Yong Wang
2004-May-26 19:34 UTC
[R] A data selection problem, suggestions highly appreciated
Hi, All I get following question: A data format like following: [Day time x y] Jan1 18:56:24 x1 y1 Jan1 18:56:25 x2 y2 Jan1 18:56:27 x3 y3 Jan1 18:56:28 x4 y4 Jan1 18:56:31 x5 y5 ..................... ..................... what I wanna do is to partion the time interval by unit of 5 seconds. and pick x,y corresponding to the last time within that interval. for the example above, suppose 18:56:24 is the starting time, the time included in the interval will be up to 18:56:28, therefore I want to get x4 and y4, and store them somewhere else. you might know this is the so called high frequency data. can you let me know how to do this partion and pick in R or Splus. suggestions are really and hihgly appreciated. thank you very much. best regards yong
Heywood, Giles
2004-May-27 07:58 UTC
[R] A data selection problem, suggestions highly appreciated
First convert your dates to POSIXct, similar to the following: tmp <- strptime("Jan1 18:56:24",format="%b%d %H:%M:%S") [Here is a synthetic example for demo purposes] tmp <- seq.POSIXt(from=Sys.time(),length=100,by=1) Then assign observations to 5s periods, and detect changes in these: a5secperiod <- floor(as.numeric(tmp)/5) lastinperiod <- tmp[which(diff(c(a5secperiod[1],a5secperiod))!=0)-1] You may find it convenient to use the class 'its' in package 'its' (on CRAN) to store the data and POSIX dates in a single object. - Giles> -----Original Message----- > From: r-help-bounces at stat.math.ethz.ch > [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Yong Wang > Sent: 26 May 2004 20:34 > To: r-help-request at stat.math.ethz.ch > Cc: r-help at stat.math.ethz.ch > Subject: [R] A data selection problem, suggestions highly appreciated > > > Hi, All > I get following question: > A data format like following: > > [Day time x y] > > Jan1 18:56:24 x1 y1 > Jan1 18:56:25 x2 y2 > Jan1 18:56:27 x3 y3 > Jan1 18:56:28 x4 y4 > Jan1 18:56:31 x5 y5 > ..................... > ..................... > > what I wanna do is to partion the time interval by unit of 5 seconds. > and pick x,y corresponding to the last time within that > interval. for the > example above, > suppose 18:56:24 is the starting time, the time included in > the interval > will be up to 18:56:28, therefore I want to get x4 and y4, > and store them > somewhere else. > you might know this is the so called high frequency data. can > you let me > know how to do this partion and pick in R or Splus. > suggestions are really and hihgly appreciated. > > thank you very much. > best regards > yong > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >********************************************************************** This is a commercial communication from Commerzbank AG.\ \ T...{{dropped}}