PerformanceAnalytics (version 1.4.3541)

Return.read: Read returns data with different date formats

Description

A simple wrapper of read.zoo with some defaults for different date formats and xts conversion

Usage

Return.read(filename = stop("Please specify a filename"), frequency = c("d", "m", "q", "i", "o"), format.in = c("ISO8601", "excel", "oo", "gnumeric"), sep = ",", header = TRUE, check.names = FALSE, ...)

Arguments

filename

the name of the file to be read

frequency

• "d" sets as a daily timeseries using as.Date,
• "m" sets as monthly timeseries using as.yearmon,
• "q" sets as a quarterly timeseries using as.yearqtr, and
• "i" sets as irregular timeseries using as.POSIXct

format.in

says how the data being read is formatted. Although the default is set to the ISO 8601 standard (which can also be set as " most spreadsheets have less sensible date formats as defaults. See below.

sep

separator, default is ","

header

a logical value indicating whether the file contains the names of the variables as its first line.

check.names

logical. If TRUE then the names of the variables in the data frame are checked to ensure that they are syntactically valid variable names. If necessary they are adjusted (by make.names) so that they are, and also to ensure that there are no duplicates. See read.table

...

passes through any other parameters to read.zoo

Details

The parameter 'format.in' takes several values, including:

excel

default date format for MS Excel spreadsheet csv format, which is "%m/%d/%Y"

oo

default date format for OpenOffice spreadsheet csv format, "%m/%d/%y", although this may be operating system dependent

gnumeric

default date format for Gnumeric spreadsheet, which is "%d-%b-%Y"

...

alternatively, any specific format may be passed in, such as "%M/%y"

See Also

read.zoo, read.table

Examples

## Not run: 
#      Return.read("managers.cvs", frequency="d")
#      ## End(Not run)