On Tue, Mar 3, 2009 at 10:37 AM, <rory.wins...@gmail.com> wrote:
> Hi guys
>
> I have a reasonably basic question with zoo usage, but I havent been able
> to find a satisfactory workaround yet.
>
> Heres a simple example of what I'm talking about (the following data frame
> contains numeric columns that contains NAs):
>
>> head(ebs)
> time src tstamp code bid ask
> 1 2009-03-03 13:03:29.536 perf.Tib_listener 14980321164
> EBS.REC.EURJPY=EBS.NaE 123.48 NA
> 2 2009-03-03 13:03:29.786 perf.FilteringPublisher 14980565658 EUR.JPY.SPOT
> 123.48 123.51
> 3 2009-03-03 13:03:29.786 perf.Tib_listener 14980566116
> EBS.REC.EURJPY=EBS.NaE NA 123.51
> 4 2009-03-03 13:03:30.036 perf.FilteringPublisher 14980824852 EUR.JPY.SPOT
> 123.49 123.50
> 5 2009-03-03 13:03:30.051 perf.Tib_listener 14980835694
> EBS.REC.EURJPY=EBS.NaE 123.49 123.50
> 6 2009-03-03 13:03:30.520 perf.FilteringPublisher 14981302082 EUR.JPY.SPOT
> 123.49 123.51
>
>> class(ebs)
> [1] "data.frame"
>
>> class(ebs$bid)
> [1] "numeric"
>
>> any(is.na(ebs$bid))
> [1] TRUE
>
>> class(ebs$ask)
> [1] "numeric"
>
>> foo <- zoo(ebs)
The first argument to zoo cannot be a data frame. From ?zoo
Usage:
zoo(x = NULL, order.by = index(x), frequency = NULL)
Arguments:
x: a numeric vector, matrix or a factor.
Also see Question #4 in the zoo faq. From within R:
library(zoo)
vignette("zoo-faq")
______________________________________________
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.
