[R] Variance of multiple non-contiguous time periods?

PIKAL Petr petr.pikal at precheza.cz
Tue Nov 4 17:13:00 CET 2014


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of CJ Davies
> Sent: Tuesday, November 04, 2014 2:50 PM
> To: Jim Lemon; r-help at r-project.org
> Subject: Re: [R] Variance of multiple non-contiguous time periods?
> On 04/11/14 09:11, Jim Lemon wrote:
> > On Mon, 3 Nov 2014 12:45:03 PM CJ Davies wrote:
> >> ...
> >> On 30/10/14 21:33, Jim Lemon wrote:
> >> If I understand, you mean to calculate deviations for each
> individual
> >> 'chunk' of each transition & then aggregate the results? This is
> what
> >> I'd been thinking about, but is there a sensible manner within R to
> >> achieve this, or is it something for which it would be easier to
> >> preprocess the data in an external tool? Is there some way to subset
> > the
> >> data such that I can work over just contiguous 'chunks'?
> >>
> > Exactly. If there is some combination of existing variables that can
> > be combined to make a set of unique values for each "chunk", you can
> > calculate the deviations within each "chunk", then average the
> squared
> > deviations for each type of "chunk", weighting by the duration of the
> > "chunks" so that you don't bias the pooled variance toward the longer
> > "chunks".
> >
> > Jim
> >
> I am stumped for a way of automating this process though. Each line of
> log data looks like this;
> 2406  55.4    (-11.2, 1.0, -0.9)      (-4.1, 1.0, 0.0)        7.077912
>       0.9203392       (0.0,
> 0.7, -0.1, 0.7)       8.129684        89.41537        -8.212769       (0.0, 0.7, -0.1,
> 0.7)
> 8.129684      89.41537        351.7872        1       0       0       False   0.15    3
>       37.76761        True    False   0
> transition 1

First you need to import it to R which could be tricky based on above line.
Some values will probably need to process through regular expression.

If I understand correctly number after transition is a signal which estimets continuous chunks. If it is true then

?rle is a function which can estimate length of chunks.


> Where the last variable defines which transition is currently active.
> However to separate these data into 'chunks' would involve making a
> comparison between each line of data & the preceding line of data to
> determine whether it is part of the same contiguous 'chunk'. Is this
> something that would be better achieved using external preprocessing
> written in a language I am more familiar with, as I haven't the
> foggiest how I would approach this within R?
> Regards,
> CJ Davies
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