Replace -inf, NaN and NA values with zero in a dataset in R

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深忆病人
深忆病人 2020-12-06 02:10

I am trying to run some trading strategies in R. I have downloaded some stock prices and calculated returns. The new return dataset has a number of -inf, NaN, and NA values.

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  •  既然无缘
    2020-12-06 02:29

    As per ?zoo:

    Subscripting by a zoo object whose data contains logical values is undefined.

    So you need to wrap the subsetting in a which call:

    log_ret[which(!is.finite(log_ret))] <- 0
    log_ret
                   x      y z s     p t
    2005-01-01 0.234 -0.012 0 0 0.454 0
    

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