[Returnanalytics-commits] r3521 - in pkg/PerformanceAnalytics: R man

[noreply at r-forge.r-project.org]

Author: rossbennett34
Date: 2014-09-02 20:54:45 +0200 (Tue, 02 Sep 2014)
New Revision: 3521

Modified:
   pkg/PerformanceAnalytics/R/zerofill.R
   pkg/PerformanceAnalytics/man/zerofill.Rd
Log:
Modifying zerofill to avoid loops and use method="xts" in checkData. Minor edits to zerofill man file.

Modified: pkg/PerformanceAnalytics/R/zerofill.R
===================================================================
--- pkg/PerformanceAnalytics/R/zerofill.R	2014-08-30 14:40:16 UTC (rev 3520)
+++ pkg/PerformanceAnalytics/R/zerofill.R	2014-09-02 18:54:45 UTC (rev 3521)
@@ -16,23 +16,18 @@
 
 #' zerofill
 #' 
-#' Fill NA's with zeros in a time series to allow analysis when the matrix must
+#' Fill NA's with zeros in a time series to allow analysis when the data must
 #' be complete.
 #' 
 #' Note that this function has risks, use carefully.  Complete data is
-#' preferred.  Barring that, filling a small percentage of results in a the
-#' middle of a large set are unlikely to cause problems. Barring that, realize
+#' preferred.  Barring that, filling a small percentage of results in the
+#' middle of a large set is unlikely to cause problems. Barring that, realize
 #' that this will skew your results.
 #' 
 #' @param x time series to zero fill
 #' @export
 zerofill <- function (x) {
-  mat<-checkData(x,"matrix")
-  for(column in 1:ncol(mat)){
-    for (row in 1:nrow(mat)){
-      if(is.na(mat[row,column])) mat[row,column] <- 0
-    }
-  }
-  x<-reclass(mat,x)
+  x <- checkData(x,"xts")
+  x[is.na(x)] <- 0
   return(x)
 }

Modified: pkg/PerformanceAnalytics/man/zerofill.Rd
===================================================================
--- pkg/PerformanceAnalytics/man/zerofill.Rd	2014-08-30 14:40:16 UTC (rev 3520)
+++ pkg/PerformanceAnalytics/man/zerofill.Rd	2014-09-02 18:54:45 UTC (rev 3521)
@@ -9,13 +9,12 @@
 }
 \description{
 Fill NA's with zeros in a time series to allow analysis
-when the matrix must be complete.
+when the data must be complete.
 }
 \details{
 Note that this function has risks, use carefully.  Complete
 data is preferred.  Barring that, filling a small
-percentage of results in a the middle of a large set are
+percentage of results in the middle of a large set is
 unlikely to cause problems. Barring that, realize that this
 will skew your results.
 }
-