similar to: Quick question on merging two time-series of different frequencies

Displaying 20 results from an estimated 600 matches similar to: "Quick question on merging two time-series of different frequencies"

2007 May 14
6
Conditional Sums for Index creation
Hi, Apologies for the long mail. I have a data.frame with columns of price/mcap data for a portfolio of stocks, and the date. To get the total value of the portfolio on a daily basis, I calculate rowSums of the data.frame. > set.seed(1) > ab <- matrix(round(runif(100)*100),nrow=20,ncol=5) > ab[1:5,4:5] <- NA > ab[6:10,5] <- NA > ac <- as.data.frame(ifelse(ab <=
2007 May 09
3
Removing a list of Objects
Hi, I have a simple beginner's question on removing a list of objects. Say I have objects C243.Daily1, C243.Daily2...C243.Daily5 in my workspace. I'd like to remove these without using rm five times. So I write. > a <- list(paste("C243.Daily",sep="",1:5)) > rm(a) Obviously this wouldn't work, as it would only remove the object a. But is there any way
2007 May 10
3
Getting the last day of the month.
Hi, Given a date, how do I get the last date of that month? I have data in the form YYYYMM, that I've read as a date using > x$Date <- as.Date(ISOdate(substr(x$YearEnd,1,4),substr(x$YearEnd,5,6),1)) But this gives the first day of the month. To get the last day of the month, I tried > as.Date(as.yearmon(x$Date,frac=0)) But I don't get the last day of the month here. (Tried
2007 Jun 13
5
Confusion with sapply
Hi, I have some confusion in applying a function over a column. Here's my function. I just need to shift non-March month-ends to March month-ends. Initially I tried seq.dates, but one cannot give a negative increment (decrement) here. return(as.Date(seq.dates(format(xdate,"%m/%d/%Y"),by="months",len=4)[4]) ) Hence this simple function: > mydate <-
2007 Jun 14
3
Preserving dates in Excel.
Hi, Quick question: Say I have a date variable in a data frame or matrix, and I'd like to preserve the date format when using write.table. However, when I export the data, I get the generic number underlying the date, not the date per se, and a number such as 11323, 11324, etc are not meaningful in Excel. Is there any way I can preserve the format of a date on writing into a text-file? TIA
2007 Jun 05
2
Problems with Merge
Hi, I have a history dataset, a matrix with about 1590 obs, and 242 cols, and I need to update this matrix with an 'update' matrix that has about 30 rows, and roughly similar number of columns as the history ds (but not necessarily equal). The update dataset is read from an Excel ODBC connection. When I try and merge these datasets, I get counter-intuitive results. library(RODBC) chn
2007 Aug 13
3
invert 160000x160000 matrix
Can R invert a 160000x160000 matrix with all positive numbers? Thanks a lot!
2017 Nov 05
5
Extreme bunching of random values from runif with Mersenne-Twister seed
On 04/11/2017 10:20 PM, Daniel Nordlund wrote: > Tirthankar, > > "random number generators" do not produce random numbers. Any given > generator produces a fixed sequence of numbers that appear to meet > various tests of randomness. By picking a seed you enter that sequence > in a particular place and subsequent numbers in the sequence appear to > be unrelated.
2017 Nov 03
2
Extreme bunching of random values from runif with Mersenne-Twister seed
Bill, Appreciate the point that both you and Serguei are making, but the sequence in question is not a selected or filtered set. These are values as observed in a sequence from a mechanism described below. The probabilities required to generate this exact sequence in the wild seem staggering to me. T On Fri, Nov 3, 2017 at 11:27 PM, William Dunlap <wdunlap at tibco.com> wrote: >
2012 Jul 02
2
using "na.locf" from package zoo to fill NA gaps
Hi everybody, I have a small question about the function "na.locf" from the package "zoo". I saw in the help that this function is able to fill NA gaps with the last value before the NA gap (or with the next value). But it is possible to fill my NA gaps according to the last AND the next value at the same time? Actually, I want R to fill my gaps with the method of
2017 Nov 03
2
Extreme bunching of random values from runif with Mersenne-Twister seed
Bill, I have clarified this on SO, and I will copy that clarification in here: "Sure, we tested them on other 8-digit numbers as well & we could not replicate. However, these are honest-to-goodness numbers generated by a non-adversarial system that has no conception of these numbers being used for anything other than a unique key for an entity -- these are not a specially constructed
2003 Nov 14
4
LOCF - Last Observation Carried Forward
Hi! Is there a possibilty in R to carry out LOCF (Last Observation Carried Forward) analysis or to create a new data frame (array, matrix) with LOCF? Or some helpful functions, packages? Karl --------------------------------- Gesendet von http://mail.yahoo.de Schneller als Mail - der neue Yahoo! Messenger. [[alternative HTML version deleted]]
2005 May 17
2
cumsum on chron objects
Hi, Is there some alternative to cumsum for chron objects? I have data frames that contain some chron objects that look like this: DateTime 13/10/03 12:30:35 NA NA NA 15/10/03 16:30:05 NA NA ... and I've been trying to replace the NA's so that a date/time sequence is created starting with the preceding available value. Because the number of rows with NA's following each available
2017 Dec 10
2
What does gluster do when it's idle?
Hi, There's no client activity and I have collected tcpdump for 5 mins on one of the glusterFs sever which is also a client with gluster NFS mount. From tcpdump I see that for every few seconds, STAT & STATFS commands are run. For whichctory are these commands being run and why? Regards, Jeevan. -------------- next part -------------- An HTML attachment was scrubbed... URL:
2017 Nov 13
4
What is it with trusted.io-stats-dump?
Hi, I am trying to understand how the extended attribute trusted.io-stats-dump works. setfattr -n trusted.io-stats-dump -v /tmp/gluster_perf_stats/io-stats-pre.txt /mnt/gluster/gv0_glusterfs I can see that the io-stats-pre.txt is created. But how and what happened in the background? And why I can't I see the attribute with getfattr again? getfattr -dm- /mnt/gluster/gv0_glusterfs # file:
2017 Nov 13
2
What is the difference between FORGET and UNLINK fops
Hi, Can I get a brief description of all the FOPS in gluster or the location of the source code file so that I will try to get an understanding myself? Few FOPS I'm not clear like FORGET, UNLINK, FLUSH, LOOKUP Or is there a way I can tunnel through the FOPS that that are happening in the background for each operation? I have tried this to find from a brick logfile in TRACE mode, but there
2010 Feb 22
2
Creating regularly spaced time series from irregular one
Hello, I have a series of intraday (high-frequency) price data in the form of POSIX timestamp followed by the value. I sucesfuly loaded that into "its" package object. I would like to create from it a regularly spaced time series of prices (for example 1min, 5min, etc apart) so i could calcualte returns. There is an interpolation function locf() that for timestamp with value NA uses last
2010 Jun 28
1
Zoo series to a date time stamp that is regular
NOTE: I will provide data if necessary, but I didn't want clutter everyones mailbox All: I have a time series with level and temperature data for 11 sites for each of three bases. I will have to do this more than once is what I am saying here. OK, The time series are zoo objects with index values in chron format. The problem is that the date and times should be at even 15 min intervals,
2009 Apr 13
2
joint estimation of two poisson equations
Dear list members, Is there a package somewhere for jointly estimating two poisson processes? I think the closest I've come is using the "SUR" option in the Zelig package (see below), but when I try the "poisson" option instead of the "SUR" optioin I get an error (error given below, and indeed, reading the documentation of the Zelig package, I get the impression
2010 Apr 05
2
find the "next non-NA" value within each row of a data-frame
#I wish to find the "next non-NA" value within each row of a data-frame. #e.g. I have a data frame mydata. Rows 1, 2 & 3 have soem NA values. mydata <- data.frame(matrix(seq(20*6), 20, 6)) mydata[1,3:5] <-  NA mydata[2,2:3] <-  NA mydata[2,5] <-  NA mydata[3,6] <-  NA mydata[1:3,] #this loop accomplishes the task; I am tryign toi learn a "better" way for(i