Convert data.frame to xts object and preserve types

r xts zoo
SFun28 picture SFun28 · Jul 1, 2011 · Viewed 7.2k times · Source

Is there a way to create an xts object from a data.frame and preserve data type? My numerics are being converted to character. This post from 2009 suggests merging columns into an existing xts: http://r.789695.n4.nabble.com/as-xts-convert-all-my-numeric-data-to-character-td975564.html

It wasn't clear whether that is the ONLY way to do this. Seems a bit of a hack and cumbersome for large data frames. I would think out-of-the-box xts would respect the datatypes.

Answer

Joshua Ulrich picture Joshua Ulrich · Jul 1, 2011

No, you can't. xts/zoo objects are a matrix with an index attribute and you can't mix types in a matrix.

We've considered creating an xts-data.frame class but a primary concern of xts is speed and memory efficiency. data.frames are not speed and memory efficient, so this hasn't been a priority.

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