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matrix.R
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matrix.R
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#
# xts: eXtensible time-series
#
# Copyright (C) 2008 Jeffrey A. Ryan jeff.a.ryan @ gmail.com
#
# Contributions from Joshua M. Ulrich
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
# functions for matrix <--> xts conversions
`as.matrix.xts` <-
function(x, ...) {
cd <- coredata(x)
dimnames(cd) <- list( as.character(index(x)), colnames(x) )
cd
# structure(coredata(x), dimnames=list(as.character(index(x)), colnames(x)))
}
`re.matrix` <-
function(x,...) {
as.matrix(x,...)
}
`as.xts.matrix` <-
function(x,order.by,dateFormat="POSIXct",frequency=NULL,...,.RECLASS=FALSE) {
# Should allow 'order.by' to be a vector of dates or a scaler
# representing the column number to use.
if(missing(order.by)) {
# The 'index' of zoo objects is set to 'rownames' when converted with 'as.matrix',
# but it is of class 'Date', not 'POSIXct'... - jmu
if(is.null(rownames(x)))
stop("order.by must be either 'rownames()' or otherwise specified")
else
# added '...' args to allow for tz specification
order.by <- do.call(paste('as',dateFormat,sep='.'),list(rownames(x)))
}
if(.RECLASS) {
xx <- xts(x,
order.by=order.by,
frequency=frequency,
.CLASS='matrix',
...)
} else {
xx <- xts(x,
order.by=order.by,
frequency=frequency,
...)
}
xx
}