[R] Using zoo() to aggregate daily data to monthly means
D Kelly O'Day
koday at processtrends.com
Tue Dec 22 20:49:57 CET 2009
Z
Thanks. I new I was missing something!
Kelly
Achim Zeileis wrote:
>
> On Tue, 22 Dec 2009, D Kelly O'Day wrote:
>
>>
>> I am trying to get monthly means for a daily data series using zoo(). I
>> have
>> found an odd problem, that seems to be caused by zoo()'s handling of leap
>> years.
>
> It's not really zoo's odd handling, but yours ;-) More seriously, do not
> use ts() with either freq = 365 or 366 to represent daily observations.
> zoo with "Date" index is more suitable (or the corresponding xts).
>
>> Here's my R script with 2 methods (freq=365, 366) for aggregating the
>> daily
>> data to monthly series:
>>
>> library(zoo)
>> J_link <- "http://www.ijis.iarc.uaf.edu/seaice/extent/plot.csv"
>> JAXA_data <- read.table(J_link,
>> skip = 0, sep = ",", dec=".",
>> row.names = NULL, header = FALSE,
>> as.is = T, colClasses = rep("numeric",4),
>> comment.char = "#", na.strings = c("*", "-",-99.9, -9999),
>> col.names = c("Mo", "Day", "Yr", "Extent") )
>> ## Subset raw data to period: Jan,2003 to Dec, 2007
>> JAXA <- subset(JAXA_data, JAXA_data$Yr >=2003 & JAXA_data$Yr <=2007)
>> ## create zoo object starting Jan, 2003 - use freq's of 365 and 366
>> JAXA_365 <- as.zoo(ts(JAXA$Extent, start = c(2003,1,1),freq=365))
>> JAXA_366 <- as.zoo(ts(JAXA$Extent, start = c(2003,1,1),freq=366))
>
> As explained above, I would use a "Date" index:
>
> JAXA_daily <- with(JAXA_data,
> zoo(Extent, as.Date(paste(Yr, Mo, Day, sep = "-")))
> )
>
> and then you can do
>
> JAXA_monthly <- aggregate(JAXA_daily, as.yearmon, mean, na.rm = TRUE)
>
> which should give what you expected.
>
> See zoo's package vignettes
> vignette(package = "zoo")
> for more details.
>
> hth,
> Z
>
>> ## aggregate to yearmon using JAXA_365 & JAXA_366 zoo objects
>> JAXA_mo_365 <- aggregate(JAXA_365, mean, by=yearmon, na.rm=T)
>> JAXA_mo_366 <- aggregate(JAXA_366, mean, by=yearmon, na.rm=T)
>> ## Compare last 6 records for JAXA_365 & JAXA_366
>> tail(JAXA_mo_365)
>> tail(JAXA_mo_366)
>>
>>
>> When I compare the two tail reports, I get Jan, 2007 for last month for
>> JAXA_365 and Dec, 2007 for JAXA_366.
>>
>> What is proper freq for daily data, 365 or 366 or other? I have seen many
>> examples that use 365 for ts, I assumed zoo() worked the same.
>>
>> What am I missing?
>>
>>
>> --
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>> Sent from the R help mailing list archive at Nabble.com.
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
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