Dear Dr. Grothendieck, My purpose in this case it to have the structure of the object on non-Bloomberg machine the same as that of the object on the Bloomberg machine. That way I am sure that whatever code I write away from Bloomberg machine will work on it when I copy the code to it. Also, I am very curious how I could change the structure of an object, in this case a zoo object. Why did the attributes disappear? How can I restore them?
Kind Regards, Sergey On Wed, Jan 21, 2009 at 17:01, Gabor Grothendieck <ggrothendi...@gmail.com> wrote: > Is your purpose to change the times in some way? > If z is a zoo series you can change the times like this: > > library(zoo) > library(chron) > > time(z) <- ...whatever... > > e.g. > >> z <- zoo(1:3, 11:13) >> z > 11 12 13 > 1 2 3 >> time(z) <- as.Date(11:13) >> z > 1970-01-12 1970-01-13 1970-01-14 > 1 2 3 > > On Wed, Jan 21, 2009 at 10:51 AM, Sergey Goriatchev <serg...@gmail.com> wrote: >> Dear Dr. Grothendieck, >> >> First of all, I realized I did not load zoo package before I tried the >> first str(bldata). If I load zoo and then do str(bldata) I get the >> following: >> >> 'zoo' series from 7305 to 14609 >> Data: num [1:5219, 1:12] 91.9 91.8 91.7 91.8 91.7 ... >> - attr(*, "dimnames")=List of 2 >> ..$ : NULL >> ..$ : chr [1:12] "ED4 COMDTY" "ED12 COMDTY" "ER4 COMDTY" "ER12 COMDTY" ... >> Index: Classes 'dates', 'times' atomic [1:5219] 7305 7306 7307 7308 7309 >> ... >> ..- attr(*, "format")= chr "m/d/y" >> ..- attr(*, "origin")= Named num [1:3] 1 1 1970 >> .. ..- attr(*, "names")= chr [1:3] "month" "day" "year" >> >> Now, I've done what you said and here is the ASCII representation of >> the data (I don't know if one can attach files here, and anyway I >> cannot attach files where I am, but the following would reproduce >> exactly): >> >> a <- (structure(c(98.585, 98.355, 98.48, 98.585, 98.67, 98.695, 98.81, >> 98.865, 98.865, 98.865, 98.735, 98.805, 98.805, 97.435, 97.18, >> 97.165, 97.265, 97.34, 97.415, 97.445, 97.505, 97.525, 97.635, >> 97.625, 97.53, 97.53, 0.25, 0.25, 0.25, 0.25, 0.25, 0.25, 0.25, >> 0.25, 0.25, 0.25, 0.25, 0.25, 0.25, 2, 2, 2, 2, 2, 1.5, 1.5, >> 1.5, 1.5, 1.5, 1.5, 1.5, 1.5), .Dim = c(13L, 4L), index = structure(c(14245, >> 14246, 14249, 14250, 14251, 14252, 14253, 14256, 14257, 14258, >> 14259, 14260, 14263), format = "m/d/y", origin = structure(c(1, >> 1, 1970), .Names = c("month", "day", "year")), class = c("dates", >> "times")), class = "zoo", .Dimnames = list(NULL, c("ED4 COMDTY", >> "ED12 COMDTY", "FDTR INDEX", "UKBRBASE INDEX")))) >> >> Copy-paste to R prompt shows following: >> >> ED4 COMDTY ED12 COMDTY FDTR INDEX UKBRBASE INDEX >> 14245 98.585 97.435 0.25 2.0 >> 14246 98.355 97.180 0.25 2.0 >> 14249 98.480 97.165 0.25 2.0 >> 14250 98.585 97.265 0.25 2.0 >> 14251 98.670 97.340 0.25 2.0 >> 14252 98.695 97.415 0.25 1.5 >> 14253 98.810 97.445 0.25 1.5 >> 14256 98.865 97.505 0.25 1.5 >> 14257 98.865 97.525 0.25 1.5 >> 14258 98.865 97.635 0.25 1.5 >> 14259 98.735 97.625 0.25 1.5 >> 14260 98.805 97.530 0.25 1.5 >> 14263 98.805 97.530 0.25 1.5 >> >> On my Bloomberg machine, in R console, the rownames look like: >> ED4 COMDTY ED12 COMDTY FDTR INDEX UKBRBASE INDEX >> 01/01/09 98.585 97.435 0.25 2.0 >> 01/02/09 98.355 97.180 0.25 2.0 >> 01/05/09 98.480 97.165 0.25 2.0 >> 01/06/09 98.585 97.265 0.25 2.0 >> 01/07/09 98.670 97.340 0.25 2.0 >> >> and that is what I try to get as well. >> >> Doing: >> >> attributes(a)[[2]] <- format(as.Date(attributes(a)[[2]]), "%m/%d/%y") >> >> changes structure of a to: >> >> 'zoo' series from 01/01/09 to 01/19/09 >> Data: num [1:13, 1:4] 98.6 98.4 98.5 98.6 98.7 ... >> - attr(*, "dimnames")=List of 2 >> ..$ : NULL >> ..$ : chr [1:4] "ED4 COMDTY" "ED12 COMDTY" "FDTR INDEX" "UKBRBASE INDEX" >> Index: chr [1:13] "01/01/09" "01/02/09" "01/05/09" "01/06/09" >> "01/07/09" "01/08/09" "01/09/09" "01/12/09" "01/13/09" "01/14/09" >> "01/15/09" "01/16/09" "01/19/09" >> >> That is not the same structure, attributes disappeared. >> >> What am I doing wrong? >> Thank you in advance for your help. >> >> Regards, >> Sergey >> >> >> >> >> On Wed, Jan 21, 2009 at 15:56, Gabor Grothendieck >> <ggrothendi...@gmail.com> wrote: >>> Please reduce your examples down to small amounts of data and use dput so >>> that they are reproducible. >>> >>> On Wed, Jan 21, 2009 at 9:32 AM, Sergey Goriatchev <serg...@gmail.com> >>> wrote: >>>> Dear all, >>>> >>>> I have a zoo object that has following structure: >>>> >>>>> str(bldata) >>>> zoo [1:5219, 1:12] 91.9 91.8 91.7 91.8 91.7 ... >>>> - attr(*, "index")=Classes 'dates', 'times' atomic [1:5219] 7305 >>>> 7306 7307 7308 7309 ... >>>> .. ..- attr(*, "format")= chr "m/d/y" >>>> .. ..- attr(*, "origin")= Named num [1:3] 1 1 1970 >>>> .. .. ..- attr(*, "names")= chr [1:3] "month" "day" "year" >>>> - attr(*, "dimnames")=List of 2 >>>> ..$ : NULL >>>> ..$ : chr [1:12] "ED4 COMDTY" "ED12 COMDTY" "ER4 COMDTY" "ER12 COMDTY" ... >>>> >>>> I also have a vector of dates of same length as zoo object (5219): >>>> >>>>> str(bldates) >>>> chr [1:5219] "01/01/90" "01/02/90" "01/03/90" "01/04/90" "01/05/90" >>>> "01/08/90" "01/09/90" "01/10/90" "01/11/90" "01/12/90" ... >>>> >>>> I do the following: >>>> >>>>> attributes(bldata)[[2]] <- as.Date(bldates, "%m/%d/%y") >>>> >>>> and get the following: >>>> >>>>> str(bldata) >>>> 'zoo' series from 1990-01-01 to 2009-12-31 >>>> Data: num [1:5219, 1:12] 91.9 91.8 91.7 91.8 91.7 ... >>>> - attr(*, "dimnames")=List of 2 >>>> ..$ : NULL >>>> ..$ : chr [1:12] "ED4 COMDTY" "ED12 COMDTY" "ER4 COMDTY" "ER12 COMDTY" ... >>>> Index: Class 'Date' num [1:5219] 7305 7306 7307 7308 7309 ... >>>> >>>> But what I really want to get is the following: >>>> >>>>>str(bldata) >>>> 'zoo' series from 01/01/90 to 12/31/09 >>>> Data: num [1:5219, 1:12] 91.9 91.8 91.7 91.8 91.7 ... >>>> - attr(*, "dimnames")=List of 2 >>>> ..$ : NULL >>>> ..$ : chr [1:12] "ED4 COMDTY" "ED12 COMDTY" "ER4 COMDTY" "ER12 COMDTY" ... >>>> Index: Classes 'dates', 'times' atomic [1:5219] 7305 7306 7307 7308 7309 >>>> ... >>>> ..- attr(*, "format")= chr "m/d/y" >>>> ..- attr(*, "origin")= Named num [1:3] 1 1 1970 >>>> .. ..- attr(*, "names")= chr [1:3] "month" "day" "year" >>>> >>>> The array bldata is the same, only the last one is on a machine >>>> running RBloomberg, and then I tried to save bldata (and rownames of >>>> bldata in bldates) and >>>> transfer bldata to the other machine which is not a Bloomberg >>>> terminal, and the structure of bldata changes. >>>> >>>> What should I do in this case to adjust the structure? I guess I have >>>> to somehow change the class of Index and set attributes of "Index" and >>>> attribute "names" of attribute "origin" of attribute "Index"? >>>> >>>> Thank you for your help in advance! >>>> >>>> Regards, >>>> Sergey >>>> >>>> -- >>>> I'm not young enough to know everything. /Oscar Wilde >>>> Experience is one thing you can't get for nothing. /Oscar Wilde >>>> When you are finished changing, you're finished. /Benjamin Franklin >>>> Tell me and I forget, teach me and I remember, involve me and I learn. >>>> /Benjamin Franklin >>>> Luck is where preparation meets opportunity. /George Patten >>>> >>>> ______________________________________________ >>>> R-help@r-project.org mailing list >>>> https://stat.ethz.ch/mailman/listinfo/r-help >>>> PLEASE do read the posting guide >>>> http://www.R-project.org/posting-guide.html >>>> and provide commented, minimal, self-contained, reproducible code. >>>> >>> >> >> >> >> -- >> I'm not young enough to know everything. /Oscar Wilde >> Experience is one thing you can't get for nothing. /Oscar Wilde >> When you are finished changing, you're finished. /Benjamin Franklin >> Tell me and I forget, teach me and I remember, involve me and I learn. >> /Benjamin Franklin >> Luck is where preparation meets opportunity. /George Patten >> > -- I'm not young enough to know everything. /Oscar Wilde Experience is one thing you can't get for nothing. /Oscar Wilde When you are finished changing, you're finished. /Benjamin Franklin Tell me and I forget, teach me and I remember, involve me and I learn. /Benjamin Franklin Luck is where preparation meets opportunity. /George Patten ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.