[R-SIG-Finance] select subset from xts time series object.
jeff.a.ryan at gmail.com
Sat Apr 16 19:50:11 CEST 2011
The "::" works as well, but / is more proper since it is in the ISO 8601 standard.
Jeffrey Ryan | Founder | jeffrey.ryan at lemnica.com
On Apr 16, 2011, at 12:38 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> On Apr 16, 2011 12:29 PM, "Noah Silverman" <noah at smartmediacorp.com> wrote:
>> I never thought about using a double colon. Works quickly and cleanly.
>> Now for the harder part.
>> If I want to define my timestamps as variables first, how I can I
>> a <- '2010-08-04 11:50:00'
>> b <- '2010-08-04 11:55:00'
>> ticks[a::b, ] fails
> Take a careful look ay what others have already suggested and what you're
> trying. You're trying to apply a :: operator to two character vectors.
> xts subsetting requires a single string, which you can create via paste(a,
> b, sep="::").
>> Noah Silverman
>> Smart Media Corp.
>> Tel: (323) 653-1900 x5207
>> On Apr 16, 2011, at 10:12 AM, Hasan Diwan wrote:
>>> On 16 April 2011 10:01, Noah Silverman <noah at smartmediacorp.com> wrote:
>>>> Thanks to Jeff Ryan's help, I was able to get my data into a nice XTS
> format. I then followed his suggestion to use the make.index.unique()
> function to ensure that each tick had a slightly different time. Everything
> looks great!
>>>> Now, I want to select subsets of the data for short intervals - perhaps
> 5 minutes in size.
>>>> For example, I want all the entries between:
>>>> 2010-08-04 11:50:00 and 2010-08-04 11:55:00
>>>> I tried: ticks[' 2010-08-04 11:50:00' :'2010-08-04 11:55:00' , ]
> It failed
>>>> Then: ticks[as.POSIXct(' 2010-08-04 11:50:00') :
> asPOSIXct('2010-08-04 11:55:00' ), ] Also fails
>>> ticks['2010-08-04 11:50:00::2011-08-04 11:55:00'] works brilliantly
>>> Sent from my mobile device
>>> Envoyait de mon telephone mobil
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