Re: [R-SIG-Finance] Delete bad dividend row
Hi Garret,
That did help. I've been analyzing dividend yields and the quantmod
getDividends and getSymbols work flawlessly. But then the dividends change
frequency over time, special dividends creep in and now a spurious data
point for PM. So far I've dealt with these with your help and others.
Best,
Frank
-Original Message-
From: G See [mailto:gsee...@gmail.com]
Sent: Sunday, June 30, 2013 5:15 PM
To: Frank
Cc: r-sig-finance
Subject: Re: [R-SIG-Finance] Delete bad dividend row
Hi Frank,
There are a few ways to do it.
library(quantmod)
div <- getDividends("PM", from="2010-01-01")
# find the row(s) you want to remove and use negative indexing
div[-12]
div[-which(div == 0.039)]
div[-div["2012-12-20", which.i=TRUE]]
# exclude specific date by passing logical vector to [.xts
div[!index(div) %in% as.Date("2012-12-20")]
# exclude specific weekdays
div[weekdays(index(div)) != "Thursday"]
div[as.POSIXlt(index(div))$wday != 4]
# exclude amounts smaller than some arbitrary number
div[div > 0.1]
# exclude specific amount
div[div != 0.039]
HTH,
Garrett
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Re: [R-SIG-Finance] Delete bad dividend row
Hi Frank,
There are a few ways to do it.
library(quantmod)
div <- getDividends("PM", from="2010-01-01")
# find the row(s) you want to remove and use negative indexing
div[-12]
div[-which(div == 0.039)]
div[-div["2012-12-20", which.i=TRUE]]
# exclude specific date by passing logical vector to [.xts
div[!index(div) %in% as.Date("2012-12-20")]
# exclude specific weekdays
div[weekdays(index(div)) != "Thursday"]
div[as.POSIXlt(index(div))$wday != 4]
# exclude amounts smaller than some arbitrary number
div[div > 0.1]
# exclude specific amount
div[div != 0.039]
HTH,
Garrett
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[R-SIG-Finance] Delete bad dividend row
Hi all,
I successfully get dividend data from Yahoo Finance, including a bad
dividend:
2012-12-20 0.039
How do I delete this one row from the data? This dividend shows up on the
Yahoo Finance site but is not reported by Philip Morris.
Thanks,
Frank
Chicago, IL
R version 3.0.1 (2013-05-16) -- "Good Sport"
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Platform: x86_64-w64-mingw32/x64 (64-bit)
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Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.
[Previously saved workspace restored]
> library(quantmod)
Loading required package: Defaults
Loading required package: xts
Loading required package: zoo
Attaching package: 'zoo'
The following object is masked from 'package:base':
as.Date, as.Date.numeric
Loading required package: TTR
Version 0.4-0 included new data defaults. See ?getSymbols.
> library(chron)
>
> from_date="2010-1-1"
> {Divs<-getDividends("PM",from=from_date)}
> Divs
[,1]
2010-03-23 0.580
2010-06-22 0.580
2010-09-22 0.640
2010-12-21 0.640
2011-03-22 0.640
2011-06-21 0.640
2011-09-23 0.770
2011-12-20 0.770
2012-03-27 0.770
2012-06-25 0.770
2012-09-25 0.850
2012-12-20 0.039
2012-12-24 0.850
2013-03-26 0.850
2013-06-25 0.850
>
> quit()
> proc.time()
user system elapsed
0.92 0.04 1.04
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