ConvertDFToTimeSeries {QRMlib}R Documentation

ConvertDFToTimeSeries() method

Description

Method to convert a data.frame object to a timeSeries object and insure that the any eight- or nine-character date elements like 1/1/2001 or 1/10/2001 or 10/1/2001 are converted to the ten-character format required by timeSeries.

Usage

ConvertDFToTimeSeries(dataframe)

Arguments

dataframe a data.frame object with DATE field in "m/d/Y" format

Details

Insures that the month-day-year format has 2 monthly digits, two daily digits and 4 annual digits plus the two separating backslashes. otherwise the RMetrics timeSeries class will balk at converting a data.frame to a timeSeries

Value

a timeSeries in the RMetrics fSeries package (270.60)

Author(s)

documentation by Scott Ulman for R-language distribution

Examples

data(danish.df);
danishTS <- ConvertDFToTimeSeries(danish.df);
save("danishTS",file="danishTS.R");

[Package QRMlib version 1.4.4 Index]