[R] How to extract last value in each group

[arun]

Hi,
Try:
dat1<- read.table(text="
        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
",sep="",header=TRUE,stringsAsFactors=FALSE)

 dat1[unlist(with(dat1,tapply(Time,list(Date),FUN=function(x) x==max(x)))),]
#         Date Time      O      H      L      C U D
#4  06/01/2010 1700 136.55 136.55 136.55 136.55 1 0
#11 06/02/2010  338 136.80 136.80 136.80 136.80 3 0
#or
 dat1[cumsum(with(dat1,tapply(Time,list(Date),FUN=which.max))),]
         Date Time      O      H      L      C U D
4  06/01/2010 1700 136.55 136.55 136.55 136.55 1 0
11 06/02/2010  338 136.80 136.80 136.80 136.80 3 0

#or
dat1[as.logical(with(dat1,ave(Time,Date,FUN=function(x) x==max(x)))),]
 #        Date Time      O      H      L      C U D
#4  06/01/2010 1700 136.55 136.55 136.55 136.55 1 0
#11 06/02/2010  338 136.80 136.80 136.80 136.80 3 0
A.K.




----- Original Message -----
From: Noah Silverman <noahsilverman at ucla.edu>
To: "R-help at r-project.org" <r-help at r-project.org>
Cc: 
Sent: Wednesday, August 14, 2013 3:56 PM
Subject: [R] How to extract last value in each group

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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