[R] How to extract data?

[Uwe Ligges]

james.holtman at convergys.com wrote:

> 
> 
> 
> By 'ignore', can we delete those from the list of data?  I would then
> assume that if you have a sequence of +0+0+ that you would want the last
> "+" for the increase of three.
> 
> If that is the case, then do a 'diff' and delete the entries that are 0.
> Then create a new 'diff' and then use 'rle' to see what the length of the
> sequences are:
> 
> 
>>x <- c(1,2,2,3,3,4,3,3,2,2,2,1)
>>x
> 
>  [1] 1 2 2 3 3 4 3 3 2 2 2 1
> 
>>x.d <- diff(x)
>>x.d
> 
>  [1]  1  0  1  0  1 -1  0 -1  0  0 -1
> 
>>x.new <- x[c(x.d,1) != 0]
>>x.new
> 
> [1] 1 2 3 4 3 2 1
> 
>>x.d1 <- diff(x.new)
>>x.d1
> 
> [1]  1  1  1 -1 -1 -1
> 
>>rle(x.d1)
> 
> Run Length Encoding
>   lengths: int [1:2] 3 3
>   values : num [1:2] 1 -1


Additionally, if there are differences are > 1, you might want apply 
sign() before rle().

Uwe Ligges

> 
> you can check the results of 'rle' to determine where the changes are.
> __________________________________________________________
> James Holtman        "What is the problem you are trying to solve?"
> Executive Technical Consultant  --  Office of Technology, Convergys
> james.holtman at convergys.com
> +1 (513) 723-2929
> 
> 
>                                                                                                                                            
>                       ebashi                                                                                                               
>                       <arshia22 at yahoo.com>         To:       r-sig-finance at stat.math.ethz.ch, r-help at stat.math.ethz.ch                     
>                       Sent by:                     cc:                                                                                     
>                       r-help-bounces at stat.m        Subject:  [R] How to extract data?                                                      
>                       ath.ethz.ch                                                                                                          
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>                                                                                                                                            
>                       11/23/2004 15:54                                                                                                     
>                                                                                                                                            
>                                                                                                                                            
> 
> 
> 
> 
> I appreciate if anyone can help me,
> I have a table as follow,
> 
>>rate
> 
>           DATE VALUE
> 1   1997-01-10  5.30
> 2   1997-01-17  5.30
> 3   1997-01-24  5.28
> 4   1997-01-31  5.30
> 5   1997-02-07  5.29
> 6   1997-02-14  5.26
> 7   1997-02-21  5.24
> 8   1997-02-28  5.26
> 9   1997-03-07  5.30
> 10  1997-03-14  5.30
> .    ......     ...
> .    ......     ...
> .    ......     ...
> I want to extract the DATE(s) on which the VALUE has
> already dropped twice and the DATE(s) that VALUE has
> already increased for three times,( ignore where
> VALUE(i+1)-VALUE(i)=0),I try to use diff() function,
> however that works only for one increase or decrease.
> 
> Sincerely,
> 
> Sean
> 
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