如何替换特定日期的“xts”数据的高价？答案

【问题标题】：How to replace a particular date's High price of a `xts` data?如何替换特定日期的“xts”数据的高价？
【发布时间】：2016-04-13 19:54:11
【问题描述】：

我有一个 xts 格式的 EURUSD 数据，在 2008-03-17 的最高价出现异常值。我想用 0.7 替换这个值，但我做错了。

代码如下，数据可从here下载

library(xts)
EURUSD_DAY <- structure(c(0.64008, 0.635, 0.63504, 0.64354, 13.717, 0.64033, 
  0.63767, 0.62881, 0.63179, 0.64029, 0.635, 0.63865, 0, 0, 0, 0.64029, 0.635,
  0.63865), class = c("xts", "zoo"), .indexCLASS = "Date", tclass = "Date",
  .indexTZ = "UTC", tzone = "UTC", index = structure(c(1205452800, 1205712000,
  1205798400), tzone = "UTC", tclass = "Date"), .Dim = c(3L, 6L),
  .Dimnames = list(NULL, c("EURUSD_DAY.Open", "EURUSD_DAY.High", 
  "EURUSD_DAY.Low", "EURUSD_DAY.Close", "EURUSD_DAY.Volume",
  "EURUSD_DAY.Adjusted")))
#EURUSD_DAY <- as.xts(read.zoo("EURUSD_DAY.csv", sep=",", header=TRUE))
EURUSD_DAY["2008-03-17"]
           EURUSD_DAY.Open EURUSD_DAY.High EURUSD_DAY.Low
2008-03-17           0.635          13.717        0.62881
           EURUSD_DAY.Close EURUSD_DAY.Volume EURUSD_DAY.Adjusted
2008-03-17            0.635                 0               0.635

我尝试使用以下代码替换 EURUSD_DAY.High 值。但它没有用：

> a <- coredata(EURUSD_DAY["2008-03-17"])
> a
     EURUSD_DAY.Open EURUSD_DAY.High EURUSD_DAY.Low
[1,]           0.635          13.717        0.62881
     EURUSD_DAY.Close EURUSD_DAY.Volume EURUSD_DAY.Adjusted
[1,]            0.635                 0               0.635
> a[1,2]
EURUSD_DAY.High 
         13.717 
> a[1,2] <- 0.7
> a[1,2]
EURUSD_DAY.High 
            0.7 
> coredata(EURUSD_DAY["2008-03-17"])[1,2] <- 0.7
Warning message:
In NextMethod(.Generic) :
  number of items to replace is not a multiple of replacement length
> EURUSD_DAY["2008-03-17"]
           EURUSD_DAY.Open EURUSD_DAY.High EURUSD_DAY.Low
2008-03-17           0.635          13.717        0.62881
           EURUSD_DAY.Close EURUSD_DAY.Volume
2008-03-17            0.635                 0
           EURUSD_DAY.Adjusted
2008-03-17               0.635

【问题讨论】：

标签： r xts

【解决方案1】：

我不确定您使用 coredata... 尝试做什么，但正确的方法是在原始对象上使用常规子集函数并在调用中指定行和列。

R> EURUSD_DAY["2008-03-17", "EURUSD_DAY.High"] <- 0.7
R> EURUSD_DAY
           EURUSD_DAY.Open EURUSD_DAY.High EURUSD_DAY.Low EURUSD_DAY.Close
2008-03-14         0.64008         0.64354        0.63767          0.64029
2008-03-17         0.63500         0.70000        0.62881          0.63500
2008-03-18         0.63504         0.64033        0.63179          0.63865
           EURUSD_DAY.Volume EURUSD_DAY.Adjusted
2008-03-14                 0             0.64029
2008-03-17                 0             0.63500
2008-03-18                 0             0.63865

【讨论】：