Displaying 2 results from an estimated 2 matches for "buildtimeseriesfromdatafram".
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buildtimeseriesfromdataframe
2011 Mar 11
1
dataframe to a timeseries object
...XP, R 2.12.1, latest available packages on CRAN for timeSeries and xts.
set.seed(123)
N <- 9000
X <- data.frame(
ID = c(rep(1,N), rep(2,N,), rep(3,N), rep(4,N)),
DATE = rep(as.POSIXct("2000-01-01", tz = "GMT")+ 0:(N-1), 4),
VALUE = runif(N*4))
library(timeSeries)
buildTimeSeriesFromDataFrame <- function(x, env)
{
{
if(exists("xx", envir = env))
assign("xx",
cbind(get("xx", env), timeSeries(x$VALUE, x$DATE, format = '%Y-%m-%d %H:%M:%S',
zone = 'GMT', units = as.character(x$ID[1]))),
envir = env)...
2011 Apr 04
3
How to speed up grouping time series, help please
...MT")+ 0:(N-1), K)),
VALUE = runif(N*K), stringsAsFactors = FALSE)
X <- X[sample(1:(N*K), N*K),] # sample observations to get random
order (optional)
X <- X[-(sample(1:nrow(X), floor(nrow(X)*0.2))),] # 20% missing
head(X, 15)
# use explicitly environments to avoid '<<-'
buildTimeSeriesFromDataFrame <- function(x, env)
{
{
if(exists("xx", envir = env)) # if exist variable xx in env cbind
assign("xx",
cbind(get("xx", env), timeSeries(x$VALUE, x$DATE,
format = '%Y-%m-%d %H:%M:%S',
zone = 'GMT', units = as.c...