[R-SIG-Finance] R Code for writing table from XTS with time format

[sprohl at na.uni-tuebingen.de]

> Dear All,
I tried to write the table from xt.matrix, but the time-based object was
lost. It was done as follows:
write.table(as.xts(data,file="C://data.xts")).
The resulting file contains only times series, while the time format is
removed from the file.
Thanks in advance for your help,
Soeren










On Tue, December 16, 2008 4:21 pm, Debashis Dutta wrote:
>> Could anybody please let me whether any R code  is available  for
>> Validation of  Credit Rating Model,  like  Cumulative Accuracy Profile
>> (CAP), Receiver Operating Characteristic (ROC), Brier Score or Binomial
>> Test?
>
> I would suggest that you take a look at the CreditMetrics package, as well
> as at the fBonds code on r-forge (fBonds is incomplete, but there's some
> good stuff in there).  Also, have you used RSitesearch to look for the
> methods you mention above?  lease let the list know what you find.  Also,
> please share any code that you develop to calculate any of these or
> related metrics with the list, as it should not be considered proprietary.
>
> Regards,
>
>    - Brian
>
> --
> Brian G. Peterson
> http://braverock.com/brian/
> Ph: 773-459-4973
> IM: bgpbraverock
>
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