[R] Date Math

[Jeff Newmiller]

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Sent from my phone. Please excuse my brevity.

Noah Silverman <noahsilverman at ucla.edu> wrote:

>Jeff,
>
>My understanding is that the lag command will lag an entire time
>series.  That isn't what I'm looking for.
>
>I just want, for example, today, and 5 entries back.  
>
>for exmple:
>
>iter <- '2011-05-18'
>
>observations[iter]   # works fine, returns the row at that date.
>
>index(observations[iter[) # just returns the iter back
>
>index(observations[iter]) - 5  # returns "2011-05-17 23:59:57 PDT", so
>it subtracted 3 seconds.
>
>really, I want to find:  iter- 5 days.
>
>
>
>--
>Noah Silverman
>Smart Media Corp.
>
>
>
>On Oct 14, 2012, at 10:29 AM, Jeff Newmiller <jdnewmil at dcn.davis.ca.us>
>wrote:
>
>> There are a few ways.  The xts package has a "lag" function. So does
>"zoo".  Pay careful attention to the conventions used for specifying
>relative time in these various packages. You can also infill your
>missing data to create a regularly-spaced time series.  There is no
>shortage of web information about this topic... you can start at the
>Time Series task view on CRAN or just use a search engine.
>> 
>> On Sun, 14 Oct 2012, Noah Silverman wrote:
>> 
>>> Hello,
>>> 
>>> 
>>> I have a time series object (xts) that I iterate over in a loop. 
>Works fine.
>>> 
>>> My challenge is that I want to be able to reference other entries in
>the series by math.  i.e.  For today's observation, what were the last
>5 observations?  If indexed numerically, it is trivial, but I can
>figure out how to do this with dates.
>>> 
>>> This is slightly more difficult as there may not be an observation
>for every day.  So I might want the last 5 that exist in the table, not
>the last 5 calendar days.
>>> 
>>> ideally, it would be something like this.
>>> 
>>> observations[ index(today)-5:today,  ]
>>> 
>>> However that obviously fails.
>>> 
>>> Ideas?
>>> 
>>> 
>>> 
>>> --
>>> Noah Silverman, M.S.
>>> UCLA Department of Statistics
>>> 8117 Math Sciences Building
>>> Los Angeles, CA 90095
>>> 
>>> ______________________________________________
>>> 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.
>>> 
>> 
>>
>---------------------------------------------------------------------------
>> Jeff Newmiller                        The     .....       .....  Go
>Live...
>> DCN:<jdnewmil at dcn.davis.ca.us>        Basics: ##.#.       ##.#.  Live
>Go...
>>                                      Live:   OO#.. Dead: OO#.. 
>Playing
>> Research Engineer (Solar/Batteries            O.O#.       #.O#.  with
>> /Software/Embedded Controllers)               .OO#.       .OO#. 
>rocks...1k
>>
>---------------------------------------------------------------------------
>
>--
>Noah Silverman, M.S.
>UCLA Department of Statistics
>8117 Math Sciences Building
>Los Angeles, CA 90095