[R] its package: inexplicable date-shifting ?!

From: Chalasani, Prasad <prasad.chalasani_at_gs.com>
Date: Thu 28 Apr 2005 - 03:45:23 EST


Can someone please explain to me why
the dates get shifted by one day
when I create an its ( irregular time-series ) object from a matrix for which I've
assigned row names.
E.g. in the example run below,
why does the its object have dates
one-shifted from my original dates?

> install.packages('its')
> install.packages('Hmisc')
> require(its)
> m <- matrix(1:2, nrow=2)
> m

     [,1]
[1,] 1
[2,] 2
> its.format('%Y%m%d')

[1] "%Y%m%d"
> rownames(m) <- c('20040813', '20040814')
> m

         [,1]
20040813 1
20040814 2
> its(structure(m))

         1
20040812 1
20040813 2

-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Berton Gunter Sent: Wednesday, April 27, 2005 1:28 PM
To: ltorgo@liacc.up.pt
Cc: r-help@stat.math.ethz.ch
Subject: RE: [R] Recursive calculation of a series of values

Algebra:
cumprod(1+v)*x[0]

"The business of the statistician is to catalyze the scientific learning process." - George E. P. Box    

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Luis Torgo
> Sent: Wednesday, April 27, 2005 7:42 AM
> To: r-help@stat.math.ethz.ch
> Subject: [R] Recursive calculation of a series of values
>
> Dear R-users,
>
> I'm felling kind of blocked on a quite simple problem and I wonder if
> someone could give me a help with it.
>
> My problem:
>
> x[0] = 100
> x[1] = (1+v[1])*x[0]
> x[2] = (1+v[2])*x[1]
> ...
>
> i.e.
>
> x[i] = (1+v[i])*x[i-1]
> and x[0]=k
>
> Given a set of v values I wanted to obtain the corresponding
> x values in
> an efficient way (i.e. without a for loop).
>
> For instance, if x[0] = 100 and v = c(0.2,-0.1,0.05) then I would get
> x = c(120,108,113.4)
>
> I'm almost sure the function filter() from package tseries is the key
> for getting these values but I'm really blocked.
>
> Any help is much appreciated.
>
> Luís Torgo
>
> --
> Luis Torgo
> FEP/LIACC, University of Porto Phone : (+351) 22 339 20 93
> Machine Learning Group Fax : (+351) 22 339 20 99
> R. de Ceuta, 118, 6o email : ltorgo@liacc.up.pt
> 4050-190 PORTO - PORTUGAL WWW :
> http://www.liacc.up.pt/~ltorgo
>
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>



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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Apr 28 03:50:48 2005

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