[R-SIG-Finance] re-indexing data under the zoo package

Aidan Corcoran aidan.corcoran11 at gmail.com
Mon Feb 28 18:36:04 CET 2011


Dear all,

I was hoping someone could help me to generate an index based on data
in zooreg format. The data are of the form

> head(dq)
        sphsxs eunrfi irhont
1995(1)  670.8   82.9     NA
1995(2)  686.0   82.9     NA
1995(3)  682.6   83.0     NA
1995(4)  692.7   82.7     NA
1996(1)  686.0   81.5   33.6
1996(2)  697.8   82.0   34.6

and I would like to index each of the three variables to 100 in
1996(1). I have made a few failed attempts based on extracting the
values at that date

> dq[index(dq)==1996.00]
        sphsxs eunrfi irhont
1996(1)    686   81.5   33.6

and then trying to divide the series by those values

> dq/dq[index(dq)==1996.00]
     sphsxs eunrfi irhont
1996      1      1      1

but this results in a single row. One option might be to replicate the
1996 row using rep, but

> rep(dq[index(dq)==1996.00],2)
[1] 686.0  81.5  33.6 686.0  81.5  33.6

seems to repeat the data within a single vector, and I'm not sure how
to get it to repeat the row down through a zoo object (and suspect
there might be an easier way).

Any help much appreciated.

thanks
Aidan



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