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

From: Dirk Eddelbuettel <edd_at_debian.org>
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
| >
|
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answer to the wrong question.  --  John Tukey as quoted by John Chambers

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Received on Thu Apr 28 12:45:51 2005

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