【COMP226 LEC1.6-1.9】

LEC 1.6

Matrices : 2-dimension vectors

Data frames

A data.frame shares the properties of matrices and lists; unlike a matrix a data.frame can have columns with different types of data

Recycling 

R is vectorized and recycles elements (e.g., for creating the x column in the previous slide); another example we already saw : 就是相乘而已

Reading a data.frame from a file

LEC 1.7 The apply family

>> the apply family serve as an alternatives to loops (similarto list comprehension in python; and map in functionalprogramming)  循环的替代品

>> lapply : 返回lists 

>> sapply : 返回vectors，output是lapply的简化版

>> apply : 

apply(X,MARGIN,FUN) 

这个MARGIN的位置格式为：MARGIN=1   (for row)  / MARGIN=2   (for column)/ MARGIN=c(1,2)  (for both) 

FUN的位置是写函数名的：例如mean ...

>> mapply : g更复杂化的sapply

LEC 1.8  Financial time series and quantmod

Time series

A time series is a sequence of measurements indexed by time. The measurements can be

• at regular intervals

• or unevenly spaced

Time series analysis is prominent（重要的） in Economics and Finance

The quantmod package

LEC 1.9 The xts package 

Times and dates in R

There are many time and date classes in R, e.g.

• POSIXct, POSIXlt, Date, chron, timeData, yearmon, yearqtr

We will use mainly

• Date (date)

• POSIXct (date-time)

Times and Dates

 Sequences of dates

xts and zoo

xts extends zoo 

>> zoo

Class of indexed totally ordered observations

• particularly aimed at irregular time series 无规律的时间序列

• must contain data of one type (numeric/logical/character)

• zoo's key design goals are

  • independence from particular index/date/time class;

  • consistency with ts and base R by providing methods to extend standard generics (e.g. plot)

 >> xts

• Time-based extension of zoo which is popular and robust

• Requires indexing bases on recognised time-based class,

e.g. POSIXct, Date, chron, timeData, yearmon, yearqtr

 • time-based subsetting

 • hidden attributes (accessed with xtsAttributes()) 

 • smart conversion tools

 • time-based tools like fast aggregation

 >> Create an xts object

Options include:

• as.xts()

• xts() constructor

 Example : 

>>  Two-column example