Hello R Users, How to make a variable equidistance with time i.e. how to interpolate a variable if it is not sampled at equal time interval. Many thanks, Regards, Yogesh [[alternative HTML version deleted]]
Use approx() if you just want linear interpolation. On 9/4/07, Yogesh Tiwari <yogesh.mpi@googlemail.com> wrote:> > Hello R Users, > > How to make a variable equidistance with time i.e. how to interpolate a > variable if it is not sampled at equal time interval. > > Many thanks, > > Regards, > Yogesh > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch 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. >[[alternative HTML version deleted]]
Yogesh Tiwari wrote:> Hello R Users, > > How to make a variable equidistance with time i.e. how to interpolate a > variable if it is not sampled at equal time interval. >Hi Yogesh, Don't know whether this will suit your purpose. I wrote it to enable color-coded plotting of highly variable data. If you pass your intervals as "yvec", it will linearly interpolate values of "xvec" so that the maximum difference between "yvec"s is "maxjump". If the "yvec"s are not multiples of "maxjump", you will get some smaller intervals. linterp<-function(xvec,yvec,interp=NA,maxjump=1) { if(is.list(xvec) && missing(yvec)) { yvec<-xvec$y xvec<-xvec$x } if(!missing(xvec) && !missing(yvec)) { newlength<-oldlength<-length(xvec) oldrows<-1:oldlength for(l in 2:oldlength) { # use the y values as a default if(is.na(interp[1])) ninserts<-ceiling(abs(yvec[l]-yvec[l-1])/maxjump) # assume interp is already a function of the successive x/y pairs else ninserts<-ceiling(abs(interp[l-1])/maxjump) oldrows[l]<-oldrows[l-1]+ninserts newlength<-newlength+ninserts-1 } xy<-list(x=rep(NA,newlength),y=rep(NA,newlength)) xy$x[oldrows]<-xvec # if xvec and yvec are not the same length, give up if(oldlength == length(yvec)) { xy$y[oldrows]<-yvec for(index in 1:(oldlength-1)) { ninterp<-oldrows[index+1]-oldrows[index] if(ninterp > 1) { xinc<-(xvec[index+1]-xvec[index])/ninterp yinc<-(yvec[index+1]-yvec[index])/ninterp for(istep in 1:(ninterp-1)) { xy$x[oldrows[index]+istep]<-xy$x[oldrows[index]+istep-1]+xinc xy$y[oldrows[index]+istep]<-xy$y[oldrows[index]+istep-1]+yinc } } } return(xy) } else cat("xvec and yvec must have the same length!\n") } cat("Usage: linterp(xvec,yvec,interp=NA,maxjump=1)\n") } Jim
HI Yogesh
you can also try regularizing the time series by imputation etc. etc.
---
Regards,
Gaurav Yadav (mobile: +919821286118)
Assistant Manager, CCIL, Mumbai (India)
mailto:gydec25@gmail.com
mailto:gyadav@ccilindia.co.in
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Keep in touch and keep mailing :-)
slow or fast, little or too much
"Yogesh Tiwari" <yogesh.mpi@googlemail.com>
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09/04/2007 04:04 PM
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[R] how to do interpolation
Hello R Users,
How to make a variable equidistance with time i.e. how to interpolate a
variable if it is not sampled at equal time interval.
Many thanks,
Regards,
Yogesh
[[alternative HTML version deleted]]
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