How to transform an R Matrix into an xts/zoo object? -


ai'm having problem transforming xts derived r matrix xts object after running returns function. here's i've got...

>    class(xtsdata) [1] "xts" "zoo"  > head(xtsdata)            ts_58_20_b_003_003 ts_58_20_s_021_005 ts_58_20_s_034_013 ts_58_20_s_042_021 2011-01-02            10001.0            10000.0              10000              10000 2011-01-03            10387.5            10001.0              10000              10000 2011-01-04            10387.5            10551.0              10000              10000 2011-01-05            10387.5            10562.5              10000              10000 2011-01-06            10387.5            10562.5              10000              10000 2011-01-07            10387.5            10562.5              10000              10000 > tail(xtsdata)            ts_58_20_b_003_003 ts_58_20_s_021_005 ts_58_20_s_034_013 ts_58_20_s_042_021 2013-03-05            21199.0              14905            10274.5               8859 2013-03-06            20498.0              14905            10274.5               8859 2013-03-07            20484.5              14905            10274.5               8859 2013-03-08            20957.5              15478            10847.5               9432 2013-03-11            20957.5              15478            10847.5               9432 2013-03-12            20531.5              14776            10847.5               9432 

following procedure in rmetrics documentation...

> xtsdatadiff <- xtsdata[, ] / as.numeric( xtsdata[1, ] ) > class( xtsdatadiff ) [1] "xts" "zoo" 

when apply returns function lose returned object xts object...

> xtsdata_1 <- returns( xtsdatadiff ) > class(xtsdata_1) [1] "matrix" > tail ( xtsdata_1 )            ts_58_20_b_003_003 ts_58_20_s_021_005 ts_58_20_s_034_013 ts_58_20_s_042_021 2013-03-05       0.0000000000       -0.000099995        0.000099995        0.000000000 2013-03-06      -0.0337266853        0.000099995        0.000000000        0.000000000 2013-03-07      -0.0005588228        0.000000000        0.000000000       -0.000099995 2013-03-08       0.0228280749        0.037722934        0.054169546        0.062774267 2013-03-11       0.0000000000       -0.000099995        0.000099995        0.000000000 2013-03-12      -0.0206362804       -0.046315423        0.000000000        0.000000000 

when try re-establish data set xts object error.

so question this... how re-establish data of matrix xts object?

one idea convert matrix again xts object. using as.xts or xts constructor example:

 xts(xtsdata_1,as.posixct(rownames(xtsdata_1))) 

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