{PerformanceAnalytics}R Documentation

Read returns data with different date formats


A simple wrapper of read.zoo with some defaults for different date formats and xts conversion

Usage = stop("Please specify a filename"),
                 frequency = c("d", "m", "q", "i", "o"), =
                 c("ISO8601", "excel", "oo", "gnumeric"), sep = ",",
                 header = TRUE, check.names = FALSE, ...)


filename the name of the file to be read
  • "d" sets as a daily timeseries using as.Date,
  • "m" sets as monthly timeseries using as.yearmon,
  • "q" sets as a quarterly timeseries using as.yearqtr, and
  • "i" sets as irregular timeseries using as.POSIXct says how the data being read is formatted. Although the default is set to the ISO 8601 standard (which can also be set as "%F"), most spreadsheets have less sensible date formats as defaults. See below.
sep separator, default is ","
header a logical value indicating whether the file contains the names of the variables as its first line.
check.names logical. If TRUE then the names of the variables in the data frame are checked to ensure that they are syntactically valid variable names. If necessary they are adjusted (by make.names) so that they are, and also to ensure that there are no duplicates. See read.table
... passes through any other parameters to read.zoo


The parameter '' takes several values, including:


An xts object containing a representation of the data in the file.


Peter Carl

See Also

read.zoo, read.table


     ## Not run:"managers.cvs", frequency="d")
## End(Not run)

[Package PerformanceAnalytics version 0.9.9-5 Index]