[R-SIG-Finance] select subset from xts time series object.

[Jeffrey Ryan]

One additional comment as well.

You might want to think about what you are trying to accomplish with
the date math.  xts/zoo has covered many common items that come up.

?to.period
?endpoints
?align.time
?period.apply
?split.xts

HTH,
Jeff



On Sat, Apr 16, 2011 at 12:48 PM, Noah Silverman
<noah at smartmediacorp.com> wrote:
> Nice,
>
> Thanks!
>
> Next challenge:  Is there a package in R to do "date math".  (There is great stuff in other languages, so must be in R)
>
> If I have a timetamp, It would be great to just "add 1 hour" or "add 7 minutes" and get back the proper date-time for it.
>
> I'm looking at a lot of timeseries data this weekend and need to learn how to do some of this simple stuff in R to play with some ideas.
>
> Thanks!
>
> --
> Noah Silverman
> Smart Media Corp.
> WebClipping.com
> Tel: (323) 653-1900 x5207
>
>
>
> On Apr 16, 2011, at 10:38 AM, Joshua Ulrich wrote:
>
>>
>> On Apr 16, 2011 12:29 PM, "Noah Silverman" <noah at smartmediacorp.com> wrote:
>> >
>> > Perfect!
>> >
>> > 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 subselect:
>> >
>> > 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="::").
>>
>> > Ideas?
>> >
>> > --
>> > Noah Silverman
>> > Smart Media Corp.
>> > WebClipping.com
>> > 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:
>> > >> Hi,
>> > >>
>> > >> 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
>> >
>> > _______________________________________________
>> > R-SIG-Finance at r-project.org mailing list
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>
>
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-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

www.lemnica.com

R/Finance 2011 April 29th and 30th in Chicago | www.RinFinance.com