[R-SIG-Finance] timeseries - xst vs. dataframe?

[Jeff Ryan]

Hi everyone,

I agree that the '$' operator seems like a nice addition.  The only
problem that I see is:

from help('$')
...
 The default methods work somewhat differently for atomic vectors,
     matrices/arrays and for recursive (list-like, see 'is.recursive')
     objects.  '$' returns 'NULL' (with a warning) except for recursive
     objects, and is only discussed in the section below on recursive
     objects.  Its use on non-recursive objects was deprecated in R
     2.5.0.
...

Since zoo (and thus xts) is really a matrix/array with attributes - it
seems like it has the chance of breaking something - though where I
can't reasonably imagine.

The flip side to the argument against is that returning a NULL object
seems to be of little value to anything.

Is anyone aware of the reason for it being deprecated for non-recursive objects?

Jeff

On Feb 13, 2008 8:43 AM, Achim Zeileis <Achim.Zeileis at wu-wien.ac.at> wrote:
> On Wed, 13 Feb 2008, Gabor Grothendieck wrote:
>
> > zoo is modelled on the "ts" class, not on the "data.frame" class.
> > In R, the way it works is that $ is used on list-based objects
> > and not on array-based objects.
>
> True, and this is the explanation why we don't have it at the moment. But
> the $ operator might be a convenient addition. And we currently have a few
> examples where we are consistent with "ts" but provide further features
> for convenience. At the moment, I don't think something dangerous would
> happen if we add it - or do I overlook something?
>
> Given that you have already written the code, I would vote for including
> it in the package.
> Z
>
>
> > Of course, your are free to define
> > and redefine operators as you please and since zoo is an S3 class
> > its possible to add your own S3 methods.   $ indexing is less
> > than a dozen lines of code to add to your program:
> >
> > "$.zoo" <- function(object, x) object[, x]
> >
> > "$<-.zoo" <- function(object, x, value) {
> >     stopifnot(length(dim(object)) == 2)
> >     if (x %in% colnames(object)) object[,x] <- value
> >     else {
> >         object <- cbind(object, value)
> >         colnames(object)[ncol(object)] <- x
> >     }
> >     object
> > }
> >
> > # test
> > library(zoo)
> > z <- zoo(cbind(a = 1:3, b = 4:6))
> > z$c <- z$b + 1
> > z$a <- z$b - 1
> > z
> >
> > > dataframes.  Is "list" syntax planned for inclusion in xst? At
> > > present, column numbering (test.zoo[,1]) seems the best alternative.
> > >
> > > Since as.data.frame(test.zoo)$a appears to recover the core data, it
> > > sounds sensible for "test.zoo$a" to extract an object containing the
> > > index and the named column.  Does this break anything?
> > > e.g. :
> > >
> > > test.df = data.frame(a=1:5, b=2*(1:5))
> > > test.df$a
> > > #[1] 1 2 3 4 5
> > >
> > > index = Sys.time() + 60*1:5
> > > test.zoo = zoo(test.df, order.by=index)
> > > test.zoo$a
> > > #NULL
> > >
> > > test.zoo[1:2,1]
> > > # 2008-02-13 05:54:40 2008-02-13 05:55:40
> > > #                  1                   2
> > >
> > > coredata(test.zoo)$a
> > > #NULL
> > >
> > > as.data.frame(test.zoo)$a
> > > # [1] 1 2 3 4 5
> > >
> > > thanks and best,
> > > christian
> > >
> > > > At this point 'xts' objects behave much like any standard data.frame, matrix or, most closely, zoo object.  They have some unique user 'xts' methods but all standard 'zoo' methods will work (it just extends 'zoo')
> > >
> >
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