[R-SIG-Finance] date to index

Joshua Ulrich josh.m.ulrich at gmail.com
Mon Apr 30 21:43:01 CEST 2012


Please reply to the list, so others can benefit.

On Mon, Apr 30, 2012 at 1:07 PM, Gordon Erlebacher
<gordon.erlebach at gmail.com> wrote:
> Yes, I have used that technique. Do not like it because the cya structure
> must be copied, inefficient. I try to minimize copies. It is obvious to me
> that r maintains this index column, internally perhaps. I will adopt your
> approach then. Thanks.   Gordon.
>
Can you explain how would it be possible to insert a new element into
a sorted array without copying?  It's not clear to me how you could do
this in any language.

The index in xts/zoo objects is an attribute attached to an underlying
matrix object.  It is not possible for the index to have a different
number of elements than rows in the underlying matrix.

> On Apr 30, 2012 1:42 PM, "Joshua Ulrich" <josh.m.ulrich at gmail.com> wrote:
>>
>> It's not clear to me what you're trying to do.  An example would help.
>>
>> My guess is that you're looking for something like this:
>> x <- xts(1:10, Sys.Date()-10:1)
>> rbind(x, xts(NA_integer_,Sys.Date()-11))
>>
>> Best,
>> --
>> Joshua Ulrich  |  FOSS Trading: www.fosstrading.com
>>
>> R/Finance 2012: Applied Finance with R
>> www.RinFinance.com
>>
>>
>> On Mon, Apr 30, 2012 at 12:38 PM, Gordon Erlebacher
>> <gordon.erlebach at gmail.com> wrote:
>> > Hi,
>> >
>> > I have a xts object. Given a date, how do I get the index into the
>> > array?
>> > Is there a pre-written function?
>> >
>> > Thanks,
>> >
>> >  Gordon
>> >
>> >        [[alternative HTML version deleted]]
>> >
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