[R] Extracting last time value

Kondamani, Arjun (GMI - NY Corporate Bonds) arjun_kondamani at ml.com
Fri Jan 11 17:15:28 CET 2008


Thank you, Gabor, Jim, and Achim!! All of your suggestions/pointers were
extremely useful.

-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com] 
Sent: Thursday, January 10, 2008 7:46 PM
To: Kondamani, Arjun (GMI - NY Corporate Bonds)
Cc: r-help at r-project.org
Subject: Re: [R] Extracting last time value


Here is a slight variation of ones you have already received.  This also
uses zoo.

In the DF<- line we read it in as a data frame.  In the z<- line we
convert it to zoo using chron date/times (see R News 4/1 for more). We
calculate the positions of duplicate dates and in the last line we
extract the rows corresponding to non-duplicates.

Lines <- "Date            time            value
20110620        11:18:00        7
20110620        11:39:00        9
20110621        11:41:00        8
20110621        11:40:00        6
20110622        14:05:00        8
20110622        14:06:00        6
"

library(zoo)
library(chron)
DF <- read.table(textConnection(Lines), header = TRUE, as.is = TRUE) z
<- zoo(DF$value, chron(unclass(as.Date(format(DF$Date), "%Y%m%d"))),
DF$time)

isdup <- duplicated(dates(time(z)), fromLast = TRUE)
z[!isdup,]

For more on zoo see:

library(zoo)
vignette("zoo")
vignette("zoo-quickref")


On Jan 10, 2008 5:36 PM, Kondamani, Arjun (GMI - NY Corporate Bonds)
<arjun_kondamani at ml.com> wrote:
> I have a dataframe as follows:
>
> Date            time            value
> 20110620        11:18:00        7
> 20110620        11:39:00        9
> 20110621        11:41:00        8
> 20110621        11:40:00        6
> 20110622        14:05:00        8
> 20110622        14:06:00        6
>
> For every date, I want to extract the row that has the greatest time. 
> Therefore, ending up like:
> 20110620        11:39:00        9
> 20110621        11:41:00        8
> 20110622        14:07:00        6
>
> I am using for loops (for every date, find largest time value) to do 
> this determination, but I am sure there is a simpler way in "R". Has 
> anyone run into this before?
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