我想在xts矩阵的所有周期上运行一个函数.apply()非常快,但返回的矩阵与原始对象相比具有转置尺寸:
> dim(myxts)
[1] 7429 48
> myxts.2 = apply(myxts, 1 , function(x) { return(x) })
> dim(myxts.2)
[1] 48 7429
> str(myxts)
An 'xts' object from 2012-01-03 09:30:00 to 2012-01-30 16:00:00 containing:
Data: num [1:7429, 1:48] 4092500 4098500 4091500 4090300 4095200 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:48] "Open" "High" "Low" "Close" ...
Indexed by objects of class: [POSIXlt,POSIXt] TZ:
xts Attributes:
NULL
> str(myxts.2)
num [1:48, 1:7429] 4092500 4098500 4091100 4098500 0 …