[R] Extracting data only for particular index values from a zoo structure

[Santosh Srinivas]

Thanks Gabor for pointing in the right direction.
Looked up cycle and the doc is tough to understand " cycle gives the
positions in the cycle of each observation." ... how is cycle defined.

I just extended your idea to make it readable for an avg. user in the
following way
mRet[format(index(mRet),"%m")==11]

-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com] 
Sent: 05 November 2010 20:59
To: Santosh Srinivas
Cc: r-help at r-project.org
Subject: Re: [R] Extracting data only for particular index values from a zoo
structure

On Fri, Nov 5, 2010 at 11:21 AM, Santosh Srinivas
<santosh.srinivas at gmail.com> wrote:
> Hello All,
>
> I have a zoo structure as follows:
>> dput(tMRet)
> structure(c(0.00138742474397713, -0.0309023681475112, 0.0390276302410908,
> 0.0832282874685357, -0.00315002033871414, -0.0158548785709138,
> -0.0410876001496389, -0.0503189291168807, 0.00229628598547049,
> 0.112348434473647, 0.0760004696254608, 0.100820586425124,
> 0.0803767768546975,
> 0.0967805566974766, 0.054288018745434, 0.106415042990242,
> 0.0848339767191362,
> -0.0293833917022324, -0.0355384394730908, 0.0398272106900921), .Dim =
c(20L,
>
> 1L), .Dimnames = list(c("Sep 2002", "Oct 2002", "Nov 2002", "Dec 2002",
> "Jan 2003", "Feb 2003", "Mar 2003", "Apr 2003", "May 2003", "Jun 2003",
> "Jul 2003", "Aug 2003", "Sep 2003", "Oct 2003", "Nov 2003", "Dec 2003",
> "Jan 2004", "Feb 2004", "Mar 2004", "Apr 2004"), "Close"), index =
> structure(c(2002.66666666667,
> 2002.75, 2002.83333333333, 2002.91666666667, 2003, 2003.08333333333,
> 2003.16666666667, 2003.25, 2003.33333333333, 2003.41666666667,
> 2003.5, 2003.58333333333, 2003.66666666667, 2003.75, 2003.83333333333,
> 2003.91666666667, 2004, 2004.08333333333, 2004.16666666667, 2004.25
> ), class = "yearmon"), class = "zoo")
>
> I want to extract only the values for say "November" but may span multiple
> years.
> How can I use conditions on the zoo index?
>

Try this:

> tMRet[cycle(tMRet) == 11,, drop = FALSE]
              Close
Nov 2002 0.03902763
Nov 2003 0.05428802

If you just want a 1 dimensional object omit the drop=FALSE part.

-- 
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com