[R-SIG-Finance] [R-sig-finance] Date from csv as date for ts
jeff.a.ryan at gmail.com
Tue May 6 17:36:30 CEST 2008
Take a look at the 'zoo' or 'xts' packages:
'xts' extends zoo - so you get all the goodness of zoo, and it adds some
Either would be a good choice/start.
A working sample might let me provide a more direct answer.
On Tue, May 6, 2008 at 10:17 AM, R at Nabble <vlanschot at yahoo.com> wrote:
> Apologies if this has been answered elsewhere, but I couldn't find it.
> Basically, I dump securities' return- data in a csv-file with 3 columns:
> Name, Date, and Returns. In other words, the Date column contains multiple
> entries for each date, namely one for each security. I figured out how to
> extract these dates in one vector with strings from "31/01/2000" to
> 31/03/2008", which I then transformed via the as.Date function. I
> subsequently created a return-matrix via cbind for each security.
> My question/problem is, I have been unable to use the date-vector as
> date-input for my ts-object. Looking at the smallcap.ts-example on page 14
> of the fPortfolio Package pdf, I'd like to somehow combine my Date-vector
> with my return-matrix into one large matrix for input in fPortfolio. Using
> cbind, etc. leads to errors.
> Clearly I'm on a steep learning curve, so any help appreciated.
> R at N
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