xts

I've come up with a strange error. Suppose I have 10 xts objects in a list called data. I now search for every three combinations using data_names <- names(data) combs <- combn(data_names, 3) My basic goal is to do a PCA on those 1080 triples. To speed things up I wanted do use the package doParallel . So here is the snippet shortened till the point where the error occurs: list <- foreach(i=1:ncol(combs)) %dopar% { tmp_triple <- combs[,i] p1<-data[tmp_triple[[1]]][[1]] p2<-data[tmp_triple[[2]]][[1]] p3<-data[tmp_triple[[3]]][[1]] data.merge <- merge(p1,p2,p3,all=FALSE) } Here, the merge

I can not resolve why error in simple creation of xts object xts(rep(0, NROW(TICK.NYSE)), order.by = index(TICK.NYSE)) Error in xts(rep(0, NROW(TICK.NYSE)), order.by = index(TICK.NYSE)) : order.by requires an appropriate time-based object appeared while this was working perfectly 14 days ago when I last used the same code (since then the only difference is that TICK.NYSE grow in length since data was added since then). More details below: > Sys.getenv("TZ") [1] "EST" > tail(xts(rep(0, NROW(TICK.NYSE)), order.by = index(TICK.NYSE))) Error in xts(rep(0, NROW(TICK.NYSE)), order.by = index(TICK

I have the following time series > y<- xts(1:10, Sys.Date()+1:10) > y[c(1,2,5,9,10)] <- NA > y [,1] 2011-09-04 NA 2011-09-05 NA 2011-09-06 3 2011-09-07 4 2011-09-08 NA 2011-09-09 6 2011-09-10 7 2011-09-11 8 2011-09-12 NA 2011-09-13 NA A straight na.locf give me this: > na.locf(y) [,1] 2011-09-04 NA 2011-09-05 NA 2011-09-06 3 2011-09-07 4 2011-09-08 4 2011-09-09 6 2011-09-10 7 2011-09-11 8 2011-09-12 8 2011-09-13 8 how do i get to this? [,1] 2011-09-04 NA 2011-09-05 NA 2011-09-06 3 2011-09-07 4 2011-09-08 4 2011-09-09 6 2011-09-10 7 2011-09-11 8 2011-09-12 NA 2011-09-13 NA I dont want last

I am very new to R so apologies if I get any of the terminology wrong when I explain this problem. I have a set of daily returns data in a csv file that I have managed to convert to an xts object. The data is in the format: HighYield..EUR. MSCI.World..EUR. 2002-01-31 0.0144 0.0031 2002-02-01 0.0056 -0.0132 2002-02-02 0.0373 0.0356 2002-02-03 -0.0167 -0.0644 2002-02-04 -0.0062 -0.0332 2002-02-05 -0.0874 -0.1112 ... I want to create a script that will find the first business day of the month (from the range of values in the index) and then create a new xts object with these returns in it. For

Hi I am looking to subset some minutely data by time. I normally use xts doing something like: subset.string <- 'T10:00/T13:00' xts.min.obj[subset.string] to get all the rows which are between 10am and 1pm (inclusive) EACH DAY and have the output as an xts format. But is a bit slow for my purposes...e.g j <- xts(rnorm(10e6),Sys.time()-(10e6:1)) system.time(j['T10:00/T16:00']) user system elapsed 5.704 0.577 17.115 I know that data.table is v fast and at subsetting large datasets so am wondering if in conjunction with the fasttime package to deal with fast POSIXct creations, if it would be