zoo

问题 I am trying to calculate some statistics for a moving window and am using rollapply in the zoo package. My question is how do I get rollapply to apply that function to the previous n observations instead of the current observation and the previous n-1 observations as align right seems to do. require(zoo) z <- data.frame(x1=11:111, x2=111:211, x3=as.Date(31:131))#generate data output<-data.frame(dates=z$x3, rollapply(z[,1:2],by.column=TRUE, 5, max, fill=NA, align='right')) I have a hunch this

问题 I have a CSV file with timestamps and certain event-types which happened at this time. What I want is count the number of occurences of certain event-types in 6-minutes intervals. The input-data looks like: date,type "Sep 22, 2011 12:54:53.081240000","2" "Sep 22, 2011 12:54:53.083493000","2" "Sep 22, 2011 12:54:53.084025000","2" "Sep 22, 2011 12:54:53.086493000","2" I load and cure the data with this piece of code: > raw_data <- read.csv('input.csv') > cured_dates <- c(strptime(raw_data$date,

问题 input = cbind(c(3,7,3,5,2,9,1,4,6,4,7,3,7,4)) library(zoo) output = cbind(rollmean(input,4)) print(input) print(output) output: [,1] [1,] 3 [2,] 7 [3,] 3 [4,] 5 [5,] 2 [6,] 9 [7,] 1 [8,] 4 [9,] 6 [10,] 4 [11,] 7 [12,] 3 [13,] 7 [14,] 4 [,1] [1,] 4.50 [2,] 4.25 [3,] 4.75 [4,] 4.25 [5,] 4.00 [6,] 5.00 [7,] 3.75 [8,] 5.25 [9,] 5.00 [10,] 5.25 [11,] 5.25 but when I try to cbind it: Error in cbind(input, output) : number of rows of matrices must match (see arg 2) Calls: print -> cbind Execution

问题 I do have a time-series looking like this (minute values): "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 Is there an easy way to plot these values over the hour of the day: X-Axis from 1 to 24 hours (or 0 and 23). So - all values between 5:00 and 5:59 over the 5th hour etc. It doesn't depend wich date, I am just interested in the

问题 I am struggling to convert a zoo objects to a ts object. I have a huge data.frame "test" with quarterly hour data, which looks like this: date <- c("2010-07-04 09:45:00", "2010-07-04 10:00:00", "2010-07-04 10:15:00", "2010-07-04 10:30:00", "2010-07-04 10:45:00", "2010-07-04 11:00:00") nrv <- c("-147.241", "-609.778", "-432.289", "-340.418", "-73.96" , "-533.108") tt <- c("3510.7", "3608.5", "3835.7", "4003.7", "4018.8", "4411.9") test <- data.frame(date,nrv,tt) test I want to make some

问题 This is a problem that comes up often when I am importing raw data from data loggers. A temperature logger is set to record temperature every ten minutes, and a separate gas logger is set to record gas used in the last ten minute interval. I want to combine the data from these two loggers into a single data frame for plotting and analysis, but the times are not exactly aligned. I want to have one row in the data frame for each ten minute period, with the datetime showing the beginning of the

问题 I have a data frame (df) like the following: Date Arrivals 2014-07 100 2014-08 150 2014-09 200 I know that I can convert the yearmon dates to the first date of each month as follows: df$Date <- as.POSIXct(paste0(as.character(df[,1]),"-01"), format = "%Y-%m-%d") However, given that my data is not available until the end of the month I want to index it to the end rather than the beginning, and I cannot figure it out. Any help appreciated. 回答1: If the Date variable is an actual yearmon class

问题 I did the following for calculating Value at Risk (VaR) over 20 period rolling window: require(PerformanceAnalytics); require(zoo) data(edhec) class(edhec) # [1] "xts" "zoo" class(edhec$CTAGlobal) # "NULL" var1<-rollapply(edhec,width=20,FUN=function(edhec) VaR(R=edhec,p=.95,method="modified"),by.column=TRUE) It produces the desired output, and then I tried the same on another data: data(managers) class(managers) # [1] "xts" "zoo" class(managers$HAM4) # [1] "xts" "zoo" var2<-rollapply(managers

问题 I am familiar with the zoo function rollapply which allows you to do rolling computations on zoo or xts objects and you can specify the rolling increment via the by parameter. I am specifically interested in applying a function every month but using all of the past daily data in the computation. For example say my data set looks like this: dte, val 1/01/2001, 10 1/02/2001, 11 ... 1/31/2001, 2 2/01/2001, 54 2/02/2001, 34 ... 2/30/2001, 29 I would like to select the end of each month and apply

问题 I have the following time series > y<- xts(1:10, Sys.Date()+1:10) > y[c(1,2,5,9,10)] <- NA > y [,1] 2011-09-04 NA 2011-09-05 NA 2011-09-06 3 2011-09-07 4 2011-09-08 NA 2011-09-09 6 2011-09-10 7 2011-09-11 8 2011-09-12 NA 2011-09-13 NA A straight na.locf give me this: > na.locf(y) [,1] 2011-09-04 NA 2011-09-05 NA 2011-09-06 3 2011-09-07 4 2011-09-08 4 2011-09-09 6 2011-09-10 7 2011-09-11 8 2011-09-12 8 2011-09-13 8 how do i get to this? [,1] 2011-09-04 NA 2011-09-05 NA 2011-09-06 3 2011-09-07