[R] calculate within-day correlations
David Winsemius
dwinsemius at comcast.net
Fri Sep 14 06:31:45 CEST 2012
On Sep 13, 2012, at 7:09 PM, Rui Barradas wrote:
> Hello,
>
> Try the following.
>
> Q_use_2 <- split(Q_use, as.Date(Q_use$date))
> SC_use_2 <- split(SC_use, as.Date(SC_use$date))
>
> lapply(seq_along(Q_use_2), function(i) cor(Q_use_2[[i]]$Q, SC_use_2[[i]]$SC))
Probably will get better results with : use="complete.obs")
> Q_use$idx1 <- 1:nrow(Q_use)
> SC_use $idx2 <- 1:nrow(SC_use)
identical(with( Q_use, split(idx1, format(date, "%Y-%m-%d") ) ), with( SC_use, split(idx2, format(date, "%Y-%m-%d") ) ) )
[1] TRUE
> sapply( with( Q_use, split(idx1, format(date, "%Y-%m-%d") ) ), function(idxs) cor( Q_use[idxs, "Q"], SC_use[idxs, "SC"]) )
2002-03-28 2002-03-29 2002-03-30 2002-03-31
-0.4916499 -0.6085098 NA NA
sapply( with( Q_use, split(idx1, format(date, "%Y-%m-%d") ) ), function(idxs) cor( Q_use[idxs, "Q"], SC_use[idxs, "SC"], use="complete.obs") )
2002-03-28 2002-03-29 2002-03-30 2002-03-31
-0.4916499 -0.6085098 -0.1489898 NA
--
David.
>
> Hope this helps,
>
> Rui Barradas
>
> Em 14-09-2012 01:35, emorway escreveu:
>> useRs,
>>
>> Here is some R-ready data for my question to follow. Of course this data is
>> small snippet from a much larger dataset that is about a decade long.
>>
>> Q<-read.table(textConnection("2002 3 28 15 77.38815
>> 2002 3 28 30 77.09505
>> 2002 3 28 45 76.80196
>> 2002 3 28 60 76.50887
>> 2002 3 28 75 76.50887
>> 2002 3 28 90 76.50887
>> 2002 3 28 105 76.50887
>> 2002 3 28 120 76.50887
>> 2002 3 28 135 76.80196
>> 2002 3 28 150 77.09506
>> 2002 3 28 165 77.38815
>> 2002 3 28 180 77.68125
>> 2002 3 28 195 77.68125
>> 2002 3 28 210 77.68125
>> 2002 3 28 225 77.68125
>> 2002 3 28 240 77.68125
>> 2002 3 28 255 77.38815
>> 2002 3 28 270 77.09505
>> 2002 3 28 285 76.80196
>> 2002 3 28 300 76.50887
>> 2002 3 28 315 76.80196
>> 2002 3 28 330 77.09506
>> 2002 3 28 345 77.38815
>> 2002 3 28 360 77.68125
>> 2002 3 28 375 77.68125
>> 2002 3 28 390 77.68125
>> 2002 3 28 405 77.68125
>> 2002 3 28 420 77.68125
>> 2002 3 28 435 77.68125
>> 2002 3 28 450 77.68125
>> 2002 3 28 465 77.68125
>> 2002 3 28 480 77.68125
>> 2002 3 28 495 77.97691
>> 2002 3 28 510 78.27258
>> 2002 3 28 525 78.56824
>> 2002 3 28 540 78.86389
>> 2002 3 28 555 78.86389
>> 2002 3 28 570 78.86389
>> 2002 3 28 585 78.86389
>> 2002 3 28 600 78.86389
>> 2002 3 28 615 78.86389
>> 2002 3 28 630 78.86389
>> 2002 3 28 645 78.86389
>> 2002 3 28 660 78.86389
>> 2002 3 28 675 78.86389
>> 2002 3 28 690 78.86389
>> 2002 3 28 705 78.86389
>> 2002 3 28 720 78.86389
>> 2002 3 28 735 79.16212
>> 2002 3 28 750 79.46034
>> 2002 3 28 765 79.75856
>> 2002 3 28 780 80.05679
>> 2002 3 28 795 79.75856
>> 2002 3 28 810 79.46033
>> 2002 3 28 825 79.16211
>> 2002 3 28 840 78.86389
>> 2002 3 28 855 78.56823
>> 2002 3 28 870 78.27257
>> 2002 3 28 885 77.97691
>> 2002 3 28 900 77.68125
>> 2002 3 28 915 77.68125
>> 2002 3 28 930 77.68125
>> 2002 3 28 945 77.68125
>> 2002 3 28 960 77.68125
>> 2002 3 28 975 77.68125
>> 2002 3 28 990 77.29046
>> 2002 3 28 1005 76.89966
>> 2002 3 28 1020 76.50887
>> 2002 3 28 1035 75.93033
>> 2002 3 28 1050 75.35179
>> 2002 3 28 1065 74.77325
>> 2002 3 28 1080 74.19473
>> 2002 3 28 1095 73.90929
>> 2002 3 28 1110 73.62385
>> 2002 3 28 1125 73.33841
>> 2002 3 28 1140 73.05298
>> 2002 3 28 1155 73.33842
>> 2002 3 28 1170 73.62386
>> 2002 3 28 1185 73.90929
>> 2002 3 28 1200 74.19473
>> 2002 3 28 1215 74.19473
>> 2002 3 28 1230 74.19473
>> 2002 3 28 1245 74.19473
>> 2002 3 28 1260 74.19473
>> 2002 3 28 1275 74.48272
>> 2002 3 28 1290 74.77071
>> 2002 3 28 1305 75.05871
>> 2002 3 28 1320 75.3467
>> 2002 3 28 1335 75.63725
>> 2002 3 28 1350 75.92779
>> 2002 3 28 1365 76.21832
>> 2002 3 28 1380 76.50887
>> 2002 3 28 1395 76.80196
>> 2002 3 28 1410 77.09506
>> 2002 3 28 1425 77.38815
>> 2002 3 28 1440 77.68125
>> 2002 3 29 15 77.38815
>> 2002 3 29 30 77.09505
>> 2002 3 29 45 76.80196
>> 2002 3 29 60 76.50887
>> 2002 3 29 75 76.21832
>> 2002 3 29 90 75.92778
>> 2002 3 29 105 75.63724
>> 2002 3 29 120 75.3467
>> 2002 3 29 135 75.63725
>> 2002 3 29 150 75.92779
>> 2002 3 29 165 76.21832
>> 2002 3 29 180 76.50887
>> 2002 3 29 195 76.21832
>> 2002 3 29 210 75.92778
>> 2002 3 29 225 75.63724
>> 2002 3 29 240 75.3467
>> 2002 3 29 255 75.3467
>> 2002 3 29 270 75.3467
>> 2002 3 29 285 75.3467
>> 2002 3 29 300 75.3467
>> 2002 3 29 315 75.3467
>> 2002 3 29 330 75.3467
>> 2002 3 29 345 75.3467
>> 2002 3 29 360 75.3467
>> 2002 3 29 375 75.63725
>> 2002 3 29 390 75.92779
>> 2002 3 29 405 76.21832
>> 2002 3 29 420 76.50887
>> 2002 3 29 435 76.50887
>> 2002 3 29 450 76.50887
>> 2002 3 29 465 76.50887
>> 2002 3 29 480 76.50887
>> 2002 3 29 495 76.80196
>> 2002 3 29 510 77.09506
>> 2002 3 29 525 77.38815
>> 2002 3 29 540 77.68125
>> 2002 3 29 555 77.97691
>> 2002 3 29 570 78.27258
>> 2002 3 29 585 78.56824
>> 2002 3 29 600 78.86389
>> 2002 3 29 615 79.16212
>> 2002 3 29 630 79.46034
>> 2002 3 29 645 79.75856
>> 2002 3 29 660 80.05679
>> 2002 3 29 675 80.05679
>> 2002 3 29 690 80.05679
>> 2002 3 29 705 80.05679
>> 2002 3 29 720 80.05679
>> 2002 3 29 735 80.35759
>> 2002 3 29 750 80.65839
>> 2002 3 29 765 80.9592
>> 2002 3 29 780 81.26001
>> 2002 3 29 795 81.26001
>> 2002 3 29 810 81.26001
>> 2002 3 29 825 81.26001
>> 2002 3 29 840 81.26001
>> 2002 3 29 855 81.26001
>> 2002 3 29 870 81.26001
>> 2002 3 29 885 81.26001
>> 2002 3 29 900 81.26001
>> 2002 3 29 915 80.95921
>> 2002 3 29 930 80.6584
>> 2002 3 29 945 80.35759
>> 2002 3 29 960 80.05679
>> 2002 3 29 975 80.35759
>> 2002 3 29 990 80.65839
>> 2002 3 29 1005 80.9592
>> 2002 3 29 1020 81.26001
>> 2002 3 29 1035 81.26001
>> 2002 3 29 1050 81.26001
>> 2002 3 29 1065 81.26001
>> 2002 3 29 1080 81.26001
>> 2002 3 29 1095 81.56339
>> 2002 3 29 1110 81.86678
>> 2002 3 29 1125 82.17016
>> 2002 3 29 1140 82.47354
>> 2002 3 29 1155 82.47354
>> 2002 3 29 1170 82.47354
>> 2002 3 29 1185 82.47354
>> 2002 3 29 1200 82.47354
>> 2002 3 29 1215 82.47354
>> 2002 3 29 1230 82.47354
>> 2002 3 29 1245 82.47354
>> 2002 3 29 1260 82.47354
>> 2002 3 29 1275 82.47354
>> 2002 3 29 1290 82.47354
>> 2002 3 29 1305 82.47354
>> 2002 3 29 1320 82.47354
>> 2002 3 29 1335 82.47354
>> 2002 3 29 1350 82.47354
>> 2002 3 29 1365 82.47354
>> 2002 3 29 1380 82.47354
>> 2002 3 29 1395 82.47354
>> 2002 3 29 1410 82.47354
>> 2002 3 29 1425 82.47354
>> 2002 3 29 1440 82.47354
>> 2002 3 30 15 82.47354
>> 2002 3 30 30 82.47354
>> 2002 3 30 45 82.47354
>> 2002 3 30 60 82.47354
>> 2002 3 30 75 82.77951
>> 2002 3 30 90 83.08547
>> 2002 3 30 105 83.39143
>> 2002 3 30 120 83.6974
>> 2002 3 30 135 84.00597
>> 2002 3 30 150 84.31453
>> 2002 3 30 165 84.62309
>> 2002 3 30 180 84.93166
>> 2002 3 30 195 84.93166
>> 2002 3 30 210 84.93166
>> 2002 3 30 225 84.93166
>> 2002 3 30 240 84.93166
>> 2002 3 30 255 84.93166
>> 2002 3 30 270 84.93166
>> 2002 3 30 285 84.93166
>> 2002 3 30 300 84.93166
>> 2002 3 30 315 84.93166
>> 2002 3 30 330 84.93166
>> 2002 3 30 345 84.93166
>> 2002 3 30 360 84.93166
>> 2002 3 30 375 84.93166
>> 2002 3 30 390 84.93166
>> 2002 3 30 405 84.93166
>> 2002 3 30 420 84.93166
>> 2002 3 30 435 84.93166
>> 2002 3 30 450 84.93166
>> 2002 3 30 465 84.93166
>> 2002 3 30 480 84.93166
>> 2002 3 30 495 84.93166
>> 2002 3 30 510 84.93166
>> 2002 3 30 525 84.93166
>> 2002 3 30 540 84.93166
>> 2002 3 30 555 85.24281
>> 2002 3 30 570 85.55397
>> 2002 3 30 585 85.86513
>> 2002 3 30 600 86.17629
>> 2002 3 30 615 85.86514
>> 2002 3 30 630 85.55398
>> 2002 3 30 645 85.24281
>> 2002 3 30 660 84.93166
>> 2002 3 30 675 84.93166
>> 2002 3 30 690 84.93166
>> 2002 3 30 705 84.93166
>> 2002 3 30 720 84.93166
>> 2002 3 30 735 84.62309
>> 2002 3 30 750 84.31453
>> 2002 3 30 765 84.00597
>> 2002 3 30 780 83.6974
>> 2002 3 30 795 83.39143
>> 2002 3 30 810 83.08547
>> 2002 3 30 825 82.77951
>> 2002 3 30 840 82.47354
>> 2002 3 30 855 82.17016
>> 2002 3 30 870 81.86678
>> 2002 3 30 885 81.56339
>> 2002 3 30 900 81.26001
>> 2002 3 30 915 81.26001
>> 2002 3 30 930 81.26001
>> 2002 3 30 945 81.26001
>> 2002 3 30 960 81.26001
>> 2002 3 30 975 81.26001
>> 2002 3 30 990 81.26001
>> 2002 3 30 1005 81.26001
>> 2002 3 30 1020 81.26001
>> 2002 3 30 1035 81.26001
>> 2002 3 30 1050 81.26001
>> 2002 3 30 1065 81.26001
>> 2002 3 30 1080 81.26001
>> 2002 3 30 1095 80.95921
>> 2002 3 30 1110 80.6584
>> 2002 3 30 1125 80.35759
>> 2002 3 30 1140 80.05679
>> 2002 3 30 1155 79.75856
>> 2002 3 30 1170 79.46033
>> 2002 3 30 1185 79.16211
>> 2002 3 30 1200 78.86389
>> 2002 3 30 1215 78.86389
>> 2002 3 30 1230 78.86389
>> 2002 3 30 1245 78.86389
>> 2002 3 30 1260 78.86389
>> 2002 3 30 1275 78.56823
>> 2002 3 30 1290 78.27257
>> 2002 3 30 1305 77.97691
>> 2002 3 30 1320 77.68125
>> 2002 3 30 1335 77.09762
>> 2002 3 30 1350 76.51398
>> 2002 3 30 1365 75.93034
>> 2002 3 30 1380 75.3467
>> 2002 3 30 1395 75.05871
>> 2002 3 30 1410 74.77071
>> 2002 3 30 1425 74.48272
>> 2002 3 30 1440
>> 74.19473"),header=F,col.names=c('yr','mn','dy','min','Q'))
>>
>> SC<-read.table(textConnection("2002 3 28 15 4480
>> 2002 3 28 30 4480
>> 2002 3 28 45 4480
>> 2002 3 28 60 4480
>> 2002 3 28 75 4480
>> 2002 3 28 90 4480
>> 2002 3 28 105 4480
>> 2002 3 28 120 4480
>> 2002 3 28 135 4482.5
>> 2002 3 28 150 4485
>> 2002 3 28 165 4487.5
>> 2002 3 28 180 4490
>> 2002 3 28 195 4490
>> 2002 3 28 210 4490
>> 2002 3 28 225 4490
>> 2002 3 28 240 4490
>> 2002 3 28 255 4487.5
>> 2002 3 28 270 4485
>> 2002 3 28 285 4482.5
>> 2002 3 28 300 4480
>> 2002 3 28 315 4480
>> 2002 3 28 330 4480
>> 2002 3 28 345 4480
>> 2002 3 28 360 4480
>> 2002 3 28 375 4480
>> 2002 3 28 390 4480
>> 2002 3 28 405 4480
>> 2002 3 28 420 4480
>> 2002 3 28 435 4482.5
>> 2002 3 28 450 4485
>> 2002 3 28 465 4487.5
>> 2002 3 28 480 4490
>> 2002 3 28 495 4492.5
>> 2002 3 28 510 4495
>> 2002 3 28 525 4497.5
>> 2002 3 28 540 4500
>> 2002 3 28 555 4502.5
>> 2002 3 28 570 4505
>> 2002 3 28 585 4507.5
>> 2002 3 28 600 4510
>> 2002 3 28 615 4510
>> 2002 3 28 630 4510
>> 2002 3 28 645 4510
>> 2002 3 28 660 4510
>> 2002 3 28 675 4510
>> 2002 3 28 690 4510
>> 2002 3 28 705 4510
>> 2002 3 28 720 4510
>> 2002 3 28 735 4510
>> 2002 3 28 750 4510
>> 2002 3 28 765 4510
>> 2002 3 28 780 4510
>> 2002 3 28 795 4512.5
>> 2002 3 28 810 4515
>> 2002 3 28 825 4517.5
>> 2002 3 28 840 4520
>> 2002 3 28 855 4520
>> 2002 3 28 870 4520
>> 2002 3 28 885 4520
>> 2002 3 28 900 4520
>> 2002 3 28 915 4522.5
>> 2002 3 28 930 4525
>> 2002 3 28 945 4527.5
>> 2002 3 28 960 4530
>> 2002 3 28 975 4532.5
>> 2002 3 28 990 4535
>> 2002 3 28 1005 4537.5
>> 2002 3 28 1020 4540
>> 2002 3 28 1035 4537.5
>> 2002 3 28 1050 4535
>> 2002 3 28 1065 4532.5
>> 2002 3 28 1080 4530
>> 2002 3 28 1095 4530
>> 2002 3 28 1110 4530
>> 2002 3 28 1125 4530
>> 2002 3 28 1140 4530
>> 2002 3 28 1155 4535
>> 2002 3 28 1170 4540
>> 2002 3 28 1185 4545
>> 2002 3 28 1200 4550
>> 2002 3 28 1215 4550
>> 2002 3 28 1230 4550
>> 2002 3 28 1245 4550
>> 2002 3 28 1260 4550
>> 2002 3 28 1275 4550
>> 2002 3 28 1290 4550
>> 2002 3 28 1305 4550
>> 2002 3 28 1320 4550
>> 2002 3 28 1335 4542.5
>> 2002 3 28 1350 4535
>> 2002 3 28 1365 4527.5
>> 2002 3 28 1380 4520
>> 2002 3 28 1395 4520
>> 2002 3 28 1410 4520
>> 2002 3 28 1425 4520
>> 2002 3 28 1440 4520
>> 2002 3 29 15 4520
>> 2002 3 29 30 4520
>> 2002 3 29 45 4520
>> 2002 3 29 60 4520
>> 2002 3 29 75 4520
>> 2002 3 29 90 4520
>> 2002 3 29 105 4520
>> 2002 3 29 120 4520
>> 2002 3 29 135 4520
>> 2002 3 29 150 4520
>> 2002 3 29 165 4520
>> 2002 3 29 180 4520
>> 2002 3 29 195 4522.5
>> 2002 3 29 210 4525
>> 2002 3 29 225 4527.5
>> 2002 3 29 240 4530
>> 2002 3 29 255 4530
>> 2002 3 29 270 4530
>> 2002 3 29 285 4530
>> 2002 3 29 300 4530
>> 2002 3 29 315 4532.5
>> 2002 3 29 330 4535
>> 2002 3 29 345 4537.5
>> 2002 3 29 360 4540
>> 2002 3 29 375 4540
>> 2002 3 29 390 4540
>> 2002 3 29 405 4540
>> 2002 3 29 420 4540
>> 2002 3 29 435 4542.5
>> 2002 3 29 450 4545
>> 2002 3 29 465 4547.5
>> 2002 3 29 480 4550
>> 2002 3 29 495 4552.5
>> 2002 3 29 510 4555
>> 2002 3 29 525 4557.5
>> 2002 3 29 540 4560
>> 2002 3 29 555 4560
>> 2002 3 29 570 4560
>> 2002 3 29 585 4560
>> 2002 3 29 600 4560
>> 2002 3 29 615 4557.5
>> 2002 3 29 630 4555
>> 2002 3 29 645 4552.5
>> 2002 3 29 660 4550
>> 2002 3 29 675 4547.5
>> 2002 3 29 690 4545
>> 2002 3 29 705 4542.5
>> 2002 3 29 720 4540
>> 2002 3 29 735 4540
>> 2002 3 29 750 4540
>> 2002 3 29 765 4540
>> 2002 3 29 780 4540
>> 2002 3 29 795 4537.5
>> 2002 3 29 810 4535
>> 2002 3 29 825 4532.5
>> 2002 3 29 840 4530
>> 2002 3 29 855 4530
>> 2002 3 29 870 4530
>> 2002 3 29 885 4530
>> 2002 3 29 900 4530
>> 2002 3 29 915 4535
>> 2002 3 29 930 4540
>> 2002 3 29 945 4545
>> 2002 3 29 960 4550
>> 2002 3 29 975 4537.5
>> 2002 3 29 990 4525
>> 2002 3 29 1005 4512.5
>> 2002 3 29 1020 4500
>> 2002 3 29 1035 4490
>> 2002 3 29 1050 4480
>> 2002 3 29 1065 4470
>> 2002 3 29 1080 4460
>> 2002 3 29 1095 4470
>> 2002 3 29 1110 4480
>> 2002 3 29 1125 4490
>> 2002 3 29 1140 4500
>> 2002 3 29 1155 4490
>> 2002 3 29 1170 4480
>> 2002 3 29 1185 4470
>> 2002 3 29 1200 4460
>> 2002 3 29 1215 4460
>> 2002 3 29 1230 4460
>> 2002 3 29 1245 4460
>> 2002 3 29 1260 4460
>> 2002 3 29 1275 4455
>> 2002 3 29 1290 4450
>> 2002 3 29 1305 4445
>> 2002 3 29 1320 4440
>> 2002 3 29 1335 4437.5
>> 2002 3 29 1350 4435
>> 2002 3 29 1365 4432.5
>> 2002 3 29 1380 4430
>> 2002 3 29 1395 4427.5
>> 2002 3 29 1410 4425
>> 2002 3 29 1425 4422.5
>> 2002 3 29 1440 4420
>> 2002 3 30 15 4420
>> 2002 3 30 30 4420
>> 2002 3 30 45 4420
>> 2002 3 30 60 4420
>> 2002 3 30 75 4420
>> 2002 3 30 90 4420
>> 2002 3 30 105 4420
>> 2002 3 30 120 4420
>> 2002 3 30 135 4417.5
>> 2002 3 30 150 4415
>> 2002 3 30 165 4412.5
>> 2002 3 30 180 4410
>> 2002 3 30 195 4407.5
>> 2002 3 30 210 4405
>> 2002 3 30 225 4402.5
>> 2002 3 30 240 4400
>> 2002 3 30 255 4397.5
>> 2002 3 30 270 4395
>> 2002 3 30 285 4392.5
>> 2002 3 30 300 4390
>> 2002 3 30 315 4390
>> 2002 3 30 330 4390
>> 2002 3 30 345 4390
>> 2002 3 30 360 4390
>> 2002 3 30 375 4387.5
>> 2002 3 30 390 4385
>> 2002 3 30 405 4382.5
>> 2002 3 30 420 4380
>> 2002 3 30 435 4382.5
>> 2002 3 30 450 4385
>> 2002 3 30 465 4387.5
>> 2002 3 30 480 4390
>> 2002 3 30 495 4392.5
>> 2002 3 30 510 4395
>> 2002 3 30 525 4397.5
>> 2002 3 30 540 4400
>> 2002 3 30 555 4402.5
>> 2002 3 30 570 4405
>> 2002 3 30 585 4407.5
>> 2002 3 30 600 4410
>> 2002 3 30 615 4410
>> 2002 3 30 630 4410
>> 2002 3 30 645 4410
>> 2002 3 30 660 4410
>> 2002 3 30 675 4410
>> 2002 3 30 690 4410
>> 2002 3 30 705 4410
>> 2002 3 30 720 4410
>> 2002 3 30 735 4412.5
>> 2002 3 30 750 4415
>> 2002 3 30 765 4417.5
>> 2002 3 30 780 4420
>> 2002 3 30 795 4417.5
>> 2002 3 30 810 4415
>> 2002 3 30 825 4412.5
>> 2002 3 30 840 4410
>> 2002 3 30 855 4412.5
>> 2002 3 30 870 4415
>> 2002 3 30 885 4417.5
>> 2002 3 30 900 4420
>> 2002 3 30 915 4417.5
>> 2002 3 30 930 4415
>> 2002 3 30 945 4412.5
>> 2002 3 30 960 4410
>> 2002 3 30 975 4400
>> 2002 3 30 990 4390
>> 2002 3 30 1005 4380
>> 2002 3 30 1020 4370
>> 2002 3 30 1035 4362.5
>> 2002 3 30 1050 4355
>> 2002 3 30 1065 4347.5
>> 2002 3 30 1080 4340
>> 2002 3 30 1095 4355
>> 2002 3 30 1110 4370
>> 2002 3 30 1125 4385
>> 2002 3 30 1140 4400
>> 2002 3 30 1155 4400
>> 2002 3 30 1170 4400
>> 2002 3 30 1185 4400
>> 2002 3 30 1200 4400
>> 2002 3 30 1215 4400
>> 2002 3 30 1230 4400
>> 2002 3 30 1245 NA
>> 2002 3 30 1260 4400
>> 2002 3 30 1275 4402.5
>> 2002 3 30 1290 4405
>> 2002 3 30 1305 4407.5
>> 2002 3 30 1320 4410
>> 2002 3 30 1335 4412.5
>> 2002 3 30 1350 4415
>> 2002 3 30 1365 4417.5
>> 2002 3 30 1380 4420
>> 2002 3 30 1395 4425
>> 2002 3 30 1410 4430
>> 2002 3 30 1425 4435
>> 2002 3 30 1440
>> 4440"),header=F,col.names=c('yr','mn','dy','min','SC'))
>>
>> Q_use<-data.frame(date=as.POSIXct(paste(Q[,1],"-",Q[,2],"-",Q[,3],"
>> ",floor(Q[,4]/60),":",Q[,4]-(floor(Q[,4]/60)*60),":00",sep=''),"%Y-%m-%d
>> %H:%M:%S",tz=""),Q=Q$Q)
>> SC_use<-data.frame(date=as.POSIXct(paste(SC[,1],"-",SC[,2],"-",SC[,3],"
>> ",floor(SC[,4]/60),":",SC[,4]-(floor(SC[,4]/60)*60),":00",sep=''),"%Y-%m-%d
>> %H:%M:%S",tz=""),SC=SC$SC)
>>
>> Using the data provided, I’m trying to calculate each day’s correlation
>> between Q_use$Q and SC_use$SC and store the values in a data.frame. An
>> example result I’d like to make is
>>
>> #Day 1
>> cor(Q_use$Q[1:95],SC_use$SC[1:95])
>> #[1] -0.4916499
>>
>> #Day 2
>> cor(Q_use$Q[96:191],SC_use$SC[96:191])
>> #[1] -0.6085098
>>
>> edm<-data.frame(Correl=t(t(c(cor(Q_use$Q[1:95],SC_use$SC[1:95]),
>> cor(Q_use$Q[96:191],SC_use$SC[96:191])))))
>>
>> But of course I want R to figure out appropriate indexes (i.e. 1:95, 96:191,
>> and so in the larger dataset) for me. In other words, I'm seeking some help
>> with R code that will ‘pass’ through the two datasets calculating each day’s
>> correlation and doesn’t rely on the user supplying the ranges of indexes for
>> way the daily values reside.
>>
>> There are, as there always is, a couple of wrinkles. On day 3, for example,
>>
>> cor(Q_use$Q[192:287],SC_use$SC[192:287])
>> [1] NA
>>
>> This is because SC_use$SC[275] = NA. Is there a way to direct R to continue
>> calculating that day's correlation using the data that is available for that
>> day? It is also necessary to check and make sure that
>> Q_use[i,1]==SC_use[i,1] for each i in that day because in the larger dataset
>> the row indices don’t necessarily match up (I have made sure that they do
>> for this simple example). It would be handy to know how many values were
>> missing on incomplete days, perhaps in a column appended to the resulting
>> data frame. I appreciate any R code that could help get me started toward
>> this end, I’m stuck. I tried looking at ?aggregate, had a look in the
>> reshape library, and ‘rollapply’ in the zoo library, but I wasn’t seeing a
>> way to do the error checking I just described.
>> Thanks, Eric
>>
>>
>>
>>
>> --
>> View this message in context: http://r.789695.n4.nabble.com/calculate-within-day-correlations-tp4643091.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
>> ______________________________________________
>> 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.
>
> ______________________________________________
> 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.
David Winsemius, MD
Alameda, CA, USA
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