: [R] How to convert xts data into list
>
> HI,
> I don't know how the structure of your xts data looks like.  I was assuming that this was the way you created the xts object.
> If you dput() the data, I would be happy to check it.  BTW, are you saying that the example dataset that I provided did not work?  It worked for me.
> A.K.
>
>
>
>
>
>
> ________________________________
> From: 박상규 <birdfire94>@naver.com>
> To: arun <smartpink111>@yahoo.com>
> Sent: Wednesday, December 19, 2012 8:31 AM
> Subject: Re: [R] How to convert xts data into list
>
>
> Hi,
>
> Thanks for reply. But I still failed to plot it.
> I also found another way to plot it.
> I converted xts data frame into matrix, and again matrix into list referencing the following link.
>
> http://www.statmethods.net/management/typeconversion.html
>
> mat <- as.matrix(zc)
> vec <- as.vector(mat)
> plot(vec)
>
> SK Park
>
>
> -----Original Message-----
> From: "arun"<smartpink111>@yahoo.com>
> To: "박상규"<birdfire94>@naver.com>;
> Cc: "R help"<r-help>@r-project.org>;
> Sent: 2012-12-19 (수) 22:07:46
> Subject: Re: [R] How to convert xts data into list
>
> Hi,
>
> I didn't understand ">".
> Lines1<-textConnection("Date Time Close
> 10/15/12 09:00:00 252.40
> 10/15/12 09:01:00 253.10
> 10/15/12 09:02:00 253.15
> 10/15/12 09:03:00 253.30
> 10/15/12 09:04:00 253.25
> 10/15/12 09:05:00 253.45")
> library(zoo)
> library(xts)
> z<- read.zoo(Lines1,header=TRUE,index=list(1,2),FUN=function(d,t) as.chron(paste(as.Date(chron(d)),t)))
> zc<-as.xts(z)
> colnames(zc)<-"Close"
>  zc
>  #                    Close
> #(10/15/12 09:00:00) 252.40
> #(10/15/12 09:01:00) 253.10
> #(10/15/12 09:02:00) 253.15
> #(10/15/12 09:03:00) 253.30
> #(10/15/12 09:04:00) 253.25
> #(10/15/12 09:05:00) 253.45
>
> length(as.list(zc$Close))
> #[1] 1
> 1:length(zc$Close)
> #[1] 1 2 3 4 5 6
>
>  plot(z) #works
>  plot(1:length(zc$Close),split(zc$Close,row(zc))) #should also work
> A.K.
>
>
>
>
>
> ----- Original Message -----
> From: 박상규 <birdfire94>@naver.com>
> To: r-help at r-project.org
> Cc:
> Sent: Wednesday, December 19, 2012 2:45 AM
> Subject: [R] How to convert xts data into list
>
> Hello,
>
>
> How can I convert Close colume of the below xts time series data into a list of Close values ?
> I'd like to plot Close values as a list.
>
>
>
> > head(zc)
>                      Close
> (10/15/12 09:00:00) 252.40
> (10/15/12 09:01:00) 253.10
> (10/15/12 09:02:00) 253.15
> (10/15/12 09:03:00) 253.30
> (10/15/12 09:04:00) 253.25
> (10/15/12 09:05:00) 253.45
>
>
> I tried the below command to plot it. But it failed.
>
>
> > plot(1:length(zc$Close),as.list(zc$Close))
>
>
>
> Thanks in advance,
>
>
> SK Park
>
>     [[alternative HTML version deleted]]
>
> ______________________________________________
> 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.
>
>         [[alternative HTML version deleted]]
>
>
> ______________________________________________
> 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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