R/as.environment.xts.R

In xts: eXtensible Time Series

#
#   xts: eXtensible time-series
#
#   Copyright (C) 2008  Jeffrey A. Ryan jeff.a.ryan @ gmail.com
#
#   Contributions from Joshua M. Ulrich
#
#   This program is free software: you can redistribute it and/or modify
#   it under the terms of the GNU General Public License as published by
#   the Free Software Foundation, either version 2 of the License, or
#   (at your option) any later version.
#
#   This program is distributed in the hope that it will be useful,
#   but WITHOUT ANY WARRANTY; without even the implied warranty of
#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
#   GNU General Public License for more details.
#
#   You should have received a copy of the GNU General Public License
#   along with this program.  If not, see <http://www.gnu.org/licenses/>.

#' Coerce an xts Object to an Environment by Column
#' 
#' Method to automatically convert an xts object to an environment containing
#' vectors representing each column of the original xts object. The name of
#' each object in the resulting environment corresponds to the name of the
#' column of the xts object.
#' 
#' @param x An xts object.
#' 
#' @return An environment containing `ncol(x)` vectors extracted by
#'   column from `x`.
#'
#' @note Environments do not preserve (or have knowledge) of column order and
#'   cannot be subset by an integer index.
#' 
#' @author Jeffrey A. Ryan
#' 
#' @keywords manip
#' @examples
#' 
#' x <- xts(1:10, Sys.Date()+1:10)
#' colnames(x) <- "X"
#' y <- xts(1:10, Sys.Date()+1:10)
#' colnames(x) <- "Y"
#' xy <- cbind(x,y)
#' colnames(xy)
#' e <- as.environment(xy)    # currently using xts-style positive k 
#' ls(xy)
#' ls.str(xy)
#' 
as.environment.xts <- function(x) {
  e <- new.env()
  lapply(1:NCOL(x), function(.) assign(colnames(x)[.], x[,.],envir=e))
  e
}