From: Dirk Eddelbuettel <edd_at_debian.org>

Date: Thu 28 Apr 2005 - 12:38:31 EST

Date: Thu 28 Apr 2005 - 12:38:31 EST

On 27 April 2005 at 13:45, Chalasani, Prasad wrote:

| 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.
*

I think you initiated the its() object the wrong way -- the date object needs to be supplied, you were sort-of hiding that in the matrix rownames:

> m <- matrix(1:2, nrow=2)

> its(m, as.POSIXct(strptime(c('20040813', '20040814'), "%Y%m%d")))

1

2004-08-13 1

2004-08-14 2

>

Hth, Dirk

| 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]
**|
**| -- Bert Gunter
**| Genentech Non-Clinical Statistics
**| South San Francisco, CA
**|
**| "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
**| >
**| > ______________________________________________
**| > 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
**| >
**|
**| ______________________________________________
**| 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
**|
**| ______________________________________________
**| 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
*

-- Better to have an approximate answer to the right question than a precise answer to the wrong question. -- John Tukey as quoted by John Chambers ______________________________________________ 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.htmlReceived on Thu Apr 28 12:45:51 2005

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