as.xts.methods: Convert Object To And From Class xts

Description Usage Arguments Details Value Author(s) See Also Examples

Description

Conversion S3 methods to coerce data objects of arbitrary classes to class xts and back, without losing any attributes of the original format.

Usage

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## S3 method for class 'xts'
as.xts(x,...,.RECLASS=FALSE)


## S3 method for class 'timeSeries'
as.xts(x, dateFormat="POSIXct", FinCenter, recordIDs,
    title, documentation, ..., .RECLASS=FALSE)

## S3 method for class 'zoo'
as.xts(x, order.by=index(x), frequency=NULL, ..., .RECLASS=FALSE)

## S3 method for class 'ts'
as.xts(x, dateFormat,...,.RECLASS=FALSE)

## S3 method for class 'data.frame'
as.xts(x, order.by, dateFormat="POSIXct",
    frequency=NULL, ...,.RECLASS=FALSE) 

## S3 method for class 'matrix'
as.xts(x, order.by, dateFormat="POSIXct",
    frequency=NULL, ..., .RECLASS=FALSE) 


as.fts.xts(x)

Arguments

x

data object to convert. See details for supported types

dateFormat

what format should the dates be converted to

FinCenter

see timeSeries help

recordIDs

see timeSeries help

title

see timeSeries help

documentation

see timeSeries help

order.by

see zoo help

frequency

see zoo help

...

additional parameters or attributes

.RECLASS

should conversion be reversible?

Details

A simple and reliable way to convert many different objects into a uniform format for use within R.

It is possible with a call to as.xts to convert objects of class timeSeries, ts, matrix, data.frame, and zoo.

Additional name=value pairs may be passed to the function to be added to the new object. A special print.xts method will assure that the attributes are hidden from view, but will be available via R's standard attr function.

If .RECLASS=TRUE, the returned object will preserve all relevant attribute/slot data within itself, allowing for temporary conversion to use zoo and xts compatible methods. A call to reclass returns the object to its original class, with all original attributes intact - unless otherwise changed. This is the default behavior when try.xts is used for conversion, and should not be altered by the user; i.e. don't touch it unless you are aware of the consequences.

It should be obvious, but any attributes added via the ... argument will not be carried back to the original data object, as there would be no available storage slot/attribute.

Value

An S3 object of class xts.

Author(s)

Jeffrey A. Ryan

See Also

xts

Examples

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  ## Not run: 
  # timeSeries
  library(timeSeries)
  x <- timeSeries(1:10, 1:10)

  str( as.xts(x) )
  str( reclass(as.xts(x)) )
  str( try.xts(x) )
  str( reclass(try.xts(x)) )
  
## End(Not run)

Example output

Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

Loading required package: timeDate

Attaching package: 'timeSeries'

The following object is masked from 'package:zoo':

    time<-

An 'xts' object on 1970-01-01 00:00:01/1970-01-01 00:00:10 containing:
  Data: int [1:10, 1] 1 2 3 4 5 6 7 8 9 10
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr "TS.1"
  Indexed by objects of class: [POSIXct,POSIXt] TZ: 
  xts Attributes:  
 NULL
An 'xts' object on 1970-01-01 00:00:01/1970-01-01 00:00:10 containing:
  Data: int [1:10, 1] 1 2 3 4 5 6 7 8 9 10
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr "TS.1"
  Indexed by objects of class: [POSIXct,POSIXt] TZ: 
  xts Attributes:  
 NULL
An 'xts' object on 1970-01-01 00:00:01/1970-01-01 00:00:10 containing:
  Data: int [1:10, 1] 1 2 3 4 5 6 7 8 9 10
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr "TS.1"
  Indexed by objects of class: [POSIXct,POSIXt] TZ: 
  Original class: 'timeSeries'  
  xts Attributes:  
List of 6
 $ format       : chr "%Y-%m-%d"
 $ FinCenter    : chr "GMT"
 $ recordIDs    :'data.frame':	0 obs. of  0 variables
 $ title        : chr "Time Series Object"
 $ documentation: chr "Fri Jun 16 21:47:18 2017"
 $ .RECLASS     : logi TRUE
Time Series:          
 Name:               object
Data Matrix:        
 Dimension:          10 1
 Column Names:       TS.1
 Row Names:          1970-01-01 00:00:01  ...  1970-01-01 00:00:10
Positions:          
 Start:              1970-01-01 00:00:01
 End:                1970-01-01 00:00:10
With:               
 Format:             %Y-%m-%d %H:%M:%S
 FinCenter:          GMT
 Units:              TS.1
 Title:              Time Series Object
 Documentation:      Fri Jun 16 21:47:18 2017

xts documentation built on Sept. 13, 2020, 5:09 p.m.