[R-SIG-Finance] R Code for writing table from XTS with time format

sprohl at na.uni-tuebingen.de sprohl at na.uni-tuebingen.de
Thu Dec 18 17:53:07 CET 2008


> Jeff, thank you, it works.
Best,
Soeren


Since xts extend zoo, all of the zoo functionality should work.
>
> Take a look at ?write.zoo
>
> HTH
> Jeff
>
> On Thu, Dec 18, 2008 at 9:44 AM,  <sprohl at na.uni-tuebingen.de> wrote:
>>> Dear All,
>> I tried to write the table from xt.matrix, but the time-based object was
>> lost. It was done as follows:
>> write.table(as.xts(data,file="C://data.xts")).
>> The resulting file contains only times series, while the time format is
>> removed from the file.
>> Thanks in advance for your help,
>> Soeren
>>
>>
>>
>>
>>
>>
>>
>>
>>
>>
>> On Tue, December 16, 2008 4:21 pm, Debashis Dutta wrote:
>>>> Could anybody please let me whether any R code  is available  for
>>>> Validation of  Credit Rating Model,  like  Cumulative Accuracy Profile
>>>> (CAP), Receiver Operating Characteristic (ROC), Brier Score or
>>>> Binomial
>>>> Test?
>>>
>>> I would suggest that you take a look at the CreditMetrics package, as
>>> well
>>> as at the fBonds code on r-forge (fBonds is incomplete, but there's
>>> some
>>> good stuff in there).  Also, have you used RSitesearch to look for the
>>> methods you mention above?  lease let the list know what you find.
>>> Also,
>>> please share any code that you develop to calculate any of these or
>>> related metrics with the list, as it should not be considered
>>> proprietary.
>>>
>>> Regards,
>>>
>>>    - Brian
>>>
>>> --
>>> Brian G. Peterson
>>> http://braverock.com/brian/
>>> Ph: 773-459-4973
>>> IM: bgpbraverock
>>>
>>> _______________________________________________
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>>
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>
>
>
> --
> Jeffrey Ryan
> jeffrey.ryan at insightalgo.com
>
> ia: insight algorithmics
> www.insightalgo.com
>



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