xts

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Get time from xts index

I have an xts object, x. I want to run a for loop until a certain time, based on the time stamp in the index.[详细]

2023-04-12 21:30 分类：问答
xts merge odd behaviour

I have 3 xts objects all of whose indicies are \'Date\' objects: > a a 1995-01-03 1.76 1995-01-04 1.69[详细]

2023-04-11 01:03 分类：问答
Rollapply & xts. Can I output the time of max value in the window?

I\'m studying some yahoo finance data via quantmod. How would I determine not only the Max and Min price over a rolling window of data, but also the exact Timestamp of those highs and lows? I have tr[详细]

2023-04-10 08:35 分类：问答
R idiom for %*% using xts

I am working with some code that uses the %*% operator to apply vectors of weights to vectors representing time series. I would like to use xts for the time series, but the %*% operator is not underst[详细]

2023-04-08 14:56 分类：问答
Aggregate (count) occurences of values over arbitrary timeframe

I have a CSV file with timestamps and certain event-types which happened at this time. What I want is count the number of occurences of certain event-types in 6-minutes intervals.[详细]

2023-04-08 11:14 分类：问答
Regular analysis over irregular time series

I have an irregular time series (xts in R) that I want to apply some time-windowing to.For example, given a time series like the following, I want to compute things like how many observations there ar[详细]

2023-04-08 07:41 分类：问答
Compute range over list of `xts` objects

In R, I\'ve got a list of xts objects and I want to compute the range of the time index over all the items in the list.I can\'t find a smooth way to do it though, it keeps losing the classes of the ob[详细]

2023-04-07 11:22 分类：问答
Performance problems when converting timestamped row data

I\'ve written a function that takes a data.frame which represent intervals of data which occur across a 1 minute timeframe. The purpose of the function is to take these 1 minute intervals and convert[详细]

2023-04-06 16:36 分类：问答
Blotter R used with XTS package

Hi all has anyone noticed that since the last update on 15 Sep blotter R package is not possible to download anymore from the Forge.[详细]

2023-04-06 05:20 分类：问答
Creating an xts object results in altered timestamps

Suppose I have: R> str(data) \'data.frame\':4 obs. of2 variables: $ datetime: Factor w/ 4 levels \"2011-01-05 09:30:00.001\",..: 1 2 3 4[详细]

2023-04-03 15:13 分类：问答