[R-SIG-Finance] Handling half hourly data from electricity markets
jim green
student.northwestern at gmail.com
Wed May 2 00:46:17 CEST 2012
Rui Barradas wrote
>
> Hello,
>
>
> jim green wrote
>>
>> Hi,
>>
>> I came across this message and found:
>>
>> the years function doesn't work, actuall in zoo docomentation there is no
>> years function..
>>
>> aggregate(cbind(X1, X2, X3) ~ peak + years(Date), DF, mean)
>>
>>
>> I tried
>> aggregate(cbind(X1, X2, X3) ~ peak +
>> as.numeric(format(Date,format='%Y')), DF, mean)
>> aggregate(cbind(X1, X2, X3) ~ peak + as.POSIXlt(Date)$year+1900, DF,
>> mean)
>>
>> but both don't work either..
>>
>> Could someone pls advise?
>>
>> Thanks!
>> Jim.
>>
>
> Function years exists, but in package chron.
>
> With DF as above, Gabor's solution works.
>
> library(chron)
> aggregate(cbind(X1, X2, X3) ~ peak + years(Date), DF, mean)
> peak years(Date) X1 X2 X3
> 1 FALSE 2011 19.845 16.450 19.565
> 2 TRUE 2011 16.490 15.000 15.090
> 3 TRUE 2012 7.025 7.175 6.130
>
> Hope this helps,
>
> Rui Barradas
>
Thanks Rui, it works now!
Jim.
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