[R-SIG-Finance] Replacing some observation of a zoo object

[Gabor Grothendieck]

On Fri, Mar 4, 2011 at 9:30 AM, Bogaso <bogaso.christofer at gmail.com> wrote:
> Thanks Gabor for this fix. However I was expecting that the index
> '2011-01-02' would not be there in final "MyData" because in the original
> "MyData" that was not there.
>

I don't think most people would expect that since that is not how R
works, in general.  Consider this example that does not involve zoo.
Here we see that index 11 was assigned to even though its not in the
original object:

> x <- 1:10
> x[8:11] <- NA
> x
 [1]  1  2  3  4  5  6  7 NA NA NA NA

At any rate to set those dates that exist within a window you can use
window like this:

> library(zoo)
> MyData <- zooreg(rnorm(60), start=as.Date("2011-01-01"))[-2]
> window(MyData, start = "2011-01-01", end = "2011-01-03") <- NA
> head(MyData)
2011-01-01 2011-01-03 2011-01-04 2011-01-05 2011-01-06 2011-01-07
        NA         NA  0.8294499 -1.2468697 -0.4004666  1.3487024



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