R help - Apr 2010 - Extracting specific rows from irregular zoo object and merging with a regular zoo object

Hello, everyone

I have the following problem:
Say I have an irregular zoo timeseries like this:

a <- zoo(rep(1:9), as.Date(c("2009-03-20", "2009-03-27",
"2009-04-24",
"2009-04-25", "2009-04-30", "2009-05-15",
"2009-05-22", "2009-05-29",
"2009-06-26")))

and I have regular zoo timeseries like this:

b <- zoo(rep(1:4), as.Date(c("2009-03-31", "2009-04-30",
"2009-05-31",
"2009-06-30")))
>From "a" I need to extract those rows that hold values for the
last
day of each month (creating series "c"). Then I have to merge these
values with "b", such that the result has the index of "c".

How could I do this most efficiently?

Thank you in advance!

Best,
Sergey

--
Simplicity is the last step of art./Bruce Lee

Omit rep.  You just want  a <- zoo(1:9, ...). To get the last day of
the month you don`t need b since as.Date.yearmon will give it with the
argument frac = 1:
> aggregate(a, as.Date(as.yearmon(time(a)), frac = 1), tail, 1)
2009-03-31 2009-04-30 2009-05-31 2009-06-30
         2          5          8          9


On Thu, Apr 8, 2010 at 11:18 AM, Sergey Goriatchev <sergeyg at gmail.com>
wrote:
> Hello, everyone
>
> I have the following problem:
> Say I have an irregular zoo timeseries like this:
>
> a <- zoo(rep(1:9), as.Date(c("2009-03-20",
"2009-03-27", "2009-04-24",
> "2009-04-25", "2009-04-30", "2009-05-15",
"2009-05-22", "2009-05-29",
> "2009-06-26")))
>
> and I have regular zoo timeseries like this:
>
> b <- zoo(rep(1:4), as.Date(c("2009-03-31",
"2009-04-30", "2009-05-31",
> "2009-06-30")))
>
> >From "a" I need to extract those rows that hold values for
the last
> day of each month (creating series "c"). Then I have to merge
these
> values with "b", such that the result has the index of
"c".
>
> How could I do this most efficiently?
>
> Thank you in advance!
>
> Best,
> Sergey
>
> --
> Simplicity is the last step of art./Bruce Lee
>
> ______________________________________________
> 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.
>