R help - Jun 2010 - Averaging half hourly data to hourly

Hi all,

I have some time-series data in half hourly time steps and I want to be 
able to either average or sum the two half hours together into hours. 
Any help greatly appreciated.

Thanks,

Jenny


-- 
The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.

See ?aggregate

Cheers
J

On Thu, Jun 24, 2010 at 10:45 AM, Jennifer Wright
<J.Wright-11 at sms.ed.ac.uk> wrote:
> Hi all,
>
> I have some time-series data in half hourly time steps and I want to be
able
> to either average or sum the two half hours together into hours. Any help
> greatly appreciated.
>
> Thanks,
>
> Jenny
>
>
> --
> The University of Edinburgh is a charitable body, registered in
> Scotland, with registration number SC005336.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>


-- 
Joris Meys
Statistical consultant

Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control

tel : +32 9 264 59 87
Joris.Meys at Ugent.be
-------------------------------
Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php

Hi Jenny,
> Date: Thu, 24 Jun 2010 09:45:10 +0100
> From: Jennifer Wright <J.Wright-11 at sms.ed.ac.uk>
> To: r-help at r-project.org
> Subject: [R] Averaging half hourly data to hourly
> Message-ID: <4C231B16.1080604 at sms.ed.ac.uk>
> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>
> Hi all,
>
> I have some time-series data in half hourly time steps and I want to be
> able to either average or sum the two half hours together into hours.
> Any help greatly appreciated.
>
> Thanks,
>
> Jenny
>
>
> --
> The University of Edinburgh is a charitable body, registered in
> Scotland, with registration number SC005336.
>
>
See period.apply and endpoints in the xts package:
> require(xts)
> (x <- .xts(1:10,(1:10)*1800))
                    [,1]
1969-12-31 18:30:00    1
1969-12-31 19:00:00    2
1969-12-31 19:30:00    3
1969-12-31 20:00:00    4
1969-12-31 20:30:00    5
1969-12-31 21:00:00    6
1969-12-31 21:30:00    7
1969-12-31 22:00:00    8
1969-12-31 22:30:00    9
1969-12-31 23:00:00   10
> period.apply(x, endpoints(x,"hours"), sum)
                    [,1]
1969-12-31 18:30:00    1
1969-12-31 19:30:00    5
1969-12-31 20:30:00    9
1969-12-31 21:30:00   13
1969-12-31 22:30:00   17
1969-12-31 23:00:00   10
> period.apply(x, endpoints(x,"hours"), mean)
                    [,1]
1969-12-31 18:30:00  1.0
1969-12-31 19:30:00  2.5
1969-12-31 20:30:00  4.5
1969-12-31 21:30:00  6.5
1969-12-31 22:30:00  8.5
1969-12-31 23:00:00 10.0


Best,
--
Joshua Ulrich
FOSS Trading: www.fosstrading.com