zoo

I want to aggregate data by hourly mean. Daily is very easy: apply.daily(X2,mean) Why is there no function for hourly? I tried hr.means <- aggregate(X2, format(X2["timestamp"],"%Y-%m-%d %H")) and got always error with trim argument. Is there an easier function similar to apply.daily? What if I want to aggregate the mean of 5 minutes. Data are values per minute: "timestamp", value "2012-04-09 05:03:00",2 "2012-04-09 05:04:00",4 "2012-04-09 05:05:00",5 "2012-04-09 05:06:00",0 "2012-04-09 05:07:00",0 "2012-04-09 05:08:00",3 "2012-04-09 05:09:00",0 "2012-04-09 05:10:00",1 I am using xts and zoo.

I have a zoo time series with missing days. In order to fill it and have a continuous series I do... I generate a chron date-time sequence from start to end. I merge my series with this one. I use na.locf to substitute NAs with las obsservation. I remove the syntetic chron sequence. Can I do same easier? Maybe with some index function related to the frequency? It's slightly easier if you use a "empty" zoo object with an index. > x <- zoo(1:10,Sys.Date()-10:1)[c(1,3,5,7,10)] > empty <- zoo(order.by=seq.Date(head(index(x),1),tail(index(x),1),by="days")) > na.locf(merge(x,empty)) 2010-08-14 2010

I have a zoo time series in R: d <- structure(c(50912, 50912, 50912, 50912, 50913, 50913, 50914, 50914, 50914, 50915, 50915, 50915, 50916, 50916, 50916, 50917, 50917, 50917, 50918, 50918, 2293.8, 2302.64, 2310.5, 2324.02, 2312.25, 2323.93, 2323.83, 2338.67, 2323.1, 2320.77, 2329.73, 2319.63, 2330.86, 2323.38, 2322.92, 2317.71, 2322.76, 2286.64, 2294.83, 2305.06, 55.9, 62.8, 66.4, 71.9, 59.8, 65.7, 61.9, 67.9, 38.5, 36.7, 43.2, 30.3, 42.4, 33.5, 48.8, 52.7, 61.2, 30, 41.7, 50, 8.6, 9.7, 10.3, 11.1, 9.2, 10.1, 9.6, 10.4, 5.9, 5.6, 6.6, 4.7, 6.5, 5.2, 7.5, 8.1, 9.5, 4.6, 6.4, 7.7, 9

I have a working example of a weighted sum of transactions over the last 12 hours. Now, I've added an account column and would like to compute this weighted sum separately by group. The code will run as written below. Uncomment the line starting with # account to add the account column to df . How can I modify the second to last line of code such that it computes rollapplyr separately on each account ? library(zoo) library(tidyverse) Create the example data: set.seed(123) randomDates <- function(N, st="2017-01-01 00:00:00", et="2017-02-01 23:59:59") { st <- as.POSIXct(st, tz = "UTC") et <- as

The problem is similar to How do I do a conditional sum which only looks between certain date criteria but slightly different and the answer from that does not fit into current problem. The main difference is that the date column based on each group may not necessarily be complete (i.e., certain date may be missing) Input: input <- read.table(text=" 2017-04-01 A 1 2017-04-02 B 2 2017-04-02 B 2 2017-04-02 C 2 2017-04-02 A 2 2017-04-03 C 3 2017-04-04 A 4 2017-04-05 B 5 2017-04-06 C 6 2017-04-07 A 7 2017-04-08 B 8 2017-04-09 C 9") colnames(input) <- c("Date","Group","Score") Rule: for each group

# Loading packages require(forecast) require(quantmod) # Loading OHLC xts object getSymbols('SPY', from = '1950-01-01') # Selecting weekly Close prices x <- Cl(to.weekly(SPY)) # ARIMA(p,d,q) estimation and forecasting function a.ari.fun <- function(x) { a.ari <- auto.arima(x = x, d = 1, max.p = 50, max.q = 50, max.P = 50, max.Q = 50, ic = 'aic', approximation = TRUE) fore <- forecast.Arima(object = a.ari, h = 4, level = c(.9)) supp <- tail(fore$lower, 1) rest <- tail(fore$upper, 1) return(c(supp, rest)) } # Roll apply ARIMA(p,d,q) in rolling window rollapplyr(data = tail(x, 800), width = 750,

解压文件 tar -zxvf zookeeper-3.4.10.tar.gz mv zookeeper-3.4.10 /opt/zookeeper/zookeeper3.4 修改配置文件 cd /opt/zookeeper/zookeeper3.4/ cp conf/zoo_sample.cfg conf/zoo_1.cfg vi conf/zoo_1.cfg dataDir=/opt/zookeeper/zookeeper3.4/data/zk1 clientPort=2181 server.1=localhost:2888:3888 server.2=localhost:2889:3889 server.3=localhost:2890:3890 cat conf/zoo_1.cfg > conf/zoo_2.cfg vi conf/zoo_2.cfg dataDir=/opt/zookeeper/zookeeper3.4/data/zk2 clientPort=2182 server.1=localhost:2888:3888 server.2=localhost:2889:3889 server.3=localhost:2890:3890 cat conf/zoo_1.cfg > conf/zoo_3.cfg vi conf/zoo_3.cfg dataDir=/opt

I am attempting to perform a rolling 100 day regression on an xts object and return the t statistic of the slope coefficient for all dates. I have an xts object, prices: > tail(prices) DBC EEM EFA GLD HYG IEF IWM IYR MDY TLT 2012-11-02 27.14 41.60 53.69 162.60 92.41 107.62 81.19 64.50 179.99 122.26 2012-11-05 27.37 41.80 53.56 163.23 92.26 107.88 81.73 64.02 181.10 122.95 2012-11-06 27.86 42.13 54.07 166.30 92.40 107.39 82.34 64.16 182.69 121.79 2012-11-07 27.34 41.44 53.26 166.49 91.85 108.29 80.34 63.84 178.90 124.00 2012-11-08 27.38 40.92 52.78 167.99 91.55 108.77 79.21 63.19 176.37 125.84