Question

我有xts格式的EURUSD数据，2008-03-17的高价格出现了异常值。我想用0.7替换这个值，但我无法做到。

代码如下，数据可以从here

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library(xts)
EURUSD_DAY <- structure(c(0.64008, 0.635, 0.63504, 0.64354, 13.717, 0.64033, 
  0.63767, 0.62881, 0.63179, 0.64029, 0.635, 0.63865, 0, 0, 0, 0.64029, 0.635,
  0.63865), class = c("xts", "zoo"), .indexCLASS = "Date", tclass = "Date",
  .indexTZ = "UTC", tzone = "UTC", index = structure(c(1205452800, 1205712000,
  1205798400), tzone = "UTC", tclass = "Date"), .Dim = c(3L, 6L),
  .Dimnames = list(NULL, c("EURUSD_DAY.Open", "EURUSD_DAY.High", 
  "EURUSD_DAY.Low", "EURUSD_DAY.Close", "EURUSD_DAY.Volume",
  "EURUSD_DAY.Adjusted")))
#EURUSD_DAY <- as.xts(read.zoo("EURUSD_DAY.csv", sep=",", header=TRUE))
EURUSD_DAY["2008-03-17"]
           EURUSD_DAY.Open EURUSD_DAY.High EURUSD_DAY.Low
2008-03-17           0.635          13.717        0.62881
           EURUSD_DAY.Close EURUSD_DAY.Volume EURUSD_DAY.Adjusted
2008-03-17            0.635                 0               0.635

我尝试使用以下代码替换EURUSD_DAY.High值。但它没有用：

> a <- coredata(EURUSD_DAY["2008-03-17"])
> a
     EURUSD_DAY.Open EURUSD_DAY.High EURUSD_DAY.Low
[1,]           0.635          13.717        0.62881
     EURUSD_DAY.Close EURUSD_DAY.Volume EURUSD_DAY.Adjusted
[1,]            0.635                 0               0.635
> a[1,2]
EURUSD_DAY.High 
         13.717 
> a[1,2] <- 0.7
> a[1,2]
EURUSD_DAY.High 
            0.7 
> coredata(EURUSD_DAY["2008-03-17"])[1,2] <- 0.7
Warning message:
In NextMethod(.Generic) :
  number of items to replace is not a multiple of replacement length
> EURUSD_DAY["2008-03-17"]
           EURUSD_DAY.Open EURUSD_DAY.High EURUSD_DAY.Low
2008-03-17           0.635          13.717        0.62881
           EURUSD_DAY.Close EURUSD_DAY.Volume
2008-03-17            0.635                 0
           EURUSD_DAY.Adjusted
2008-03-17               0.635

如何替换特定日期的'xts`数据的高价？

0 个答案: