[R-SIG-Finance] Order a XTS object by value

Zanella Marco marco.zanella at inbox.com
Tue Nov 17 12:55:11 CET 2009


Sirs,
a simple question about how I can order an XTS object by time series value (return, in my case). Can I do it only via a previous transformation to a matrix object and consequent ordering with classic order() command?

Many thanks.

Marco

PS: for the record I'm trying to run a time window analysis (es top 10 MAX returns,etc...) of funds time series.



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