[R] How to extract last value in each group

[William Dunlap]

A somewhat faster version (for datasets with lots of dates, assuming it is sorted by date and time) is
  isLastInRun <- function(x) c(x[-1] != x[-length(x)], TRUE)
  f3 <- function(dataFrame) {
      dataFrame[ isLastInRun(dataFrame$Date), ]
  }
where your two suggestions, as functions, are
  f1 <- function (dataFrame) {
      dataFrame[unlist(with(dataFrame, tapply(Time, list(Date), FUN = function(x) x == max(x)))), ]
  }
  f2 <- function (dataFrame) {
      dataFrame[cumsum(with(dataFrame, tapply(Time, list(Date), FUN = which.max))), ]
  }

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
> Of arun
> Sent: Wednesday, August 14, 2013 1:08 PM
> To: Noah Silverman
> Cc: R help
> Subject: Re: [R] How to extract last value in each group
> 
> 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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> 
> ______________________________________________
> R-help at r-project.org mailing list
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.