[R] function approx interpolation of time series data sets

[Rui Barradas]

Hello,

Both Gabor's and my way work and produce the same results:


#-- Gabor
library(zoo)
library(chron)

data1 <- "
01:23:40  5
01:23:45 10
01:23:50 12
01:23:55  7"

data2 <- "
01:23:42
01:23:47
01:23:51
01:23:54
01:23:58
01:23:59"

data1zoo <- read.zoo(text=data1, FUN=times)
data2zoo <- read.zoo(text=data2, FUN=times)
na.approx(data1zoo, xout = time(data2zoo))

#-- Rui

data1 <- read.table(text = "
01:23:40 5
01:23:45 10
01:23:50 12
01:23:55 7
")

data2 <- read.table(text = "
01:23:42
01:23:47
01:23:51
01:23:54
01:23:58
01:23:59
")

approx(as.POSIXct(data1$V1, format = "%H:%M:%S"),
	y = data1$V2,
	xout = as.POSIXct(data2$V1, format = "%H:%M:%S"))


Note that the last two values of data2 are outside the range of data1, 
and therefore the interpolation functions return nothing 
(zoo::na.approx) or NA (stats::approx)

Hope this helps,

Rui Barradas

Em 18-01-2013 13:51, e-letter escreveu:
> On 18/01/2013, Gabor Grothendieck <ggrothendieck at gmail.com> wrote:
>> On Fri, Jan 18, 2013 at 7:31 AM, e-letter <inpost at gmail.com> wrote:
>>> On 16/01/2013, Rui Barradas <ruipbarradas at sapo.pt> wrote:
>>>> Hello,
>>>>
>>>> Like this?
>>>>
>>>>
>>>> data1 <- read.table(text = "
>>>> 01:23:40 5
>>>> 01:23:45 10
>>>> 01:23:50 12
>>>> 01:23:55 7
>>>> ")
>>>>
>>>> data2 <- read.table(text = "
>>>> 01:23:42
>>>> 01:23:47
>>>> 01:23:51
>>>> 01:23:54
>>>> ")
>>>>
>>>> approx(as.POSIXct(data1$V1, format = "%H:%M:%S"), y = data1$V2, xout =
>>>> as.POSIXct(data2$V1, format = "%H:%M:%S"))
>>>>
>>>
>>> Thanks. I have later realised that if data frames are unequal (i.e.
>>> data2edit
>>>
>>> 01:23:42
>>> 01:23:47
>>> 01:23:51
>>> 01:23:54
>>> 01:23:58
>>> 01:23:59
>>>
>>> the result for 'y' is
>>>
>>> $y
>>> [1] NA NA NA NA NA NA
>>>
>>> Similar error occurs with the 'zoo' package.
>>
>>
>> its not clear precisely what you tried with zoo but have a look at this:
>>
>>> data1 <- "
>> +  01:23:40 5
>> +  01:23:45 10
>> +  01:23:50 12
>> +  01:23:55 7"
>>>
>>> data2 <- "
>> +  01:23:42
>> +  01:23:47
>> +  01:23:51
>> +  01:23:54"
>>>
>>> library(zoo)
>>> library(chron)
>>> z1 <- read.zoo(text = data1, FUN = times)
>>> z2 <- read.zoo(text = data2, FUN = times)
>>> na.approx(z1, xout = time(z2))
>> 01:23:42 01:23:47 01:23:51 01:23:54
>>       7.0     10.8     11.0      8.0
>>
>
> Latest error:
>
>> data1
>          V1 V2
> 1 01:23:40  5
> 2 01:23:45 10
> 3 01:23:50 12
> 4 01:23:55  7
>
>> data2
>          V1
> 1 01:23:42
> 2 01:23:47
> 3 01:23:51
> 4 01:23:54
> 5 01:23:58
> 6 01:23:59
>
>> data1zoo<-read.zoo(text=data1,FUN=times)
> Error in textConnection(text) : invalid 'text' argument
>
>> data2zoo<-read.zoo(text=data2,FUN=times)
> Error in textConnection(text) : invalid 'text' argument
>
> Then I tried to create objects differently:
>
> data1zoo<-read.zoo('test1.txt',FUN=times)
>> data1zoo
> 01:23:40 01:23:45 01:23:50 01:23:55
>         5       10       12        7
>
> data2zoo<-read.zoo('test2.txt',FUN=times)
>> data2zoo
>
> 01:23:42
> 01:23:47
> 01:23:51
> 01:23:54
> 01:23:58
> 01:23:59
>
>> data3<-(na.approx(merge(data1zoo,data2zoo),time(data1zoo)))
> Error in na.approx.default(object, x = x, xout = xout, na.rm = FALSE,  :
>    x and index must have the same length
>