[R-sig-finance] How to set up an ITS object, just the basics?

Taher Khan t.khan at econ.bbk.ac.uk
Thu Sep 30 16:22:31 CEST 2004


Greetings!

Apologize for bringing up a really simple question, unfortunately I
cannot make sense of the help file for ITS.

I have a dataframe dfNAV which consists of a POSIXct date value %d/%m/%Y
and two values, some of which are NA's.

I want to set up an ITS object so that I can use locf().

Can someone please explain the syntax for setting it up? For example:

dfNAV.its <- its(as.matrix(dfNAV), format = '%d-%m-%Y')

Is it not working because I already have a date value, should I convert
it to a string before trying to make it an ITS?

Best regards and thanks in advance,

Taher.



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