checkData {PerformanceAnalytics}R Documentation

check input data type and format and coerce to the desired output type

Description

This function was created to make the different kinds of data classes at least seem more fungible. It allows the user to pass in a data object without being concerned that the function requires a matrix, data.frame, or timeSeries object. By using this, the function "knows" what data format it has to work with.

Usage

checkData(x, method = c("xts", "zoo", "data.frame", "matrix","vector"), na.rm = TRUE, quiet = TRUE, ...)

Arguments

x a vector, matrix, data.frame, xts, timeSeries or zoo object to be checked and coerced
na.rm TRUE/FALSE Remove NA's from the data? used only with 'vector'
quiet TRUE/FALSE if false, it will throw warnings when errors are noticed, default TRUE
method type of coerced data object to return, one of c("zoo","matrix","vector"), default "zoo"
... any other passthru parameters

Value

checkData will make a reasonable assumption, or return the object type requested by method

Author(s)

Peter Carl

Examples

data(edhec)
x = checkData(edhec)
class(x)
head(x)
tail(x)
# Note that passing in a single column loses the row and column names
x = checkData(edhec[,1])
class(x)
head(x)
# Include the "drop" attribute to keep row and column names
x = checkData(edhec[,1,drop=FALSE])
class(x)
head(x)
x = checkData(edhec, method = "matrix")
class(x)
head(x)
x = checkData(edhec[,1], method = "vector")
class(x)
head(x)
[Package PerformanceAnalytics version 0.9.9-5 Index]