On Thu, Oct 14, 2010 at 6:59 PM, Gabor Grothendieck <ggrothendi...@gmail.com> wrote: > On Thu, Oct 14, 2010 at 9:59 AM, Santosh Srinivas > <santosh.srini...@gmail.com> wrote: >> Wow! That’s Amazing! Many thanks! >> >> When I do the below ... why do the column names get thrown off? Ticker is a >> factor / character ... I tried both >> >>> temp <- head(MF_Data_Sub) >>> temp >> Date Ticker Price >> 1 2008-04-01 106270 10.3287 >> 2 2008-04-01 106269 10.3287 >> 3 2008-04-01 102767 12.6832 >> 4 2008-04-01 102766 10.5396 >> 5 2008-04-01 102855 9.7833 >> 6 2008-04-01 102856 12.1485 >>> tZoo <- read.zoo(temp,split=2) >>> tZoo >> X102766 X102767 X102855 X102856 X106269 X106270 >> 2008-04-01 10.5396 12.6832 9.7833 12.1485 10.3287 10.3287 > > It automatically makes the names valid variable names for R as does > data.frame in R. If you do not want that behavior add the check.names > = FALSE argument to read.zoo . > >> Also, is there an easy way to do a return profile on the data below after it >> is transformed? >> > > What is a "profile on the data"? These all work: str(z); summary(z); View(z)
Based on offline discussion what was wanted was the returns, i.e. diff(log(z)) Also for other manipulations of financial data see the xts, quantmod and PerformanceAnalytics packages. -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
