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

[Jeff Ryan]

Since xts extend zoo, all of the zoo functionality should work.

Take a look at ?write.zoo

HTH
Jeff

On Thu, Dec 18, 2008 at 9:44 AM,  <sprohl at na.uni-tuebingen.de> wrote:
>> 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
>
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> 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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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com