Joshua, Thank you for explaining this. I will think of a work-around.
/Sergey On Sun, Mar 4, 2012 at 3:36 PM, Joshua Ulrich <[email protected]> wrote: > Hi Sergey, > > Internally, xts objects are a matrix with an index attribute. While > you *can* make a matrix of lists, that is not supported in zoo or xts. > > Best, > -- > Joshua Ulrich | FOSS Trading: www.fosstrading.com > > R/Finance 2012: Applied Finance with R > www.RinFinance.com > > > > On Sun, Mar 4, 2012 at 4:23 AM, Sergey Pisarenko <[email protected]> wrote: >> Hi R programmers, >> >> I have stumbled across what seems a very simple problem. My goal is to >> create a xts time series object which contains vectors as values. In >> other words, I try to create somethingSergey like this: >> >> 2009-01-01 => c('aa', 'bb', 'dd') >> ... >> 2010-02-01 => c('mm') >> >> I have figured out parts of separately. Here's what works (new xts >> time-series with simple FALSE values): >> >>> getSymbols(src='yahoo', Symbols=c('SPY')) # this loads xts object >>> into global environment under name SPY >>> v <- vector(length=length(index(SPY))) # this creates a >>> vector of the same length as the SPY time-series >>> new_xts <- xts(v, order.by=index(SPY)) # this works and >>> creates a time-series with FALSE as every value >>> new_xts >> 2009-01-01 FALSE >> ... >> 2010-02-01 FALSE >> >> Now, I'd like to create a xts object with vectors as values. >> Presumably, I want lists to be used as values: >> >>> myList <- vector("list", length=length(index(SPY))) # this creates a list >>> of the same length as the SPY time-series >>> for (i in 1:length(myList)) myList[[i]] <- c('aa', 'bb') # fill list >>> with dummy test data >>> new_xts_2 <- xts(myList, order.by=index(SPY)) # and I get an error >> Error in coredata.xts(x) : currently unsupported data type >> >> What am I doing wrong and how can this be implemented? >> >> Truly appreciate your effort. >> >> -- >> Kind Regards, >> Sergey Pisarenko. >> >> ______________________________________________ >> [email protected] mailing list >> 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. ______________________________________________ [email protected] mailing list 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.
