PerformanceAnalytics (version 0.9.5)

checkData: 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 emph{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("zoo","matrix","vector"), na.rm = FALSE, quiet = TRUE, ...)
checkDataMatrix(x, na.rm = TRUE, quiet = TRUE, ...)
checkDataVector(x, na.rm = TRUE, quiet = TRUE, ...)
checkDataZoo(x, na.rm = TRUE, quiet = TRUE, ...)

Arguments

x

a vector, matrix, data frame, timeSeries or zoo object to be checked and coerced

na.rm

TRUE/FALSE Remove NA's from the data?

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

• checkDataMatrix returns a data.frame

  checkDataVector returns a vector

  checkDataZoo returns a zoo object

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

Details

The checkData function grew out of three older functions: checkDataMatrix,checkDataVector, and checkDataZoo. All three of these functions are provided as wrappers to checkData for backwards compatibility and for clarity inside existing code. It is worth noting that the older checkData* functions set na.rm=TRUE by default. The user is free to specify a value for this parameter to change the behavior.

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)