Thanks Gabor. Using the data.matrix() approach as outlined in the FAQ works
for me.
Cheers
Rory
On Mar 3, 2009 4:00pm, Gabor Grothendieck <ggrothendi...@gmail.com> wrote:
> 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
> 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")
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