as.fts {fts} | R Documentation |
convert an object into an fts and vice versa
as.fts(x)
x |
an R matrix or data.frame |
converts a rectanular object into an Fts object must be able to convert rownames into some form of dates
an Fts object
Whit Armstrong
N <- 100
xm <- matrix(rnorm(N))
dts <- format(seq(from=Sys.Date(),length.out=N,by="days"),"%Y-%m-%d")
rownames(xm) <- dts
x.from.m <- as.fts(xm)
x.from.df <- as.fts(data.frame(asofdate=dts,my.data=xm))