[R] Duplicate dates in zoo objects

Research risk2009 at ath.forthnet.gr
Tue Jun 22 16:35:37 CEST 2010


Hello,

I have a zoo time series read from an excel file which has some dates 
the same, such as the following example:

02/10/1995     4925.5
30/10/1995     4915.9
23/01/1996     4963.5
23/01/1996     5009.2
04/03/1996     5031.9     # here
04/03/1996     5006.5     # here
03/04/1996     5069.2
03/05/1996     5103.7
31/05/1996     5107.1
01/07/1996     5153.1
02/08/1996     5151.7

Is there a simple way to keep the last  price of the ones that have the 
same dates?

04/03/1996    5031.9
04/03/1996    5006.5

i.e., keep only the "04/03/1996    5006.5"  price and discard the 
previous one... Is there an implicit function that does that or do I 
need some sort of recursive algorithm?

You can try a solution on this example (for convenience):

x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 7, 14) - 1
x <- zoo(rnorm(5), x.Date)

Zoo object  has 2 prices with same dates.

Many thanks in advance,
Costas



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