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POR: Converting data frame (mixed factor and numeric) to XTS in R
 

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  1. POR: Converting data frame (mixed factor and numeric) to XTS in R
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    <p>When converting a data frame with mixed factor and numeric columns to an xts, all of my data gets converted to strings. This isn't a problem with the factors, but it's extremely annoying with the numerics. Is there a workaround?</p> <p>For example:</p> <pre><code>&gt; x marketTimestamp price id 1 2010-12-17 11:38:31.100 83.89 b-0 2 2010-12-17 11:38:31.100 83.88 b-1 3 2010-12-17 11:38:31.100 83.87 b-2 4 2010-12-17 11:38:31.300 83.91 o-0 5 2010-12-17 11:38:31.300 83.92 o-1 6 2010-12-17 11:38:31.300 83.93 o-2 &gt; as.xts(x[,-1],as.POSIXct(x[,1])) price id 2010-12-17 11:38:31 "83.89" "b-0" 2010-12-17 11:38:31 "83.88" "b-1" 2010-12-17 11:38:31 "83.87" "b-2" 2010-12-17 11:38:31 "83.91" "o-0" 2010-12-17 11:38:31 "83.92" "o-1" 2010-12-17 11:38:31 "83.93" "o-2" </code></pre> <p>Ideally I want the first column to remain numeric, whilst the second is converted to a string. The solution needs to be fully automated, as I am working with data sets with a large number of columns, and I can't always predict which ones will be factor and which will be numeric.</p> <p>--</p> <p>Edit:</p> <p>I've tried to get around this problem by defining the following function:</p> <pre><code>to.xts &lt;- function(data) { timestamp &lt;- as.POSIXct(data[,1]) coredata &lt;- data[,-1] headers &lt;- names(coredata) data.type &lt;- c() for (header in headers) { data.type[headers==header] &lt;- class(coredata[[header]]) } data.factor &lt;- xts(coredata[,data.type=="factor"],timestamp) data.numeric &lt;- xts(coredata[,data.type=="numeric"],timestamp) data.xts &lt;- cbind(data.factor,data.numeric) } </code></pre> <p>but when merging the two XTS objects, the string data is converted to NAs:</p> <pre><code>&gt; x id side 2010-12-17 11:38:31 "b-0" "BID" 2010-12-17 11:38:31 "b-1" "BID" 2010-12-17 11:38:31 "b-2" "BID" &gt; y price 2010-12-17 11:38:31 83.89 2010-12-17 11:38:31 83.88 2010-12-17 11:38:31 83.87 &gt; merge(x,y) id side price 2010-12-17 11:38:31 NA NA 83.89 2010-12-17 11:38:31 NA NA 83.88 2010-12-17 11:38:31 NA NA 83.87 Warning message: In merge.xts(x, y) : NAs introduced by coercion </code></pre> <p>Is this a known problem with the XTS package, or am I doing something wrong?</p>
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