Question

我有我试图转换为xts格式的数据：

> dput(data)
structure(list(50370788L, 50370777L, 50370694L, 50370620L, 50370504L, 
    620639L, 620639L, 592639L, 592639L, 592639L, "2015-10-24", 
    "2015-10-24", "2015-09-04", "2015-09-04", "2015-09-04", structure(list(
        id = 12544L, symbol = "GBSN", title = "Great Basin Scientific, Inc."), .Names = c("id", 
    "symbol", "title"), class = "data.frame", row.names = 1L), 
    structure(list(id = 12544L, symbol = "GBSN", title = "Great Basin Scientific, Inc."), .Names = c("id", 
    "symbol", "title"), class = "data.frame", row.names = 1L), 
    structure(list(id = 12544L, symbol = "GBSN", title = "Great Basin Scientific, Inc."), .Names = c("id", 
    "symbol", "title"), class = "data.frame", row.names = 1L), 
    structure(list(id = 12544L, symbol = "GBSN", title = "Great Basin Scientific, Inc."), .Names = c("id", 
    "symbol", "title"), class = "data.frame", row.names = 1L), 
    structure(list(id = 12544L, symbol = "GBSN", title = "Great Basin Scientific, Inc."), .Names = c("id", 
    "symbol", "title"), class = "data.frame", row.names = 1L), 
    "$GBSN Still sticking with my prediction of FDA coming sometime in March..", 
    "$GBSN Last time I check NASDAQ gave them till sometime in April to get it together or else they&#39;ll see pink. Correct me if in wrong?", 
    "$GBSN time for retailers to get knocked out of the ring with a 25 to 30 % gain", 
    "$GBSN market cap will end up around 65 million not enough to comply rs takes it to 21 dollars pps 26$ by august", 
    "$GBSN shorts are going to attack the sell off"), .Dim = c(5L, 
5L), .Dimnames = list(c("2016-02-28 16:59:53", "2016-02-28 16:58:58", 
"2016-02-28 16:51:36", "2016-02-28 16:46:09", "2016-02-28 16:34:34"
), c("GBSN.Message_ID", "GBSN.User_ID", "GBSN.User_Join_Date", 
"GBSN.Message_Symbols", "GBSN.Message_Body")))

我一直在尝试使用：

 Message_series <- xts(zoo(data, format='%Y-%m-%d %H:%M:%S'))

我收到此错误：

Error in zoo(data, format = "%Y-%m-%d %H:%M:%S") : 
  unused argument (format = "%Y-%m-%d %H:%M:%S")

Answer 1

你的矩阵不整洁。查看第四列（data[,4]）。动物园，因此xts不支持如此复杂的对象，只有简单矩阵，所有元素属于同一类型。

第一列和第二列都可以。他们继承了列表属性，因此转换不是那么简单。

data.mat <- matrix(as.numeric(data[,1:2]), ncol = 2)
colnames(data.mat) <- colnames(data)[1:2]
xts(data.mat, order.by = as.POSIXct(rownames(data)))

可以转换和包含加入数据：

data.mat <- cbind(data.mat, as.numeric(as.Date(as.character(data[,3]))))
colnames(data.mat) <- colnames(data)[1:3]
data.xts <- xts(data.mat, order.by = as.POSIXct(rownames(data)))

可转换回来：

as.Date(coredata(data.xts['2016-02-28 16:59:53',3]))

您也可以以同样的方式对来自id的变量symbol，title，Message_Symbols进行编码。

我建议您将Message_Body存储在单独的对象中（例如data.frame）。

Answer 2

根据data的列名，您的所有数据似乎都是或可能是字符类型。但是，data[,4], GBSN.Message_Symbols包含列表，而不是原子向量，因此我们必须使用rbind展平。然后使用apply将每列转换为字符向量并组合以形成字符矩阵。通过将rownames转换为POSIX日期/时间类型并将它们用作索引来形成xts对象。代码看起来像

# flatten list data in column 4 to a data frame
  mat4 <- do.call(rbind, data[,4])
# convert all data to character type
  data.mat  <- apply(cbind(data[,-4], mat4), 2, as.character)    
# create xts time series
  data.xts <- xts(data.mat, order.by = as.POSIXct(rownames(data)))

如何将带有刻度数据的矩阵转换为xts？

2 个答案: