Re: [R] Convert data into zoo object using Performance analytics package
Hi From: Upananda Pani [mailto:upananda.p...@gmail.com] Sent: Friday, September 22, 2017 11:53 AM To: PIKAL Petr <petr.pi...@precheza.cz> Cc: r-help <r-help@r-project.org>; Gabor Grothendieck <ggrothendi...@gmail.com> Subject: Re: [R] Convert data into zoo object using Performance analytics package Dear All, Thanks a lot for your help. Would you please let me know if i want to read a csv file as No, you probably need to read R basics (R-intro). I had no problem using Gabor’s code version 1 for reading directly. You obviously lack basic understanding how R works with objects. Cheers Petr zoo object from my local file rather than directly from the website, how to do that? library(zoo) u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv; fmt <- "%m/%d/%Y" With sincere regards, Upananda Pani On Wed, Sep 20, 2017 at 3:22 PM, PIKAL Petr <petr.pi...@precheza.cz<mailto:petr.pi...@precheza.cz>> wrote: Hi Gabor's code works as expeceted without error. What is "u" in your case? Cheers Petr > -Original Message- > From: R-help > [mailto:r-help-boun...@r-project.org<mailto:r-help-boun...@r-project.org>] On > Behalf Of Upananda > Pani > Sent: Wednesday, September 20, 2017 11:06 AM > To: Gabor Grothendieck > <ggrothendi...@gmail.com<mailto:ggrothendi...@gmail.com>> > Cc: r-help <r-help@r-project.org<mailto:r-help@r-project.org>> > Subject: Re: [R] Convert data into zoo object using Performance analytics > package > > Dear Sir, > > Thanks for your mail and help. I got this error while trying to run your code. > > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in > read.table(file = file, header = header, sep = sep, quote = quote, > : > 'file' must be a character string or connection > > Thanks and Regards, > Upananda Pani > > On Tue, Sep 19, 2017 at 4:31 PM, Upananda Pani > <upananda.p...@gmail.com<mailto:upananda.p...@gmail.com>> > wrote: > > > Dear Sir, > > > > Thanks for your mail and help. I got this error while trying to run > > your code. > > > > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in > > read.table(file = file, header = header, sep = sep, quote = quote, : > > 'file' must be a character string or connection > > > > Thanks and Regards, > > Upananda Pani > > > > On Mon, Sep 18, 2017 at 7:38 PM, Gabor Grothendieck < > > ggrothendi...@gmail.com<mailto:ggrothendi...@gmail.com>> wrote: > > > >> Depending on how you created df maybe your code has the column names > >> wrong. In any case these 4 alternatives all work. Start a fresh R > >> session and then copy and paste this into it. > >> > >> library(zoo) > >> u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv; > >> fmt <- "%m/%d/%Y" > >> > >> # 1 > >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) > >> > >> # 2 > >> df <- read.csv(u) > >> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt) > >> > >> # 3 > >> df <- read.csv(u) > >> names(head(df)) > >> ## [1] "Date" "Adj.Close" > >> sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt)) > >> > >> # 4 > >> df <- read.csv(u) > >> sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt)) > >> > >> On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani > >> <upananda.p...@gmail.com<mailto:upananda.p...@gmail.com>> > >> wrote: > >> > Dear All, > >> > > >> > While i am trying convert data frame object to zoo object I am > >> > getting numeric(0) error in performance analytics package. > >> > > >> > The source code i am using from this website to learn r in finance: > >> > https://faculty.washington.edu/ezivot/econ424/returnCalculations.r > >> > > >> > # create zoo objects from data.frame objects dates.sbux = > >> > as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft = > >> > as.yearmon(msft.df$Date, format="%m/%d/%Y") sbux.z = > >> > zoo(x=sbux.df$Adj.Close, order.by<http://order.by>=dates.sbux) msft.z = > >> > zoo(x=msft.df$Adj.Close, order.by<http://order.by>=dates.msft) > >> > class(sbux.z) > >> > head(sbux.z) > >> >> head(sbux.z) > >> > Data: > >> > numeric(0) > >> > > >> > I will be grateful if anybody would lik
Re: [R] Convert data into zoo object using Performance analytics package
Dear All, Thanks a lot for your help. Would you please let me know if i want to read a csv file as zoo object from my local file rather than directly from the website, how to do that? library(zoo) u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv; fmt <- "%m/%d/%Y" With sincere regards, Upananda Pani On Wed, Sep 20, 2017 at 3:22 PM, PIKAL Petr <petr.pi...@precheza.cz> wrote: > Hi > > Gabor's code works as expeceted without error. > What is "u" in your case? > > Cheers > Petr > > > -Original Message- > > From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Upananda > > Pani > > Sent: Wednesday, September 20, 2017 11:06 AM > > To: Gabor Grothendieck <ggrothendi...@gmail.com> > > Cc: r-help <r-help@r-project.org> > > Subject: Re: [R] Convert data into zoo object using Performance analytics > > package > > > > Dear Sir, > > > > Thanks for your mail and help. I got this error while trying to run your > code. > > > > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in > > read.table(file = file, header = header, sep = sep, quote = quote, > > : > > 'file' must be a character string or connection > > > > Thanks and Regards, > > Upananda Pani > > > > On Tue, Sep 19, 2017 at 4:31 PM, Upananda Pani <upananda.p...@gmail.com> > > wrote: > > > > > Dear Sir, > > > > > > Thanks for your mail and help. I got this error while trying to run > > > your code. > > > > > > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in > > > read.table(file = file, header = header, sep = sep, quote = quote, : > > > 'file' must be a character string or connection > > > > > > Thanks and Regards, > > > Upananda Pani > > > > > > On Mon, Sep 18, 2017 at 7:38 PM, Gabor Grothendieck < > > > ggrothendi...@gmail.com> wrote: > > > > > >> Depending on how you created df maybe your code has the column names > > >> wrong. In any case these 4 alternatives all work. Start a fresh R > > >> session and then copy and paste this into it. > > >> > > >> library(zoo) > > >> u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv; > > >> fmt <- "%m/%d/%Y" > > >> > > >> # 1 > > >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) > > >> > > >> # 2 > > >> df <- read.csv(u) > > >> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt) > > >> > > >> # 3 > > >> df <- read.csv(u) > > >> names(head(df)) > > >> ## [1] "Date" "Adj.Close" > > >> sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt)) > > >> > > >> # 4 > > >> df <- read.csv(u) > > >> sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt)) > > >> > > >> On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani > > >> <upananda.p...@gmail.com> > > >> wrote: > > >> > Dear All, > > >> > > > >> > While i am trying convert data frame object to zoo object I am > > >> > getting numeric(0) error in performance analytics package. > > >> > > > >> > The source code i am using from this website to learn r in finance: > > >> > https://faculty.washington.edu/ezivot/econ424/returnCalculations.r > > >> > > > >> > # create zoo objects from data.frame objects dates.sbux = > > >> > as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft = > > >> > as.yearmon(msft.df$Date, format="%m/%d/%Y") sbux.z = > > >> > zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) msft.z = > > >> > zoo(x=msft.df$Adj.Close, order.by=dates.msft) > > >> > class(sbux.z) > > >> > head(sbux.z) > > >> >> head(sbux.z) > > >> > Data: > > >> > numeric(0) > > >> > > > >> > I will be grateful if anybody would like to guide me where i am > > >> > making > > >> the > > >> > mistake. > > >> > > > >> > With best regards, > > >> > Upananda Pani > > >> > > > >> > > > >> > -- > > >> > > > >> > > > >> > You may delay, but
Re: [R] Convert data into zoo object using Performance analytics package
Hi Gabor's code works as expeceted without error. What is "u" in your case? Cheers Petr > -Original Message- > From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Upananda > Pani > Sent: Wednesday, September 20, 2017 11:06 AM > To: Gabor Grothendieck <ggrothendi...@gmail.com> > Cc: r-help <r-help@r-project.org> > Subject: Re: [R] Convert data into zoo object using Performance analytics > package > > Dear Sir, > > Thanks for your mail and help. I got this error while trying to run your code. > > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in > read.table(file = file, header = header, sep = sep, quote = quote, > : > 'file' must be a character string or connection > > Thanks and Regards, > Upananda Pani > > On Tue, Sep 19, 2017 at 4:31 PM, Upananda Pani <upananda.p...@gmail.com> > wrote: > > > Dear Sir, > > > > Thanks for your mail and help. I got this error while trying to run > > your code. > > > > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in > > read.table(file = file, header = header, sep = sep, quote = quote, : > > 'file' must be a character string or connection > > > > Thanks and Regards, > > Upananda Pani > > > > On Mon, Sep 18, 2017 at 7:38 PM, Gabor Grothendieck < > > ggrothendi...@gmail.com> wrote: > > > >> Depending on how you created df maybe your code has the column names > >> wrong. In any case these 4 alternatives all work. Start a fresh R > >> session and then copy and paste this into it. > >> > >> library(zoo) > >> u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv; > >> fmt <- "%m/%d/%Y" > >> > >> # 1 > >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) > >> > >> # 2 > >> df <- read.csv(u) > >> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt) > >> > >> # 3 > >> df <- read.csv(u) > >> names(head(df)) > >> ## [1] "Date" "Adj.Close" > >> sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt)) > >> > >> # 4 > >> df <- read.csv(u) > >> sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt)) > >> > >> On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani > >> <upananda.p...@gmail.com> > >> wrote: > >> > Dear All, > >> > > >> > While i am trying convert data frame object to zoo object I am > >> > getting numeric(0) error in performance analytics package. > >> > > >> > The source code i am using from this website to learn r in finance: > >> > https://faculty.washington.edu/ezivot/econ424/returnCalculations.r > >> > > >> > # create zoo objects from data.frame objects dates.sbux = > >> > as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft = > >> > as.yearmon(msft.df$Date, format="%m/%d/%Y") sbux.z = > >> > zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) msft.z = > >> > zoo(x=msft.df$Adj.Close, order.by=dates.msft) > >> > class(sbux.z) > >> > head(sbux.z) > >> >> head(sbux.z) > >> > Data: > >> > numeric(0) > >> > > >> > I will be grateful if anybody would like to guide me where i am > >> > making > >> the > >> > mistake. > >> > > >> > With best regards, > >> > Upananda Pani > >> > > >> > > >> > -- > >> > > >> > > >> > You may delay, but time will not. > >> > > >> > > >> > Research Scholar > >> > alternative mail id: up...@iitkgp.ac.in Department of HSS, IIT KGP > >> > KGP > >> > > >> > [[alternative HTML version deleted]] > >> > > >> > __ > >> > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > >> > https://stat.ethz.ch/mailman/listinfo/r-help > >> > PLEASE do read the posting guide http://www.R-project.org/posti > >> ng-guide.html > >> > and provide commented, minimal, self-contained, reproducible code. > >> > >> > >> > >> -- > >> Statistics & Software Consulting > >> GKX Group, GKX Associates Inc. > >> tel: 1-877-GKX-GROUP > >> email: ggrothendieck at gmail.com > >> >
Re: [R] Convert data into zoo object using Performance analytics package
Dear Sir, Thanks for your mail and help. I got this error while trying to run your code. sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) Error in read.table(file = file, header = header, sep = sep, quote = quote, : 'file' must be a character string or connection Thanks and Regards, Upananda Pani On Tue, Sep 19, 2017 at 4:31 PM, Upananda Paniwrote: > Dear Sir, > > Thanks for your mail and help. I got this error while trying to run your > code. > > sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) > Error in read.table(file = file, header = header, sep = sep, quote = > quote, : > 'file' must be a character string or connection > > Thanks and Regards, > Upananda Pani > > On Mon, Sep 18, 2017 at 7:38 PM, Gabor Grothendieck < > ggrothendi...@gmail.com> wrote: > >> Depending on how you created df maybe your code has the column names >> wrong. In any case these 4 alternatives all work. Start a fresh R >> session and then copy and paste this into it. >> >> library(zoo) >> u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv; >> fmt <- "%m/%d/%Y" >> >> # 1 >> sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) >> >> # 2 >> df <- read.csv(u) >> sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt) >> >> # 3 >> df <- read.csv(u) >> names(head(df)) >> ## [1] "Date" "Adj.Close" >> sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt)) >> >> # 4 >> df <- read.csv(u) >> sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt)) >> >> On Mon, Sep 18, 2017 at 7:36 AM, Upananda Pani >> wrote: >> > Dear All, >> > >> > While i am trying convert data frame object to zoo object I am >> > getting numeric(0) error in performance analytics package. >> > >> > The source code i am using from this website to learn r in finance: >> > https://faculty.washington.edu/ezivot/econ424/returnCalculations.r >> > >> > # create zoo objects from data.frame objects >> > dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y") >> > dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y") >> > sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) >> > msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft) >> > class(sbux.z) >> > head(sbux.z) >> >> head(sbux.z) >> > Data: >> > numeric(0) >> > >> > I will be grateful if anybody would like to guide me where i am making >> the >> > mistake. >> > >> > With best regards, >> > Upananda Pani >> > >> > >> > -- >> > >> > >> > You may delay, but time will not. >> > >> > >> > Research Scholar >> > alternative mail id: up...@iitkgp.ac.in >> > Department of HSS, IIT KGP >> > KGP >> > >> > [[alternative HTML version deleted]] >> > >> > __ >> > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> > https://stat.ethz.ch/mailman/listinfo/r-help >> > PLEASE do read the posting guide http://www.R-project.org/posti >> ng-guide.html >> > and provide commented, minimal, self-contained, reproducible code. >> >> >> >> -- >> Statistics & Software Consulting >> GKX Group, GKX Associates Inc. >> tel: 1-877-GKX-GROUP >> email: ggrothendieck at gmail.com >> > > > > -- > > > You may delay, but time will not. > > > Research Scholar > alternative mail id: up...@iitkgp.ac.in > Department of HSS, IIT KGP > KGP > -- You may delay, but time will not. Research Scholar alternative mail id: up...@iitkgp.ac.in Department of HSS, IIT KGP KGP [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
Re: [R] Convert data into zoo object using Performance analytics package
Depending on how you created df maybe your code has the column names wrong. In any case these 4 alternatives all work. Start a fresh R session and then copy and paste this into it. library(zoo) u <- "https://faculty.washington.edu/ezivot/econ424/sbuxPrices.csv; fmt <- "%m/%d/%Y" # 1 sbux1.z <- read.csv.zoo(u, FUN = as.yearmon, format = fmt) # 2 df <- read.csv(u) sbux2.z <- read.zoo(df, FUN = as.yearmon, format = fmt) # 3 df <- read.csv(u) names(head(df)) ## [1] "Date" "Adj.Close" sbux3.z <- zoo(df$Adj.Close, as.yearmon(df$Date, fmt)) # 4 df <- read.csv(u) sbux4.z <- zoo(df[[2]], as.yearmon(df[[1]], fmt)) On Mon, Sep 18, 2017 at 7:36 AM, Upananda Paniwrote: > Dear All, > > While i am trying convert data frame object to zoo object I am > getting numeric(0) error in performance analytics package. > > The source code i am using from this website to learn r in finance: > https://faculty.washington.edu/ezivot/econ424/returnCalculations.r > > # create zoo objects from data.frame objects > dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y") > dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y") > sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) > msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft) > class(sbux.z) > head(sbux.z) >> head(sbux.z) > Data: > numeric(0) > > I will be grateful if anybody would like to guide me where i am making the > mistake. > > With best regards, > Upananda Pani > > > -- > > > You may delay, but time will not. > > > Research Scholar > alternative mail id: up...@iitkgp.ac.in > Department of HSS, IIT KGP > KGP > > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
[R] Convert data into zoo object using Performance analytics package
Dear All, While i am trying convert data frame object to zoo object I am getting numeric(0) error in performance analytics package. The source code i am using from this website to learn r in finance: https://faculty.washington.edu/ezivot/econ424/returnCalculations.r # create zoo objects from data.frame objects dates.sbux = as.yearmon(sbux.df$Date, format="%m/%d/%Y") dates.msft = as.yearmon(msft.df$Date, format="%m/%d/%Y") sbux.z = zoo(x=sbux.df$Adj.Close, order.by=dates.sbux) msft.z = zoo(x=msft.df$Adj.Close, order.by=dates.msft) class(sbux.z) head(sbux.z) > head(sbux.z) Data: numeric(0) I will be grateful if anybody would like to guide me where i am making the mistake. With best regards, Upananda Pani -- You may delay, but time will not. Research Scholar alternative mail id: up...@iitkgp.ac.in Department of HSS, IIT KGP KGP [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.