R help - Nov 2010 - Extracting data only for particular index values from a zoo structure

Hello All,

I have a zoo structure as follows:
> dput(tMRet)
structure(c(0.00138742474397713, -0.0309023681475112, 0.0390276302410908, 
0.0832282874685357, -0.00315002033871414, -0.0158548785709138, 
-0.0410876001496389, -0.0503189291168807, 0.00229628598547049, 
0.112348434473647, 0.0760004696254608, 0.100820586425124,
0.0803767768546975, 
0.0967805566974766, 0.054288018745434, 0.106415042990242,
0.0848339767191362, 
-0.0293833917022324, -0.0355384394730908, 0.0398272106900921), .Dim = c(20L,

1L), .Dimnames = list(c("Sep 2002", "Oct 2002", "Nov
2002", "Dec 2002",
"Jan 2003", "Feb 2003", "Mar 2003", "Apr
2003", "May 2003", "Jun 2003",
"Jul 2003", "Aug 2003", "Sep 2003", "Oct
2003", "Nov 2003", "Dec 2003",
"Jan 2004", "Feb 2004", "Mar 2004", "Apr
2004"), "Close"), index structure(c(2002.66666666667,
2002.75, 2002.83333333333, 2002.91666666667, 2003, 2003.08333333333, 
2003.16666666667, 2003.25, 2003.33333333333, 2003.41666666667, 
2003.5, 2003.58333333333, 2003.66666666667, 2003.75, 2003.83333333333, 
2003.91666666667, 2004, 2004.08333333333, 2004.16666666667, 2004.25
), class = "yearmon"), class = "zoo")

I want to extract only the values for say "November" but may span
multiple
years.
How can I use conditions on the zoo index?

For info, I did an aggregate over daily data to reach here.

Have a great weekend!

Thanks.
S

On Fri, Nov 5, 2010 at 11:21 AM, Santosh Srinivas
<santosh.srinivas at gmail.com> wrote:
> Hello All,
>
> I have a zoo structure as follows:
>> dput(tMRet)
> structure(c(0.00138742474397713, -0.0309023681475112, 0.0390276302410908,
> 0.0832282874685357, -0.00315002033871414, -0.0158548785709138,
> -0.0410876001496389, -0.0503189291168807, 0.00229628598547049,
> 0.112348434473647, 0.0760004696254608, 0.100820586425124,
> 0.0803767768546975,
> 0.0967805566974766, 0.054288018745434, 0.106415042990242,
> 0.0848339767191362,
> -0.0293833917022324, -0.0355384394730908, 0.0398272106900921), .Dim =
c(20L,
>
> 1L), .Dimnames = list(c("Sep 2002", "Oct 2002",
"Nov 2002", "Dec 2002",
> "Jan 2003", "Feb 2003", "Mar 2003", "Apr
2003", "May 2003", "Jun 2003",
> "Jul 2003", "Aug 2003", "Sep 2003", "Oct
2003", "Nov 2003", "Dec 2003",
> "Jan 2004", "Feb 2004", "Mar 2004", "Apr
2004"), "Close"), index > structure(c(2002.66666666667,
> 2002.75, 2002.83333333333, 2002.91666666667, 2003, 2003.08333333333,
> 2003.16666666667, 2003.25, 2003.33333333333, 2003.41666666667,
> 2003.5, 2003.58333333333, 2003.66666666667, 2003.75, 2003.83333333333,
> 2003.91666666667, 2004, 2004.08333333333, 2004.16666666667, 2004.25
> ), class = "yearmon"), class = "zoo")
>
> I want to extract only the values for say "November" but may span
multiple
> years.
> How can I use conditions on the zoo index?
>
Try this:
> tMRet[cycle(tMRet) == 11,, drop = FALSE]
              Close
Nov 2002 0.03902763
Nov 2003 0.05428802

If you just want a 1 dimensional object omit the drop=FALSE part.

-- 
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com

Thanks Gabor for pointing in the right direction.
Looked up cycle and the doc is tough to understand " cycle gives the
positions in the cycle of each observation." ... how is cycle defined.

I just extended your idea to make it readable for an avg. user in the
following way
mRet[format(index(mRet),"%m")==11]

-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com] 
Sent: 05 November 2010 20:59
To: Santosh Srinivas
Cc: r-help at r-project.org
Subject: Re: [R] Extracting data only for particular index values from a zoo
structure

On Fri, Nov 5, 2010 at 11:21 AM, Santosh Srinivas
<santosh.srinivas at gmail.com> wrote:
> Hello All,
>
> I have a zoo structure as follows:
>> dput(tMRet)
> structure(c(0.00138742474397713, -0.0309023681475112, 0.0390276302410908,
> 0.0832282874685357, -0.00315002033871414, -0.0158548785709138,
> -0.0410876001496389, -0.0503189291168807, 0.00229628598547049,
> 0.112348434473647, 0.0760004696254608, 0.100820586425124,
> 0.0803767768546975,
> 0.0967805566974766, 0.054288018745434, 0.106415042990242,
> 0.0848339767191362,
> -0.0293833917022324, -0.0355384394730908, 0.0398272106900921), .Dim c(20L,
>
> 1L), .Dimnames = list(c("Sep 2002", "Oct 2002",
"Nov 2002", "Dec 2002",
> "Jan 2003", "Feb 2003", "Mar 2003", "Apr
2003", "May 2003", "Jun 2003",
> "Jul 2003", "Aug 2003", "Sep 2003", "Oct
2003", "Nov 2003", "Dec 2003",
> "Jan 2004", "Feb 2004", "Mar 2004", "Apr
2004"), "Close"), index > structure(c(2002.66666666667,
> 2002.75, 2002.83333333333, 2002.91666666667, 2003, 2003.08333333333,
> 2003.16666666667, 2003.25, 2003.33333333333, 2003.41666666667,
> 2003.5, 2003.58333333333, 2003.66666666667, 2003.75, 2003.83333333333,
> 2003.91666666667, 2004, 2004.08333333333, 2004.16666666667, 2004.25
> ), class = "yearmon"), class = "zoo")
>
> I want to extract only the values for say "November" but may span
multiple
> years.
> How can I use conditions on the zoo index?
>
Try this:
> tMRet[cycle(tMRet) == 11,, drop = FALSE]
              Close
Nov 2002 0.03902763
Nov 2003 0.05428802

If you just want a 1 dimensional object omit the drop=FALSE part.

-- 
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com