xts
na.locf but don't do trailing NAs
I have the following time series > y<- xts(1:10, Sys.Date()+1:10) > y[c(1,2,5,9,10)] <- NA > y[详细]
2023-04-02 10:53 分类:问答Adding points to xts plot
I开发者_如何学运维 thought Adding Points, Legends and Text to plots using xts objects would have the answer to this question, but apparently not...[详细]
2023-04-02 04:43 分类:问答Applying rolling functions based on time (intraday)
I am trying to test reversion on intra day trades to interim VWAP. I have compiled a (hopefully) reproducible example to show what I have done. At present I use rollapply, but that applies the VWAP ca[详细]
2023-04-01 14:36 分类:问答R xts object subseting xts object with multiple days of intraday data for certain hours
Is there a way in xts object to do the same as below but for xts object with multiple days of intraday data? The below works like a clock but for one day of data. If I pass xts from 22nd to 26th itdoe[详细]
2023-03-31 20:42 分类:问答Error trying to understand timeseries dimensions
I am trying to calculate rolling daily correlations on 2 stock prices (type xts), AGL and BIL (OHLC data below):[详细]
2023-03-31 16:03 分类:问答xts tick data rolling subset
I have cre开发者_高级运维ated an xts object from historical tick data, sourced from a SQL database. I would like to create subsets of the tick data, for example:[详细]
2023-03-30 14:58 分类:问答Segmentation Fault working with a list of xts objects in R
I am having trouble working with a list of xts objects.I get different and strange behavior when running lapply on the list elements, and sometimes the program segfaults.I am running R 2.12.2 on Ubunt[详细]
2023-03-27 12:26 分类:问答R Month by Month Percent Growth on an XTS objects
How might I plot month to month growth for the following data: A 2008-07-010 2008-08-0187 2008-09-01 257 2008-10-01 294[详细]
2023-03-24 09:32 分类:问答xts凯迪拉克多少钱啊??
爱不是霸占_是给你想要的 11小时前 开发者_开发技巧最主要的区别:2016的标和2015的不一样,没有麦穗了,更加时尚运动; 中网也不一样,能突出新标的特点; 2016有carplay; 发动机调教,能省一点点油(这个未验[详细]
2023-03-20 11:34 分类:问答R indexing of xts with unspaced time interval for HFT (follow up on Display time index hint)
Joshua, I hope you do not find this to be a layman approach but when I tried to implement your hint how to display only certain time index on my xts object i always get blank figures.[详细]
2023-03-18 04:52 分类:问答