I am trying to run some trading strategies in R. I have downloaded some stock prices and calculated returns. The new return dataset has a number of -inf, NaN, and NA values. I am reproducing a row of the dataset (log_ret). Its a zoo dataset.
library(zoo)
log_ret <- structure(
c(0.234,-0.012,-Inf,NaN,0.454,Inf), .Dim = c(1L, 6L),
.Dimnames = list(NULL, c("x", "y", "z", "s", "p", "t")),
index = structure(12784, class = "Date"),
class = "zoo"
)
x y z s p t
2005-01-01 0.234 -0.012 -Inf NaN 0.454 Inf
How can I replace these unwanted values with 0?
Replace NA with 0 in R Data Frame To replace NA with 0 in an R data frame, use is.na() function and then select all those values with NA and assign them to 0.
So, how do you replace missing values with basic R code? To replace the missing values, you first identify the NA's with the is.na() function and the $-operator. Then, you use the min() function to replace the NA's with the lowest value.
You can replace NA values with blank space on columns of R dataframe (data. frame) by using is.na() , replace() methods. And use dplyr::mutate_if() to replace only on character columns when you have mixed numeric and character columns, use dplyr::mutate_at() to replace on multiple selected columns by index and name.
As per ?zoo
:
Subscripting by a zoo object whose data contains logical values is undefined.
So you need to wrap the subsetting in a which
call:
log_ret[which(!is.finite(log_ret))] <- 0
log_ret
x y z s p t
2005-01-01 0.234 -0.012 0 0 0.454 0
If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!
Donate Us With