Hi, I have a tmp object which is stream of numbers of -1, 0, 1, 2. I want
to make values from 2007-09-05 to 2007-09-13 to be 0, and from 2007-09-14 to
2007-09-27 to be 1, and 2007-09-28 to 2007-10-03 to be 0 again. To logic is
that suppose t(i)=1, then t(i+n)=1 if t(i+n) already is {0 or 1}, but not
2. However, if i(i) is already {0 or 2}, then t(i+n) = 0, where n represent
the next n days. What is the best approach without loops? Thank you.
> class(tmp)
[1] "xts" "zoo"
> tmp[40:60]
Tmp
2007-09-05 2
2007-09-06 0
2007-09-07 2
2007-09-10 0
2007-09-11 0
2007-09-12 0
2007-09-13 0
2007-09-14 1
2007-09-17 0
2007-09-18 0
2007-09-19 0
2007-09-20 0
2007-09-21 0
2007-09-24 1
2007-09-25 0
2007-09-26 0
2007-09-27 0
2007-09-28 2
2007-10-01 0
2007-10-02 0
2007-10-03 2
[[alternative HTML version deleted]]
_______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should
go.