[R] help with xts

Pietro freerisk3 at gmail.com
Mon May 19 10:58:03 CEST 2014


Thanks to all for your ideas and inspirations

Il 18/05/2014 18.35, Joshua Ulrich ha scritto:
> Using subset assignment with an array usually doesn't work well with
> xts/zoo objects.  Your case wouldn't even work with a matrix because
> you have NA in your array.
>
> In this case, you can achieve the same result using multiplication:
> pos.neg.1 <- ((cond1 < cond2)*-2+1)
> test <- test * pos.neg.1
>
> Best,
> --
> Joshua Ulrich  |  about.me/joshuaulrich
> FOSS Trading  |  www.fosstrading.com
>
>
> On Sun, May 18, 2014 at 9:25 AM, Pete <freerisk3 at gmail.com> wrote:
>> I have 3 xts objects: test, cond1, cond2
>> You can download here:
>>
>> https://dl.dropboxusercontent.com/u/102669/obj.rar
>>
>> My problem is very simple.
>>
>> test [ cond1 < cond2] = NA                           THIS WORKS
>>
>> test [ cond1 < cond2] = -test [ cond1 < cond2]       THIS DOESN'T WORKS
>>
>> Why?
>>
>> My objective is to substitute all values in test (when cond1 < cond2) with
>> the corresponding values of test but with negative sign
>>
>> ______________________________________________
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>> 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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