[R] convert tabular time series into a matrix format

[jim holtman]

Is this what you want:

> X = data.frame(t=c(1,1,1,2,2,2,2,3,3,3,4,4,4,5,5),id =
+ c('a','b','c','c','b','d','e','b','a','e','a','b','d','b','c'))
> X$x = rnorm(15)
> X
   t id          x
1  1  a -0.6264538
2  1  b  0.1836433
3  1  c -0.8356286
4  2  c  1.5952808
5  2  b  0.3295078
6  2  d -0.8204684
7  2  e  0.4874291
8  3  b  0.7383247
9  3  a  0.5757814
10 3  e -0.3053884
11 4  a  1.5117812
12 4  b  0.3898432
13 4  d -0.6212406
14 5  b -2.2146999
15 5  c  1.1249309
> require(reshape)
Loading required package: reshape
Loading required package: plyr
> X.m <- melt(X, measure='x')
> cast(X.m, id ~ t, sum)
  id          1          2          3          4         5
1  a -0.6264538  0.0000000  0.5757814  1.5117812  0.000000
2  b  0.1836433  0.3295078  0.7383247  0.3898432 -2.214700
3  c -0.8356286  1.5952808  0.0000000  0.0000000  1.124931
4  d  0.0000000 -0.8204684  0.0000000 -0.6212406  0.000000
5  e  0.0000000  0.4874291 -0.3053884  0.0000000  0.000000
>


On Wed, Jul 1, 2009 at 1:35 PM, Young Cho<young.stat at gmail.com> wrote:
> Hi, thanks everyone for any help in advance.
>
> I found myself dealing with a tabular time-series data formatted  each row
> like [ time stamp,   ID, values]. I made a small examples:
>
> X = data.frame(t=c(1,1,1,2,2,2,2,3,3,3,4,4,4,5,5),id =
> c('a','b','c','c','b','d','e','b','a','e','a','b','d','b','c'))
> X$x = rnorm(15)
>
> 't' is time stamp, 'id' is identifier, 'x' is time series values. They are
> not necessarily ordered and have sometimes missing values. In order to do
> any analysis, I used to convert this type of data into a matrix form :
>
> Y = matrix(NA,length(unique(X$id)),length(unique(X$t)))
> rownames(Y) = sort(unique(X$id))
> colnames(Y) = sort(unique(X$t))
> for(i in 1:nrow(Y)){
>   xi = X[ X$id == rownames(Y)[i], ]
>   Y[i, match(xi$t, colnames(Y)) ] = xi$x
> }
>
> Then, run any R operations on Y. Now, this conversion gets very painfully
> slow as my data gets substantially larger. I was wondering if there is some
> better ways to convert a table like 'X' into a matrix like 'Y', or even
> better ways to re-format data, not necessarily matrix form.
>
> Young
>
>        [[alternative HTML version deleted]]
>
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>



-- 
Jim Holtman
Cincinnati, OH
+1 513 646 9390

What is the problem that you are trying to solve?