[R-SIG-Finance] date to index

[Joshua Ulrich]

You are confusing many things.

1) You asked how to add an element to the middle of a sorted array
(the index of an xts object), not how to add a column to a data.frame.
2) xts objects are not related to data.frames at all.
3) As I explained in my previous email, the index on xts/zoo objects
is an *attribute* of the object not a column in the underlying matrix.

Perhaps we're speaking past each other a bit.  So I'll reiterate what
I said in my initial response to this thread: "An example would help."


On Mon, Apr 30, 2012 at 2:46 PM, Gordon Erlebacher
<gordon.erlebach at gmail.com> wrote:
> Adding a column to a data frame can be done without copying in several
> languages, since all one needs is to maintain a list of pointers to the
> columns. You suggested I add a column of integers (the indices), which is
> the logical approach, but for very large data frames, it is a waste of
> memory and time. However, it works.
>
>     Gordon
>
>
> On Mon, Apr 30, 2012 at 3:45 PM, Gordon Erlebacher
> <gordon.erlebach at gmail.com> wrote:
>>
>> Hi Jeff,
>>
>> You cannot insert an element within an array without copying. But let us
>> do something simpler:
>>
>> df = data.frame(a=1:10, b=101:110)
>>
>> a = df[5:10]
>>
>> This can be done without copying in several languages. Not R (as far as I
>> know). In R, almost everything is done without copying, even when copying is
>> not really required. On the other hand, R has many nice properties.
>>
>>      Gordon
>>
>>
>>
>> On Mon, Apr 30, 2012 at 3:43 PM, Joshua Ulrich <josh.m.ulrich at gmail.com>
>> wrote:
>>>
>>> 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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>>> >> > should go.
>>
>>
>