Coerce time series objects and tibbles with date/date-time columns to xts.
Coerce time series objects and tibbles with date/date-time columns to xts.
tk_zoo(data, select = NULL, date_var = NULL, silent = FALSE, ...) tk_zoo_(data, select = NULL, date_var = NULL, silent = FALSE, ...)
data |
A time-based tibble or time-series object. |
select |
Applicable to tibbles and data frames only.
The column or set of columns to be coerced to |
date_var |
Applicable to tibbles and data frames only.
Column name to be used to |
silent |
Used to toggle printing of messages and warnings. |
... |
Additional parameters to be passed to |
tk_zoo is a wrapper for zoo::zoo() that is designed
to coerce tibble objects that have a "time-base" (meaning the values vary with time)
to zoo class objects. There are three main advantages:
Non-numeric columns that are not removed via select are dropped and the user is warned.
This prevents an error or coercion issue from occurring.
The date column is auto-detected if not specified by date_var. This takes
the effort off the user to assign a date vector during coercion.
ts objects are automatically coerced if a "timetk index" is present. Refer to tk_ts().
The select argument can be used to select subsets
of columns from the incoming data.frame.
Only columns containing numeric data are coerced.
The date_var can be used to specify the column with the date index.
If date_var = NULL, the date / date-time column is interpreted.
Optionally, the order.by argument from the underlying zoo::zoo() function can be used.
The user must pass a vector of dates or date-times if order.by is used.
Important Note: The ... arguments are passed to xts::xts(), which
enables additional information (e.g. time zone) to be an attribute of the zoo object.
For non-data.frame object classes (e.g. xts, zoo, timeSeries, etc) the objects are coerced
using zoo::zoo().
tk_zoo_ is a nonstandard evaluation method.
Returns a zoo object.
library(tidyverse)
library(timetk)
### tibble to zoo: Comparison between tk_zoo() and zoo::zoo()
data_tbl <- tibble::tibble(
date = seq.Date(as.Date("2016-01-01"), by = 1, length.out = 5),
x = rep("chr values", 5),
y = cumsum(1:5),
z = cumsum(11:15) * rnorm(1))
# zoo: Characters will cause error; order.by must be passed a vector of dates
zoo::zoo(data_tbl[,-c(1,2)], order.by = data_tbl$date)
# tk_zoo: Character columns dropped with a warning; No need to specify dates (auto detected)
tk_zoo(data_tbl)
# ts can be coerced back to zoo
data_tbl %>%
tk_ts(start = 2016, freq = 365) %>%
tk_zoo()
### Using select and date_var
tk_zoo(data_tbl, select = y, date_var = date)
### NSE: Enables programming
date_var <- "date"
select <- "y"
tk_zoo_(data_tbl, select = select, date_var = date_var)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.