R/matrix.R

In joshuaulrich/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/>.


# functions for matrix <--> xts conversions
`as.matrix.xts` <-
function(x, ...) {
  # This function follows the pattern of as.matrix.zoo()
  cd <- coredata(x)
  y <- as.matrix(cd, ...)

  if (length(cd) == 0) {
    dim(y) <- c(0, 0)
  }
  # colnames
  if (length(y) > 0) {
    cnx <- colnames(x)
    if (length(cnx) > 0) {
      colnames(y) <- cnx
    } else {
      cn <- deparse(substitute(x), width.cutoff = 100, nlines = 1)
      if (NCOL(x) == 1) {
        colnames(y) <- cn
      } else {
        colnames(y) <- paste(cn, 1:ncol(x), sep = ".")
      }
    }
  } else if (nrow(y) != length(.index(x))) {
    dim(y) <- c(length(.index(x)), 0)
  }
  # rownames
  if (!is.null(y) && nrow(y) > 0 && is.null(rownames(y))) {
    rownames(y) <- as.character(index(x))
  }
  y
}

`re.matrix` <-
function(x,...) {
  as.matrix(x,...)
}

`as.xts.matrix` <-
function(x,order.by,dateFormat="POSIXct",frequency=NULL,...,.RECLASS=FALSE) {
  # Should allow 'order.by' to be a vector of dates or a scaler
  # representing the column number to use.
  if(missing(order.by)) {
    # The 'index' of zoo objects is set to 'rownames' when converted with 'as.matrix',
    # but it is of class 'Date', not 'POSIXct'... - jmu
    if(is.null(rownames(x)))
      stop("order.by must be either 'rownames()' or otherwise specified")
    else
      # added '...' args to allow for tz specification
      order.by <- do.call(paste('as',dateFormat,sep='.'),list(rownames(x)))
  }
  
  if(.RECLASS) {
  xx <- xts(x,
            order.by=order.by,
            frequency=frequency,
            .CLASS='matrix',
            ...)
  } else {
  xx <- xts(x,
            order.by=order.by,
            frequency=frequency,
            ...)
  }
  xx
}