[R] Yearly statistics
Alfonso Sammassimo
cincinattikid at bigpond.com
Mon May 28 05:22:05 CEST 2007
Dear R-experts,
Sorry if I've overlooked a simple solution here. I have calculated a
proportion of the number of observations which meet a criteria, applied to
five years of data. How can I break down this proportion statistic for each
year?
For example (data in zoo format):
open high low close hc lc
2004-12-29 4135 4135 4106 4116 8 -21
2004-12-30 4120 4131 4115 4119 15 -1
2004-12-31 4123 4124 4114 4117 5 -5
2005-01-04 4106 4137 4103 4137 20 -14
2005-01-06 4085 4110 4085 4096 10 -15
2005-01-10 4133 4148 4122 4139 15 -11
2005-01-11 4142 4158 4127 4130 19 -12
2005-01-12 4113 4138 4112 4127 18 8
Statistic of interest is proportion of times that sign of "hc" is positive
and sign of "lc" is negative on any given day. Looking to return something
like:
Yr Prop
2004 1.0
2005 0.8
Along these lines, if I have datasets A and B, where B is a subset of A, can
I use the number of matching dates to calculate the yearly proportions in
question?
Thanks,
Alfonso Sammassimo
Melbourne Australia
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