R help - Mar 2014 - ts instead of xts object

Hello. I have a dataframe that has a date column. The intervals between
dates vary. I want to convert this to a ts object. I was able to convert it
to an xts object but the package I want to analyse this data with (called
'changepoint') does not seem to want to deal with xts. In the example
they
give they use the following:

data(discoveries)
dis.pelt=cpt.meanvar(discoveries,test.stat='Poisson',method='PELT')
plot(dis.pelt,cpt.width=3)
cpts.ts(dis.pelt)

and if I check:
str(discoveries)
 Time-Series [1:100] from 1860 to 1959: 5 3 0 2 0 3 2 3 6 1 ...

If I try with my data
str(testTSRad)
An 'xts' object on 2011-07-16 07:08:02/2013-09-20 01:25:48 containing:
  Data: num [1:501, 1] 76 77 79 86 79 79 85 86 89 88 ...
  Indexed by objects of class: [POSIXct,POSIXt] TZ:
  xts Attributes:
 NULL

where I used this:

testTSRad=xts(radSampPerRegion[[2]][
,2],order.by=as.POSIXct(radSampPerRegion[[2]][
,1]))

I get this:

testt=cpt.mean(testTSRad)
Error in single.mean.norm(data, penalty, pen.value, class, param.estimates)
:
  Data must have atleast 2 observations to fit a changepoint model.

My data is below. Is there a way to convert it to ts?

head(testTSRad)
                    [,1]
2011-07-16 07:08:02   76
2011-07-16 07:08:06   77
2011-07-16 07:08:12   79
2011-07-16 07:08:16   86
2011-07-16 07:08:22   79
2011-07-16 07:08:26   79

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On Tue, Mar 11, 2014 at 12:14 AM, Bill <william108 at gmail.com>
wrote:
>
> Hello. I have a dataframe that has a date column. The intervals between
> dates vary. I want to convert this to a ts object. I was able to convert it
> to an xts object but the package I want to analyse this data with (called
> 'changepoint') does not seem to want to deal with xts. In the
example they
> give they use the following:
>
> data(discoveries)
>
dis.pelt=cpt.meanvar(discoveries,test.stat='Poisson',method='PELT')
> plot(dis.pelt,cpt.width=3)
> cpts.ts(dis.pelt)
>
> and if I check:
> str(discoveries)
>  Time-Series [1:100] from 1860 to 1959: 5 3 0 2 0 3 2 3 6 1 ...
>
> If I try with my data
> str(testTSRad)
> An 'xts' object on 2011-07-16 07:08:02/2013-09-20 01:25:48
containing:
>   Data: num [1:501, 1] 76 77 79 86 79 79 85 86 89 88 ...
>   Indexed by objects of class: [POSIXct,POSIXt] TZ:
>   xts Attributes:
>  NULL
>
> where I used this:
>
> testTSRad=xts(radSampPerRegion[[2]][
> ,2],order.by=as.POSIXct(radSampPerRegion[[2]][
> ,1]))
>
> I get this:
>
> testt=cpt.mean(testTSRad)
> Error in single.mean.norm(data, penalty, pen.value, class, param.estimates)
> :
>   Data must have atleast 2 observations to fit a changepoint model.
>
This is because of what ?cpt.mean says about the "data" argument:
data: A vector, ts object or matrix containing the data within
      which you wish to find a changepoint.  If data is a matrix,
      each row is considered a separate dataset.

An xts object is a matrix (with an index attribute), so each row is
considered a separate data set.  Your object only has one column,
hence only one observation per data set.  Things will work if you drop
the dimensions of your single-column xts object:
testt <- cpt.mean(drop(testTSRad))
> My data is below. Is there a way to convert it to ts?
>
Yes, as is generally the case, use the "as" method:
as.ts(testTSRad)

Best,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com