[R] How to extract last value in each group

Noah Silverman noahsilverman at ucla.edu
Wed Aug 14 21:56:15 CEST 2013


Hello,

I have some stock pricing data for one minute intervals.

The delivery format is a bit odd.  The date column is easily parsed and used as an index for an its object.  However, the time column is just an integer (1:1807)

I just need to extract the *last* entry for each day.  Don't actually care what time it was, as long as it was the last one.

Sure, writing a big nasty loop would work, but I was hoping that someone would be able to suggest a faster way.

Small snippet of data below my sig.

Thanks!


--
Noah Silverman, M.S., C.Phil
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095

--------------------------------------------------------------------------

        Date Time      O      H      L      C  U  D
 06/01/2010 1358 136.40 136.40 136.35 136.35   2  12
 06/01/2010 1359 136.40 136.50 136.35 136.50   9   6
 06/01/2010 1400 136.45 136.55 136.35 136.40   8   7
 06/01/2010 1700 136.55 136.55 136.55 136.55   1   0
 06/02/2010  331 136.55 136.70 136.50 136.70  36   6
 06/02/2010  332 136.70 136.70 136.65 136.65   3   1
 06/02/2010  334 136.75 136.75 136.75 136.75   1   0
 06/02/2010  335 136.80 136.80 136.80 136.80   4   0
 06/02/2010  336 136.80 136.80 136.80 136.80   8   0
 06/02/2010  337 136.75 136.80 136.75 136.80   1   2
 06/02/2010  338 136.80 136.80 136.80 136.80   3   0


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