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

Question

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.

Answer 1

Inf, NA and NaN are matched by !is.finite, for example

a <- c(1, Inf, NA, NaN)
a[!is.finite(a)] <- 0
# a is now [1, 0, 0, 0]

I don't know too much about manipulating zoo objects, but for the example above

log_ret[1, !is.finite(log_ret)] <- 0

works. In your actual data you will have to loop over all rows. There might be a zoo-specific way of doing this.

Edit: The zoo-specific way is log_ret[which(!is.finite(log_ret))] <- 0.