tbl_xts {tbl2xts} | R Documentation |
This function converts data from a tbl_df() format into a xts format. Note that the dataframe must be a data.frame or tbl_df, and either the first column must be a valid date column, or there must be one column named date, Date or DATE to order by. tbl_xts also allows the user to specify the columns to be transformed to xts, as well as an option for spreading by a single character or factor type column. See the example for details.
tbl_xts(tblData, cols_to_xts, spread_by, spread_name_pos = "Suffix")
tblData |
A tbl_df type dataframe |
cols_to_xts |
Specify the columns to be converted to xts format. If not provided, it will by default transform all numeric columns to xts. |
spread_by |
A character or factor type column used to create xts series by. See example. |
spread_name_pos |
Add the column name of the column used to spread_by as a Suffix, Prefix or None. Defaults to Suffix (puts spread_by name at end of colname, separated by an underscore). |
A xts dataframe, with columns xts series ordered by the first (date) column.
## Not run: library(dplyr) library(tbl2xts) data(TRI) tbl_xts(TRI, cols_to_xts = "TRI", spread_by = "Country") # In a pipe: # tbl - xts - tbl: TRI %>% tbl_xts(., spread_by = "Country") %>% PerformanceAnalytics::Return.calculate(.) %>% xts::apply.yearly(., FUN = PerformanceAnalytics::StdDev.annualized) %>% xts_tbl ## End(Not run)