If I have a monthly time series like so:
xts <- ts(c(1:48), frequency = 12)
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1 1 2 3 4 5 6 7 8 9 10 11 12
2 13 14 15 16 17 18 19 20 21 22 23 24
3 25 26 27 28 29 30 31 32 33 34 35 36
4 37 38 39 40 41 42 43 44 45 46 47 48
How can I organize the values to be on the 'diagonal' only, with zero's everywhere else? As in the below (this format carrying on for all values in xts):
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1 1 0 0 0 0 0 0 0 0 0 0 0
2 0 2 0 0 0 0 0 0 0 0 0 0
3 0 0 3 0 0 0 0 0 0 0 0 0
4 0 0 0 4 0 0 0 0 0 0 0 0
5 0 0 0 0 5 0 0 0 0 0 0 0
6 0 0 0 0 0 6 0 0 0 0 0 0
7 0 0 0 0 0 0 7 0 0 0 0 0
8 0 0 0 0 0 0 0 8 0 0 0 0
9 0 0 0 0 0 0 0 0 9 0 0 0
10 0 0 0 0 0 0 0 0 0 10 0 0
11 0 0 0 0 0 0 0 0 0 0 11 0
12 0 0 0 0 0 0 0 0 0 0 0 12
13 13 0 0 0 0 0 0 0 0 0 0 0
14 0 14 0 0 0 0 0 0 0 0 0 0
15 0 0 15 0 0 0 0 0 0 0 0 0
16 0 0 0 16 0 0 0 0 0 0 0 0
17 0 0 0 0 17 0 0 0 0 0 0 0
18 0 0 0 0 0 18 0 0 0 0 0 0
19 0 0 0 0 0 0 19 0 0 0 0 0
20 0 0 0 0 0 0 0 20 0 0 0 0
21 0 0 0 0 0 0 0 0 21 0 0 0
22 0 0 0 0 0 0 0 0 0 22 0 0
23 0 0 0 0 0 0 0 0 0 0 23 0
24 0 0 0 0 0 0 0 0 0 0 0 24
I'm using a modelling package that demands this format, and have had little luck in finding a solution in packages like 'Matrix' and 'diag', which don't appear set-up to arrange data in this fashion.
Solution by row-binding diag.
rbind(diag(1:12,12,12), diag(13:24, 12,12), diag(25:36, 12,12 ), diag(37:48,12,12))