Convert Objects To and From xts

Conversion S3 methods to coerce data objects of arbitrary classes to xts and back, without losing any attributes of the original format.

Usage

# S3 method for class 'Date'
as.xts(x, ...)

# S3 method for class 'POSIXt'
as.xts(x, ...)

# S3 method for class 'data.frame'
as.xts(
  x,
  order.by,
  dateFormat = "POSIXct",
  frequency = NULL,
  ...,
  .RECLASS = FALSE
)

# S3 method for class 'irts'
as.xts(x, order.by, frequency = NULL, ..., .RECLASS = FALSE)

# S3 method for class 'matrix'
as.xts(
  x,
  order.by,
  dateFormat = "POSIXct",
  frequency = NULL,
  ...,
  .RECLASS = FALSE
)

# S3 method for class 'timeDate'
as.xts(x, ...)

# S3 method for class 'timeSeries'
as.xts(
  x,
  dateFormat = "POSIXct",
  FinCenter,
  recordIDs,
  title,
  documentation,
  ...,
  .RECLASS = FALSE
)

# S3 method for class 'ts'
as.xts(x, dateFormat, ..., .RECLASS = FALSE)

as.xts(x, ...)

xtsible(x)

# S3 method for class 'yearmon'
as.xts(x, ...)

# S3 method for class 'yearqtr'
as.xts(x, ...)

# S3 method for class 'zoo'
as.xts(x, order.by = index(x), frequency = NULL, ..., .RECLASS = FALSE)

Arguments

x: Data object to convert. See details for supported types.
...: Additional parameters or attributes.
order.by, frequency: See zoo help.
dateFormat: What class should the dates be converted to?
.RECLASS: Should the conversion be reversible via reclass()?
FinCenter, recordIDs, title, documentation: See timeSeries help.

Value

An S3 object of class xts.

Details

A simple and reliable way to convert many different objects into a uniform format for use within R.

as.xts() can convert objects of the following classes into an xts object: object: timeSeries, ts, matrix, data.frame, and zoo. xtsible() safely checks whether an object can be converted to an xts object.

Additional name = value pairs may be passed to the function to be added to the new object. A special print.xts() method ensures the attributes are hidden from view, but will be available via R's standard attr() function, as well as the xtsAttributes() function.

When .RECLASS = TRUE, the returned xts object internally preserves all relevant attribute/slot data from the input x. This allows for temporary conversion to xts in order to use zoo and xts compatible methods. See reclass() for details.

Author

Jeffrey A. Ryan

Examples


if (FALSE) { # \dontrun{
# timeSeries
library(timeSeries)
x <- timeSeries(1:10, 1:10)

str(as.xts(x))
str(reclass(as.xts(x)))
str(try.xts(x))
str(reclass(try.xts(x)))
} # }