[R] Indexing Arbitrary Time Intervals in zoo Series

[Gabor Grothendieck]

See ?window.zoo

Also suggest you use dput to display sample data in posts to r-help.

On Tue, Jun 16, 2009 at 1:19 PM, <rory.winston at gmail.com> wrote:
> Hi guys
>
> Does anyone know if it is possible to index a zoo series by a sequence? For
> instance, with the following irregular zoo object, I can calculate the range
> of its time-based index:
>
>> r <- range(index(l.zoo))
>> r
> [1] "2009-06-15 01:44:20.802 GMT" "2009-06-15 16:54:24.124 GMT"
>
> If I just want to be able to extract the last 1 minutes worth of data, I
> would like to be able to do something like the following:
>
>> r.1min <-range(r[2]-60, r[2])
>> r.1min
> [1] "2009-06-15 01:44:20.802 GMT" "2009-06-15 16:54:24.124 GMT"
>
> last.minute <- l.zoo[ index(l.zoo) %in% r.1min]
>
> This doesnt work, as it is doing a straight subset check (which is
> appropriate). So I am using the following method:
>
> last.minute <- l.zoo[ index(l.zoo) >= (r[2]-60)]
>
> is this the best way to do this (I suspect not)?
>
> -- Rory
>
>
>
>
>
>
>
> On Jun 16, 2009 2:52pm, rory.winston at gmail.com wrote:
>> Thanks Gabor - I'll check it out.
>>
>> Actually I just realised I can also do what I am looking for in a
>> ridiculously simple manner (as the data I have is intra-day):
>>
>> aggregate(l.zoo, hours(index(l.zoo)), mean)
>>
>> Cheers
>> -- Rory
>>
>> On Jun 16, 2009 2:46pm, Gabor Grothendieck ggrothendieck at gmail.com> wrote:
>> > See R News 4/1.
>> >
>> >
>> >
>> > On Tue, Jun 16, 2009 at 9:04 AM, rory.winston at gmail.com> wrote:
>> >
>> > > Hi all
>> >
>> > >
>> >
>> > > I have an irregular zoo series, where the time index looks like the
>> >
>> > > following:
>> >
>> > >
>> >
>> > >> head(time(l.zoo))
>> >
>> > >
>> >
>> > > [1] "2009-06-15 01:44:20.802 GMT" "2009-06-15 01:44:20.812 GMT"
>> > > "2009-06-15
>> >
>> > > 01:44:20.837 GMT" "2009-06-15 01:44:20.848 GMT" "2009-06-15
>> > > 06:00:01.320
>> >
>> > > GMT"
>> >
>> > > [6] "2009-06-15 06:00:01.330 GMT"
>> >
>> > >
>> >
>> > >> as.numeric(head(time(l.zoo)))
>> >
>> > >
>> >
>> > > [1] 1245030261 1245030261 1245030261 1245030261 1245045601 1245045601
>> >
>> > >
>> >
>> > >> epoch + as.numeric(head(time(l.zoo)))
>> >
>> > >
>> >
>> > > [1] "2009-06-15 01:44:20.802 GMT" "2009-06-15 01:44:20.812 GMT"
>> > > "2009-06-15
>> >
>> > > 01:44:20.837 GMT" "2009-06-15 01:44:20.848 GMT" "2009-06-15
>> > > 06:00:01.320
>> >
>> > > GMT"
>> >
>> > > [6] "2009-06-15 06:00:01.330 GMT"
>> >
>> > >
>> >
>> > >
>> >
>> > > What I would like to do is to run aggregate() over this zoo series,
>> > > and
>> >
>> > > compute a statistic over say a 5-minute or 1-hour interval. However, I
>> > > cant
>> >
>> > > seem to get chron() to figure out the right dates:
>> >
>> > >
>> >
>> > >> chron(as.numeric(head(time(l.zoo))))
>> >
>> > >
>> >
>> > > [1] (01/28/47 19:14:53) (01/28/47 19:29:17) (01/28/47 20:05:17)
>> > > (01/28/47
>> >
>> > > 20:21:07) (01/28/89 07:40:48) (01/28/89 07:55:12)
>> >
>> > >
>> >
>> > >> epoch
>> >
>> > > [1] "1970-01-01 GMT"
>> >
>> > >
>> >
>> > >
>> >
>> > >> chron(as.numeric(head(time(l.zoo))), origin.=epoch)
>> >
>> > > [1] (12/20/64 19:14:53) (12/20/64 19:29:17) (12/20/64 20:05:17)
>> > > (12/20/64
>> >
>> > > 20:21:07) (12/22/06 07:40:48) (12/22/06 07:55:12)
>> >
>> > >
>> >
>> > > Does anyone know what I am doing wrong here?
>> >
>> > >
>> >
>> > > Cheers
>> >
>> > > -- Rory
>> >
>> > >
>> >
>> > >        [[alternative HTML version deleted]]
>> >
>> > >
>> >
>> > > ______________________________________________
>> >
>> > > 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.
>> >
>> > >
>> >