[R-SIG-Finance] financial data on flat matrix

[Jeffrey Ryan]

You can look into ?endpoints in xts, but you haven't exactly provided
a _reproducible_ example as requested in the posting guidelines.  Not
personally sure what "flat matrix" is for instance.

Also likely why no one has responded thus far.  If you make it _easy_
to answer (simple examples which we can try and run), people tend to
answer.

Jeff

On Thu, Jun 28, 2012 at 11:42 AM, Ben quant <ccquant at gmail.com> wrote:
> Hello,
>
> I'm using the Rbbg package (please suggest an alternative that is faster if
> you know of one). I'd like to get my data into a flat matrix where row
> names are found like this for quarterly data:
>
> get_dates <- function(Start, End,end_of,every)
> {
>   Vec <- as.Date(levels(cut(seq.Date(Start, End, by = end_of),breaks =
> every)))
>   Vec[-1] - 1
> }
> qtrs = get_dates(from_date, to_date,end_of= "month",every = "quarter")
> qtrs = qtrs[length(qtrs):1]
>> qtrs
> [1] "2012-03-31" "2011-12-31" "2011-09-30" "2011-06-30" "2011-03-31"
> "2010-12-31" "2010-09-30" "2010-06-30" "2010-03-31" "2009-12-31"
> [11] "2009-09-30" "2009-06-30" "2009-03-31" "2008-12-31" "2008-09-30"
> "2008-06-30" "2008-03-31" "2007-12-31" "2007-09-30" "2007-06-30"
>
> ...and all companies that report after the quarter end date (above) and
> before the next one are moved back one. For example, if a company reporting
> period ended in Jan. 2012, those values would be on the 2011-12-31 row.
> (These are then adjusted for look-ahead using the actual report date.)
>
> Is there a function that will do this in zoo or another package?
>
> Thanks!
>
> Ben
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.



-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

www.lemnica.com
www.esotericR.com