This function converts data from a tbl_df() format into a xts format. Note that the dataframe must be a data.frame or tbl_df, and either the first column must be a valid date column, or there must be one column named date, Date or DATE to order by. tbl_xts also allows the user to specify the columns to be transformed to xts, as well as an option for spreading by a single character or factor type column. See the example for details.

tbl_xts(tblData, cols_to_xts, spread_by, spread_name_pos = "Suffix")

Arguments

tblData

A tbl_df type dataframe

cols_to_xts

Specify the columns to be converted to xts format. If not provided, it will by default transform all numeric columns to xts.

spread_by

A character or factor type column used to create xts series by. See example.

spread_name_pos

Add the column name of the column used to spread_by as a Suffix, Prefix or None. Defaults to Suffix (puts spread_by name at end of colname, separated by an underscore).

Value

A xts dataframe, with columns xts series ordered by the first (date) column.

Examples

# NOT RUN {
library(dplyr)
library(tbl2xts)
data(TRI)
tbl_xts(TRI, cols_to_xts = "TRI", spread_by = "Country")
 # In a pipe:
 # tbl - xts - tbl:
TRI %>% tbl_xts(., spread_by = "Country") %>%  PerformanceAnalytics::Return.calculate(.) %>%
xts::apply.yearly(., FUN = PerformanceAnalytics::StdDev.annualized) %>% xts_tbl
# }