xts | Extensible time series class that provides uniform handling | Time Series Database library

by joshuaulrich R Version: v0.13.1 License: GPL-2.0

X-Ray Key Features Code Snippets Community Discussions(10)Vulnerabilities Install Support

kandi X-RAY | xts Summary

xts is a R library typically used in Database, Time Series Database applications. xts has no bugs, it has no vulnerabilities, it has a Strong Copyleft License and it has low support. You can download it from GitHub.

xts is an R package that provides an extension of the zoo class. zoo's strength comes from its simplicity of use (it's very similar to base R functions), and its overall flexibility (you can use anything as an index). The xts extension was motivated by the ability to improve performance by imposing reasonable constraints, while providing a truly time-based structure.

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Quality

Security

License

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Support

xts has a low active ecosystem.

It has 203 star(s) with 71 fork(s). There are 23 watchers for this library.

It had no major release in the last 12 months.

There are 64 open issues and 298 have been closed. On average issues are closed in 926 days. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of xts is v0.13.1

Quality

xts has no bugs reported.

Security

xts has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

License

xts is licensed under the GPL-2.0 License. This license is Strong Copyleft.

Strong Copyleft licenses enforce sharing, and you can use them when creating open source projects.

Reuse

xts releases are available to install and integrate.

Installation instructions, examples and code snippets are available.

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xts Key Features

No Key Features are available at this moment for xts.

xts Examples and Code Snippets

No Code Snippets are available at this moment for xts.

Community Discussions

Trending Discussions on xts

Shapiro.test error message: attempt to set an attribute on NULL

How to change the (number of) x-axis ticks in a plot.zoo plot? (axis() fails)

having trouble using stack function-R

Turn dummy variables into weights

Creating dummy from multiple xts objects

xts variables with "-"

Apply linear regression model to pairwise columns

Averaging data at specific hours across days in R

Why does Rcpp corrupt xts object?

R Shiny: Creating X numbers of numericInput boxes equal to number of variables

QUESTION

Shapiro.test error message: attempt to set an attribute on NULL

Asked 2021-Jun-07 at 19:32

I am attempting to perform a test for normality in some stock returns, both visually and with a test. I think I got it right with the histogram, but the Shapiro test is giving me the following error message:

Error in .xts(e, .index(e2), .indexCLASS = indexClass(e2), .indexFORMAT = indexFormat(e2), : attempt to set an attribute on NULL

I attempted to make the following code reproducible, but please let me know if theres anything else needed.

...

ANSWER

Answered 2021-Jun-07 at 18:11

According to ?shapiro.test, input 'x'

x - a numeric vector of data values. Missing values are allowed, but the number of non-missing values must be between 3 and 5000.

Here, we have a an 'xts' object which basically inherits a matrix class as well. So, we can either convert to vector by using as.numeric or as.vector

Source https://stackoverflow.com/questions/67876476

QUESTION

How to change the (number of) x-axis ticks in a plot.zoo plot? (axis() fails)

Asked 2021-Jun-03 at 12:52

The following time series plot with plot.zoo() shows a weird number of (only one) x-axis ticks. How can one convince plot.zoo() to show more x-axis ticks?

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ANSWER

Answered 2021-Jun-03 at 07:17

Here is a version based on standard plot():

Source https://stackoverflow.com/questions/67816173

QUESTION

having trouble using stack function-R

Asked 2021-May-27 at 18:59

I have to below data frame(df):

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ANSWER

Answered 2021-May-27 at 18:46

Since you said you want to reshape columns to rows.. does this do what you're looking for?

Source https://stackoverflow.com/questions/67727875

QUESTION

Turn dummy variables into weights

Asked 2021-May-24 at 10:29

I have a table of dummy variables where the value is either 1 or NA. I know want to create a uniform weight for these dummies across rows. This is my beginning dataset, it is in xts format:

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ANSWER

Answered 2021-May-24 at 10:18

You can use apply rowwise and transpose:

Source https://stackoverflow.com/questions/67669416

QUESTION

Creating dummy from multiple xts objects

Asked 2021-May-23 at 03:00

I have multiple xts objects which are all indicators if a stock is above or below a certain median value. These list are structured the following way the size variable is S or B the value variable is H or L and the momentum variable is D or U. This is what part of my three xts objects look like

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ANSWER

Answered 2021-May-22 at 13:41

You could use replace on your xts object:

Source https://stackoverflow.com/questions/67649228

QUESTION

xts variables with "-"

Asked 2021-May-16 at 15:16

Any help appreciated on this problem and I realise this is probably a really dumb question.

I have a variable that contains a symbol that is causing issues.

I am trying to create a function that calculates various metrics from financial data, in this case sma from a column within an xts variable downloaded with the QUANTMOD package in R. The problem is that the variable is downloaded with an "-" symbol (XLM-USD) in its name and I do not know how to work with this since it produces an error, nor can I find an easy was to rename this variable.

Please see the code and error, below.

Any help would be appreciated.

Thanks :)

...

ANSWER

Answered 2021-May-16 at 15:16

From ?make.names :

A syntactically valid name consists of letters, numbers and the dot or underline characters and starts with a letter or the dot not followed by a number.

Variable names which do not follow these rules need to be surrounded with backticks:

Source https://stackoverflow.com/questions/67558285

QUESTION

Apply linear regression model to pairwise columns

Asked 2021-May-16 at 10:37

I have some data which looks like:

...

ANSWER

Answered 2021-May-15 at 18:58

We could either use rowwise or map to loop over the formula and create a list column with model summary output

Source https://stackoverflow.com/questions/67550016

QUESTION

Averaging data at specific hours across days in R

Asked 2021-May-13 at 16:27

Update(2021/5/13, 11:55AM): The data is not reproducible. Thank you @G. Grothendieck for giving me a comment.

(This is my first post in Stackoverflow, so please let me know if there's any basic mistakes I made in this question)

Hi,

I have a hourly-measured data of air quality over multiple days in R, and I would like to calculate the average air quality at specific time periods.

Here's a subset of my reproducible data. It is in xts format.

...

ANSWER

Answered 2021-May-13 at 16:27

You can use something like dplyr to do grouping operation, and lubridate to deal with dates. lubridate has the hour function which return only the hours. I first convert your data into a data frame:

Source https://stackoverflow.com/questions/67521209

QUESTION

Why does Rcpp corrupt xts object?

Asked 2021-May-13 at 12:25

Say I have an xts object and return the index via an Rcpp function. Touching the xts object in this way seems to corrupt the xts object.

It can be fixed by forcing a deep copy.

While i do have a work-around, i don't understand why the problem exists -- or why my hack is required?

Using the suggested code from dirk's Rcpp Gallery, the xts object is corrupted once touched.

...

ANSWER

Answered 2021-May-13 at 12:25

I cannot reproduce that with a simpler attribute extraction function all is well and xx is not altered:

Source https://stackoverflow.com/questions/67513371

QUESTION

R Shiny: Creating X numbers of numericInput boxes equal to number of variables

Asked 2021-May-13 at 12:13

I'm trying to create a finance-related R Shiny application. As of right now, I have a tab to create a custom portfolio, which requires me to have a numericInput for each variable in the original source_file. This is how the sample source_file looks like:

Date CSI500 Shanghai CSI300 HSI STI 2016-01-01 +5% -2% +5% +10% +12% 2016-01-08 +3% +13% -8% -3% +10% 2016-01-15 +2% +11% -3% +4% -15%

Currently, I have to manually hardcode each numericInput box for each variable like shown:

...

ANSWER

Answered 2021-May-13 at 12:13

Here is a demo that may be helpful for you.

You can upload a .csv file to the shiny app. It will ignore the first column (or you can modify to specifically remove a date column).

The numeric inputs will be dynamically generated based on the header column names read in.

The demo has a calc button, that will store the input data and for further processing (calculating returns). Also added a table to show the entered data.

Edit: If upon pressing the calc button you want to call your custom function (calculate_portfolio_returns), you can add the call to that function in eventReactive, since that is dependent on the input button. To pass on the values from the numeric inputs, you can store these values temporarily in a vector vals, and then pass vals as an argument to the function (see modified code below). In the demo, I call a custom function calc_sum that will print the sum of the numeric inputs in the console. One final note, I added an explicit return at the end of input_vals(), so that vals can be shared for use in output$table.

Source https://stackoverflow.com/questions/67499112

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install xts

The current release is available on CRAN, which you can install via:.
Windows
MacOS (the R for Mac OS X Developer's Page might also be helpful)
Unix-alike
You can create xts objects using xts() and as.xts(). Note that as.xts() currently expects the date/times to be in the row names for matrix and data.frame objects, or in the names for vector. You can also use the dateFormat argument to control whether the names should be converted to Date or POSIXct. See help(as.xts.methods) for details.
DataCamp course on importing and managing financial data
DataCamp course on manipulating time series with xts & zoo