[R-SIG-Finance] xts - Is there a quick and dirty way to manually edit an xts object ?
Dirk Eddelbuettel
edd at debian.org
Sun May 16 20:36:39 CEST 2010
On 16 May 2010 at 20:19, me at censix.com wrote:
| Hi to the list. I am looking for a fast way to manually edit an xts object
| in R, i.e. by using the de(..) function. See example.
|
| require(xts)
| require(quantmod)
| getSymbols("YHOO")
| is.xts(YHOO) #TRUE
|
| edited<-de(YHOO) # Does not work
| edited<-de(as.matrix(YHOO)) # Does work for the values, but the date index
| is not editable. Is there a (quick) way to edit the full xts object ?
Tough because
R> head(index(YHOO))
[1] "2007-01-03" "2007-01-04" "2007-01-05" "2007-01-08" "2007-01-09" "2007-01-10"
R> head(as.numeric(index(YHOO)))
[1] 13516 13517 13518 13521 13522 13523
R>
Dates are integers; intra-daily POSIXct is floats. Not really stuff you'd
want to edit. You your problem is that 'what you see is NOT what you got' --
consider the first date which is printed (ie format()'ed) as 2007-01-03 but
stored as 13516.
I think you may want to write a helper function instead:
decompose an xts in payload and index
edit either or both
stick it back together
and iterate til you are happy.
--
Regards, Dirk
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