tbl_xts {tbl2xts}

tbl_xts

Description

This function converts data from a tbl_df() format into a xts format. Note that the dataframe must be a data.frame or tbl_df, and either the first column must be a valid date column, or there must be one column named date, Date or DATE to order by. tbl_xts also allows the user to specify the columns to be transformed to xts, as well as an option for spreading by a single character or factor type column. See the example for details.

Usage

tbl_xts(
  tblData,
  cols_to_xts,
  spread_by,
  spread_name_pos,
  Colnames_Exact = FALSE
)

Arguments

tblData

A tbl_df type dataframe

cols_to_xts

Specify the columns to be converted to xts format. If not provided, it will by default transform all numeric columns to xts.

spread_by

A character or factor type column used to create xts series by. See example.

spread_name_pos

Add the column name of the column used to spread_by as a Suffix, Prefix or None. Defaults to Suffix (puts spread_by name at end of column name, separated by an underscore).

Colnames_Exact

Stops xts natively replacing spaces in column names with full stops. Kept FALSE as default, as most users expect this behavior.

Value

A xts dataframe, with columns xts series ordered by the first (date) column.

Examples

## Not run: 
library(dplyr)
library(tbl2xts)
data(TRI)
tbl_xts(tbl2xts::TRI, cols_to_xts = TRI, spread_by = Country)
 # tbl - xts - tbl:
tbl_xts(tbl2xts::TRI, cols_to_xts = TRI, spread_by = Country) %>% xts_tbl()

## End(Not run)