Question

I need to convert an xts matrix to a numeric matrix or a data.frame with numeric columns, whatever works. I’ve tried using data.matrix() but the results are still in character format:

class(myxts)
[1] "xts" "zoo"
class(myxts[, "MyNumericColumn"]
[1] "xts" "zoo"

myxts.num = data.matrix(myxts)
class(myxts.num[, "MyNumericColumn"]
[1] "character"

Answer 1

This does the trick although I’m not sure what the performance penalty is:

mynumeric.matrix = data.matrix(as.data.frame(myxts))

The call to as.data.frame converts all strings to numeric values, then data.matrix() returns the matrix changing all remaining strings to NAs.