[R-SIG-Finance] Combine two incomplete zoo object (with NAs) in one zoo series
Joshua Ulrich
josh.m.ulrich at gmail.com
Thu Apr 1 15:34:55 CEST 2010
Pierre,
?ifelse says:
"Value:
A vector of the same length and attributes (including class) as
‘test’ and data values from the values of ‘yes’ or
‘no’."
...so it won't return a zoo object.
Try this instead:
> Z <- z[,2]
> Z[is.na(Z)] <- z[is.na(Z),1]
> Z
1992-01-10 1992-01-17 1992-01-24 1992-01-31 1992-02-07
11 12 13 14 15
1992-02-14 1992-02-21 1992-02-28 1992-03-06 1992-03-13
16 17 8 9 10
HTH,
--
Joshua Ulrich
FOSS Trading: www.fosstrading.com
On Thu, Apr 1, 2010 at 8:12 AM, Pierre Lapointe <pierrelap at gmail.com> wrote:
> Hello I have two times series for the same asset. Unfortunately, the series
> with the most history has been discontinued. I want to combine the old
> series with the new one in a new zoo object. I tried combining them using
> ifelse, but the result is a vector, not a zoo object. In other words, I lost
> the dates in the process.
>
> How do I get the result in a zoo object?
>
> Here's my attempt:
>
>
>
> #build series for reproducible example
>
> z <- zoo(matrix(1:20,ncol=2),
>
> as.Date(c("1992-01-10", "1992-01-17", "1992-01-24", "1992-01-31",
>
> "1992-02-07", "1992-02-14", "1992-02-21", "1992-02-28", "1992-03-06",
>
> "1992-03-13")))
>
> z[1:5,1] <-NA
>
> z[8:10,2] <-NA
>
>
>
> #initial series with imcompletes
>
> z
>
>
>
> #my function
>
> bc.combine <-function(imcomplete.1,fill.with.2){
>
> res <-ifelse(!is.na(imcomplete.1),imcomplete.1,fill.with.2)
>
> return(res)
>
> }
>
>
>
> #two zoo objects as inputs but the result is a vector
>
> bc.combine(z[,2,drop=F],z[,1,drop=F])
>
>
>
> [,1]
>
> [1,] 11
>
> [2,] 12
>
> [3,] 13
>
> [4,] 14
>
> [5,] 15
>
> [6,] 16
>
> [7,] 17
>
> [8,] 8
>
> [9,] 9
>
> [10,] 10
>
> [[alternative HTML version deleted]]
>
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