[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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