[R-SIG-Finance] Omiting some observation of a zoo object

[Gabor Grothendieck]

On Wed, Feb 16, 2011 at 9:48 AM, Bogaso Christofer
<bogaso.christofer at gmail.com> wrote:
> Hi there, I would like to omit some observations of a zoo vector
> corresponding with some defined dates. So I wrote following codes:
>
>
>
>> set.seed(1)
>
>> dates <- seq(as.Date("2011-01-01"), as.Date("2011-01-31"), by="1
> day")[-c(7,8,9,20,21,22)]
>
>> mySeries <- zoo(rnorm(25), dates)
>
>> mySeries
>
> 2011-01-01  2011-01-02  2011-01-03  2011-01-04  2011-01-05  2011-01-06
> 2011-01-10  2011-01-11  2011-01-12  2011-01-13  2011-01-14  2011-01-15
>
> -0.62645381  0.18364332 -0.83562861  1.59528080  0.32950777 -0.82046838
> 0.48742905  0.73832471  0.57578135 -0.30538839  1.51178117  0.38984324
>
>  2011-01-16  2011-01-17  2011-01-18  2011-01-19  2011-01-23  2011-01-24
> 2011-01-25  2011-01-26  2011-01-27  2011-01-28  2011-01-29  2011-01-30
>
> -0.62124058 -2.21469989  1.12493092 -0.04493361 -0.01619026  0.94383621
> 0.82122120  0.59390132  0.91897737  0.78213630  0.07456498 -1.98935170
>
>  2011-01-31
>
>  0.61982575
>
>> toOmit <- as.Date(c("2011-01-07", "2011-01-08", "2011-01-09"))
>
>> mySeries[-toOmit]
>
> Error in `-.Date`(toOmit) : unary - is not defined for Date objects
>

Here are three ways:

library(zoo)

## set up input data
set.seed(1)
mySeries <- zooreg(rnorm(25), as.Date("2011-01-01"))
toOmit <- as.Date(c("2011-01-07", "2011-01-08", "2011-01-09"))

## method 1. window.zoo
window(mySeries, setdiff(time(mySeries), toOmit))

## method 2. %in%
mySeries[! time(mySeries) %in% toOmit ]

## method 3. na.omit - if mySeries has no NAs
na.omit(replace(mySeries, toOmit, NA))

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