Hi I am trying to use split() to split a xts data set into weeks, but the result seems not right. original data is as following:> head(xec)Open High Low Close mean 2011-02-28 112.34 113.34 111.96 112.87 112.6275 2011-03-01 112.89 113.71 112.75 112.80 113.0375 2011-03-02 112.75 113.56 112.50 113.54 113.0875 2011-03-03 113.50 115.08 113.10 115.05 114.1825 2011-03-04 115.16 115.97 114.85 115.06 115.2600 2011-03-07 115.21 115.26 114.55 114.85 114.9675 ... and I did the split() as following> head(split(x=xec,f="weeks"))[[1]] Open High Low Close mean 2011-02-28 112.34 113.34 111.96 112.87 112.6275 [[2]] Open High Low Close mean 2011-03-01 112.89 113.71 112.75 112.80 113.0375 2011-03-02 112.75 113.56 112.50 113.54 113.0875 2011-03-03 113.50 115.08 113.10 115.05 114.1825 2011-03-04 115.16 115.97 114.85 115.06 115.2600 2011-03-07 115.21 115.26 114.55 114.85 114.9675 ... the "2011-02-28" is the Monday but not being grouped with the other days in that week, which makes the second groups begin from Tuesday ("2011-03-01"). I want it to be as following [[1]] Open High Low Close mean 2011-02-28 112.34 113.34 111.96 112.87 112.6275 2011-03-01 112.89 113.71 112.75 112.80 113.0375 2011-03-02 112.75 113.56 112.50 113.54 113.0875 2011-03-03 113.50 115.08 113.10 115.05 114.1825 2011-03-04 115.16 115.97 114.85 115.06 115.2600 [[2]] Open High Low Close mean 2011-03-07 115.21 115.26 114.55 114.85 114.9675 ... Could anyone please give some advice? Thanks in advance. Seimizu Joukan
Your example of the problem is not reproducible [1]. This behavior could arise
due to small discrepancies in the index values, or from specifying
"frequency" instead of "f" as the second argument, our
perhaps you have found a bug that only your data triggers. Any verification of
what your problem is will require a reproducible example.
[1]
http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example
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Seimizu Joukan <saimizi at gmail.com> wrote:
>Hi
>
>I am trying to use split() to split a xts data set into weeks, but the
>result seems not right.
>original data is as following:
>
>> head(xec)
> Open High Low Close mean
>2011-02-28 112.34 113.34 111.96 112.87 112.6275
>2011-03-01 112.89 113.71 112.75 112.80 113.0375
>2011-03-02 112.75 113.56 112.50 113.54 113.0875
>2011-03-03 113.50 115.08 113.10 115.05 114.1825
>2011-03-04 115.16 115.97 114.85 115.06 115.2600
>2011-03-07 115.21 115.26 114.55 114.85 114.9675
>...
>
>and I did the split() as following
>
>> head(split(x=xec,f="weeks"))
>[[1]]
> Open High Low Close mean
>2011-02-28 112.34 113.34 111.96 112.87 112.6275
>
>[[2]]
> Open High Low Close mean
>2011-03-01 112.89 113.71 112.75 112.80 113.0375
>2011-03-02 112.75 113.56 112.50 113.54 113.0875
>2011-03-03 113.50 115.08 113.10 115.05 114.1825
>2011-03-04 115.16 115.97 114.85 115.06 115.2600
>2011-03-07 115.21 115.26 114.55 114.85 114.9675
>...
>
>the "2011-02-28" is the Monday but not being grouped with the
other
>days in that week,
>which makes the second groups begin from Tuesday ("2011-03-01").
>
>I want it to be as following
>
>[[1]]
> Open High Low Close mean
>2011-02-28 112.34 113.34 111.96 112.87 112.6275
>2011-03-01 112.89 113.71 112.75 112.80 113.0375
>2011-03-02 112.75 113.56 112.50 113.54 113.0875
>2011-03-03 113.50 115.08 113.10 115.05 114.1825
>2011-03-04 115.16 115.97 114.85 115.06 115.2600
>
>[[2]]
> Open High Low Close mean
>2011-03-07 115.21 115.26 114.55 114.85 114.9675
>...
>
>Could anyone please give some advice?
>Thanks in advance.
>
>Seimizu Joukan
>
>______________________________________________
>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.
Hi, Jeff Thank you for your advice.> Your example of the problem is not reproducible [1]. This behavior could arise due to small discrepancies in the index values, or from specifying "frequency" instead of "f" as the second argument, our perhaps you have found a bug that only your data triggers. Any verification of what your problem is will require a reproducible example. > [1] http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-exampleI tried to make a piece of reproducible codes. Would you please paste the following codes to R console and make a confirmation? #Codes start from here library("quantmod") tmp<-structure(c(112.34, 112.89, 112.75, 113.5, 115.16, 115.21, 114.84, 114.93, 115.05, 114.46, 113.34, 113.71, 113.56, 115.08, 115.97, 115.26, 115.22, 115.24, 115.24, 114.98, 111.96, 112.75, 112.5, 113.1, 114.85, 114.55, 114.55, 114.75, 114.2, 112.92, 112.87, 112.8, 113.54, 115.05, 115.06, 114.85, 114.93, 115.09, 114.28, 113.92), class = c("xts", "zoo"), .indexCLASS = "Date", tclass "Date", .indexTZ = "", tzone = "", index = structure(c(1298818800, 1298905200, 1298991600, 1299078000, 1299164400, 1299423600, 1299510000, 1299596400, 1299682800, 1299769200), tzone = "", tclass = "Date"), .Dim = c(10L, 4L), .Dimnames = list(NULL, c("Open", "High", "Low", "Close"))) class(tmp) (res1<-split(tmp,f="weeks")) (res2<-split(tmp,frequency="weeks")) #Codes end here the original data is saved in "tmp" and the split() results are saved in res1 and res2. res1 is the result of "f" and res2 is the resut of "frequency", both break the week started from "2011-02-28" .... and result of "frequency" is even worse. BTW, my R version is as following:> version _platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status major 2 minor 15.2 year 2012 month 10 day 26 svn rev 61015 language R version.string R version 2.15.2 (2012-10-26) nickname Trick or Treat Thank you. Seimizu Joukan