Hello Pascal,
Yes that is what I was worried about. The date-stamps are there and I would
like to use that information but I think using as.ts will not do this.
Does anyone know how this is done?
Thank you.


On Wed, Mar 12, 2014 at 1:02 AM, Pascal Oettli <kridox@ymail.com> wrote:

> Hello,
>
> On Tue, Mar 11, 2014 at 8:45 PM, Joshua Ulrich <josh.m.ulrich@gmail.com>
> wrote:
> > On Tue, Mar 11, 2014 at 12:14 AM, Bill <william108@gmail.com> wrote:
> >>
> >> Hello. I have a dataframe that has a date column. The intervals between
> >> dates vary. I want to convert this to a ts object. I was able to
> convert it
> >> to an xts object but the package I want to analyse this data with
> (called
> >> 'changepoint') does not seem to want to deal with xts. In the example
> they
> >> give they use the following:
> >>
> >> data(discoveries)
> >> dis.pelt=cpt.meanvar(discoveries,test.stat='Poisson',method='PELT')
> >> plot(dis.pelt,cpt.width=3)
> >> cpts.ts(dis.pelt)
> >>
> >> and if I check:
> >> str(discoveries)
> >>  Time-Series [1:100] from 1860 to 1959: 5 3 0 2 0 3 2 3 6 1 ...
> >>
> >> If I try with my data
> >> str(testTSRad)
> >> An 'xts' object on 2011-07-16 07:08:02/2013-09-20 01:25:48 containing:
> >>   Data: num [1:501, 1] 76 77 79 86 79 79 85 86 89 88 ...
> >>   Indexed by objects of class: [POSIXct,POSIXt] TZ:
> >>   xts Attributes:
> >>  NULL
> >>
> >> where I used this:
> >>
> >> testTSRad=xts(radSampPerRegion[[2]][
> >> ,2],order.by=as.POSIXct(radSampPerRegion[[2]][
> >> ,1]))
> >>
> >> I get this:
> >>
> >> testt=cpt.mean(testTSRad)
> >> Error in single.mean.norm(data, penalty, pen.value, class,
> param.estimates)
> >> :
> >>   Data must have atleast 2 observations to fit a changepoint model.
> >>
> > This is because of what ?cpt.mean says about the "data" argument:
> > data: A vector, ts object or matrix containing the data within
> >       which you wish to find a changepoint.  If data is a matrix,
> >       each row is considered a separate dataset.
> >
> > An xts object is a matrix (with an index attribute), so each row is
> > considered a separate data set.  Your object only has one column,
> > hence only one observation per data set.  Things will work if you drop
> > the dimensions of your single-column xts object:
> > testt <- cpt.mean(drop(testTSRad))
> >
> >> My data is below. Is there a way to convert it to ts?
> >>
> > Yes, as is generally the case, use the "as" method:
> > as.ts(testTSRad)
> >
>
> But in this case, the time serie will have a frequency of 1, which is
> inconsistent with irregular sampling. This probably will lead to
> inaccurate results
>
> > Best,
> > --
> > Joshua Ulrich  |  about.me/joshuaulrich
> > FOSS Trading  |  www.fosstrading.com
> >
> > ______________________________________________
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
> Regards,
> Pascal
>
> --
> Pascal Oettli
> Project Scientist
> JAMSTEC
> Yokohama, Japan
>

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