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

[Dirk Eddelbuettel]

(Post manually approved; Taher you may want to subscribe to the list with
this address --Dirk)

On Thu, Sep 30, 2004 at 03:22:31PM +0100, Taher Khan wrote:
> 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?

It is really all there in the docs. The example section of help(its) has

   mat <- structure(1:6,dim=c(2,3),dimnames=list(c("2003-01-01","2003-01-04"),letters[1:3]))
   
which creates a matrix. Try class(mat), and then try  class(its(mat)).
Similarly 

   times <- as.POSIXct(strptime(c("1999-12-31 01:00:00","2000-01-01 02:00:00"),format="%Y-%m-%d %X"))

creates a POSIXct object which you can then use as the second argument to
its() -- try class(times) and class(its(mat,times)).

So in a nutshell, you can create its objects either way.  I tend to fill the
data and time components as two components, so 

   myIts <- its(myData, myDatesAsPosix) 
   
would be my choice.

Hope this helps, Dirk

-- 
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