I have hundreds of megabytes of price data time series, and perl scripts that extract it to tab delimited files (I have C++ programs that must analyse this data too, so I get Perl to extract it rather than have multiple connections to the DB).
I can read the data into an R object without any problems. thedata = read.csv("K:\\Work\\SignalTest\\BP.csv", sep = "\t", header = FALSE, na.strings="") thedata The above statements give me precisely what I expect. The last few lines of output are: 8190 2009-06-16 49.30 8191 2009-06-17 48.40 8192 2009-06-18 47.72 8193 2009-06-19 48.83 8194 2009-06-22 46.85 8195 2009-06-23 47.11 8196 2009-06-24 46.97 8197 2009-06-25 47.43 I have loaded Rmetrics and PerformanceAnalytics, among other packages. I tried as.timeseries, but R2.9.1 tells me there is no such function. I tried as.ts(thedata), but that only replaces the date field by the row label in 'thedata'. If I apply the performance analytics drawdowns function to either thedata or thedate$V2, I get errors: > table.Drawdowns(thedata,top = 10) Error in 1 + na.omit(x) : non-numeric argument to binary operator > table.Drawdowns(thedata$V2, top = 10) Error in if (thisSign == priorSign) { : missing value where TRUE/FALSE needed > thedata$V2 by itself does give me the price data from the file. I am a relative novice in using R for timeseries, so I wouldn't be surprised it I missed something that would be obvious to someone more practiced in using R, but I don't see what that could be from the documentation of the functions I am looking at using. I have no shortage of data, and I don't want to write C++ code, or perl code, to do all the kinds of calculations provided in, Rmetrics and performanceanalytics, but getting my data into the functions these packages provide is killing me! What did I miss? Thanks Ted ______________________________________________ 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.