title: Convert data frame with date column to timeseries
body: <p>I've got a data frame with the following data:</p>
  
  <pre><code>&gt;PRICE
           DATE  CLOSE
  1    20070103 54.700
  2    20070104 54.770
  3    20070105 55.120
  4    20070108 54.870
  5    20070109 54.860
  6    20070110 54.270
  7    20070111 54.770
  8    20070112 55.360
  9    20070115 55.760
  ...
  </code></pre>
  
  <p>As you can see my DATE column represents a date (yyyyMMdd) and my CLOSE column represents prices. </p>
  
  <p>I now have to calculate CalmarRatio, from the PerformanceAnalytics package.</p>
  
  <p>I'm new to R, so i can't understand everything, but from what i have googled to the moment i see that the R parameter to that function needs to be a time-series-like object.</p>
  
  <p>Is there any way i can convert my array to a time-series object given that there might not be data for every date in a period (only for the ones i specify)?</p>