[R] ts to irts

[Gabor Grothendieck]

Gabor Grothendieck <ggrothendieck <at> myway.com> writes:

: 
: Jan Verbesselt <Jan.Verbesselt <at> agr.kuleuven.ac.be> writes:
: 
: : I'm working with irregular time series (time series of climate data,
: : daily data 365/6 days a year) and would like to create regular time
: : series from them ( irts 
: : 	e.g. Rain            <-
: : irts(as.POSIXct(Climate[,1]),Climate[,5]) 
: : 		to ts
: :     e.g. test <- ts(x, start=c(1997,1), frequency=365) )
: : 
: : such that I can find where the gaps (lacking temperature data, ...) are
: : and try out methods to fill the gaps.
: : 
: : The main objective is to detect gaps, how long they are and fill them if
: : possible with average, median values.
: 
: First we create vectors of dates and values, d and val,
: to use as test data.
: 
: Then we create, dd, a regular time vector of dates using 
: class Date and a corresponding logical vector not.na 
: indicating which dates in dd correspond to observations.
: 
: Finally, we average the previous non-missing and next
: non-missing observation for each data point and convert the
: result to class ts.  The last line sets the time coordinates
: to the numeric representation of the Date class of the
: corresponding dates.  (If you leave it out the times will be
: 1,2,3,...)
: 
: d <- structure(c(11,14,20,22), class = "Date")
: val <- c(10,20,30,40)
: 
: dd <- seq(min(d), max(d), by = "day")
: not.na <- dd %in% d
: 
: my.ts <- ts(val[cumsum(not.na)] + val[cumsum(not.na)+!not.na]/2)
: my.ts <- ts(my.ts, start = as.numeric(min(d)), end = as.numeric(max(d)))


I forgot one set of parentheses in the second last line.  It should be:

d <- structure(c(11,14,20,22), class = "Date")
val <- c(10,20,30,40)
 
dd <- seq(min(d), max(d), by = "day")
not.na <- dd %in% d
 
my.ts <- ts((val[cumsum(not.na)] + val[cumsum(not.na)+!not.na])/2)
my.ts <- ts(my.ts, start = as.numeric(min(d)), end = as.numeric(max(d)))