Question

I have an xts object in R and I want to create another object from it. My xts object looks like:

dates = seq(from=as.Date('2012-09-01'),to=as.Date('2012-09-05'),'day')
my_xts_obj = xts(c(1,2,3,4,5),dates)
> my_xts_obj
           [,1]
2012-09-01    1
2012-09-02    2
2012-09-03    3
2012-09-04    4
2012-09-05    5

I want to create another object that meets the following conditions

val = 0, if my_xts_obj >2.5 and <3.5
val = -1, if my_xts_obj <2.5
val = +1, if my_xts_obj <3.5

to yield,

my_new_xts_obj

           [,1]
2012-09-01    -1
2012-09-02    -1
2012-09-03    0
2012-09-04    1
2012-09-05    1

One approach I could use is to parse it thru a for loop, use an if then statement to make my object. Is there a better way?

Another approach I can think of would be

my_new_xts_obj = my_xts_obj%/%2.5 + my_xts_obj%/%3.5, gives me 
2012-09-01    0
2012-09-02    0
2012-09-03    1
2012-09-04    2
2012-09-05    3

This is not exactly what I am looking for

Answer 1

You can do this easily with subsetting:

x <- my_xts_obj
y <- x*0
y[x < 2.5] <- -1
y[x > 3.5] <- 1