[R-SIG-Finance] Name of output column xts vs. dataframe using ifelse statement

[Jeff Ryan]

Hi Ken,

Try colnames.  names isn't the right function.

HTH
Jeff

On Mon, Jun 29, 2009 at 2:18 PM, <ksspriggs at gmail.com> wrote:
> Oh, I see, good point. (But should that the column output really have a
> name at all?)
>
> On a similar point I can't get names() to work with xts. Here's an example:
>
> TimeIndex <- Sys.time() + seq(1,5,1); x1 <- rnorm(5); x2 <- rnorm(5)
> MyData <- data.frame(TimeIndex, x1, x2)
> xtsMyData <- xts(MyData[,-1], MyData[,1]); xtsMyData
>
> names(xtsMyData) <- c("Xone", "Xtwo")
> #names(xtsMyData) <- c("Timestamp", "Xone", "Xtwo")
>
>> head(xtsMyData,3)
> x1 x2
> 2009-06-29 19:13:23.825 -1.05527495 -0.4014843
> 2009-06-29 19:13:24.825 -1.82892230 -1.1080668
> 2009-06-29 19:13:25.825 -0.09286556 1.6264407
>
> names(MyData) <- c("Timestamp", "Xone", "Xtwo")
>> head(MyData, 3)
> Timestamp Xone Xtwo
> 1 2009-06-29 19:13:23.825 -1.05527495 -0.4014843
> 2 2009-06-29 19:13:24.825 -1.82892230 -1.1080668
> 3 2009-06-29 19:13:25.825 -0.09286556 1.6264407
>
>
> Am I doing something wrong?
> Thanks
>
>
>
> On Jun 29, 2009 1:05pm, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
>> Hi Ken,
>
>
>
>> I'm not sure there's any way for us to *fix* this, since it is a
>
>> result of the ifelse() function. The source below shows the function
>
>> replaces the values of "test" with "yes" or "no" depending on the
>
>> result of "test".
>
>
>
>> Further, in the case that the result contains some values from *both*
>
>> columns x2 and x3, it's not clear what the column name should be.
>
>
>
>> > ifelse
>
>> function (test, yes, no) {
>
>> storage.mode(test)
>> ans
>> nas is.na(test)
>
>> if (any(test[!nas]))
>
>> ans[test & !nas]
>> if (any(!test[!nas]))
>
>> ans[!test & !nas]
>> ans[nas]
>> ans
>
>> }
>
>
>
>
>
>
>
>> HTH,
>
>> Josh
>
>> --
>
>> http://www.fosstrading.com
>
>
>
>
>
>
>
>> On Sun, Jun 28, 2009 at 2:19 PM, Kenneth Spriggsksspriggs at gmail.com>
>> wrote:
>
>> > For xts developers. (If this has been covered before I apologize.)
>
>> > The logic ends up fine just the name of the column doesn't actually go
>
>> > with the output...
>
>> >
>
>> > TimeIndex
>> > x3
>> > BartSimpson
>> > xtsBartSimpson
>> > QuestionableHeaderName1
>> > xtsBartSimpson$x2, xtsBartSimpson$x3); QuestionableHeaderName1
>
>> > QuestionableHeaderName2
>> > xtsBartSimpson$x2, xtsBartSimpson$x3); QuestionableHeaderName2
>
>> >
>
>> > x1 x2 x3
>
>> > 2009-06-28 18:54:02 -0.8688258 1.3517895 -0.8920901
>
>> > 2009-06-28 18:54:03 -1.6324798 0.4645305 0.8773917
>
>> > 2009-06-28 18:54:04 0.8754520 -1.1538617 1.2920259
>
>> > 2009-06-28 18:54:05 0.7083217 0.2606429 -0.4256368
>
>> > 2009-06-28 18:54:06 -0.4125602 0.6148270 -0.7822110
>
>> > x1
>
>> > 2009-06-28 18:54:02 1.3517895
>
>> > 2009-06-28 18:54:03 0.4645305
>
>> > 2009-06-28 18:54:04 -1.1538617
>
>> > 2009-06-28 18:54:05 0.2606429
>
>> > 2009-06-28 18:54:06 0.6148270
>
>> > x1
>
>> > 2009-06-28 18:54:02 -0.8920901
>
>> > 2009-06-28 18:54:03 0.8773917
>
>> > 2009-06-28 18:54:04 1.2920259
>
>> > 2009-06-28 18:54:05 -0.4256368
>
>> > 2009-06-28 18:54:06 -0.7822110
>
>> >
>
>> > # x1 output should be x3 and the second x1 output should be x2
>
>> >
>
>> > # Let's try it as a just a data.frame as opposed to xts and see what
>> happens:
>
>> > TimeIndex
>> > BartSimpson
>> > #xtsBartSimpson
>> > QuestionableHeaderName1
>> > BartSimpson$x2, BartSimpson$x3); QuestionableHeaderName1
>
>> > QuestionableHeaderName2
>> > BartSimpson$x2, BartSimpson$x3); QuestionableHeaderName2
>
>> >
>
>> > x1 x2 x3
>
>> > 1 0.09949459 -0.01799246 1.39811684
>
>> > 2 0.61831865 0.93604736 0.87330695
>
>> > 3 1.26746389 1.13709153 -0.02954153
>
>> > 4 -1.32262513 -0.09825617 -0.97914918
>
>> > 5 -1.83912138 0.44640603 0.89351793
>
>> > [1] -0.01799246 0.93604736 1.13709153 -0.09825617 0.44640603
>
>> > [1] 1.39811684 0.87330695 -0.02954153 -0.97914918 0.89351793
>
>> >
>
>> > # The difference in output between xts and data.frame is that the
>
>> > data.frame doesn't have an output column title at all.
>
>> >
>
>> > _______________________________________________
>
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>
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>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com