[R-SIG-Finance] 2 time/date columns to one

[chuck]

In order to create a zoo or xts object, you need to provide a time-like index
to the xts/zoo object constructor. Something like the following may work for
you:

# make dummy data
dates <- rep("5/22/2012",10)
times <- 1640 + 0:9
prices <- rnorm(10,20000,10000)

# now use data to build xts object
series <- xts(prices, as.POSIXct(paste(dates,times), format="%m/%d/%Y
%H%M"))

If these columns are coming from a csv file, you can use read.zoo's index
function argument to do it all in one step:

# say your dates are column 1, and times are column 2, prices are column 3
of your csv file...
index.func <- function(dd,tt) as.POSIXct(paste(dd,tt), format="%m/%d/%Y
%H%M")
series <- read.zoo(file = "file.csv", colClasses =
c("character","character","numeric"), index.column=list(1,2),
FUN=index.func)

I hope that makes sense.

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