Displaying 2 results from an estimated 2 matches for "neighborapply".
2009 Aug 30
2
aggregating irregular time series
Hi,
I have a couple of aggregation operations that I don't know how to
accomplish. Let me give an example. I have the following irregular
time series
time x
10:00:00.021 20
10:00:00.224 20
10:00:01.002 19
10:00:02:948 20
1) For each entry time, I'd like to get sum of x for the next 2
seconds
2009 Sep 01
1
Logistic Politomic Regression in R
...Aggregating irregular time series
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Cc: r-sig-finance@stat.math.ethz.ch, r-help@r-project.org
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<971536df0908302008p379ee9b3v887a959c400a2d1f@mail.gmail..com>
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Try this for the first question:
neighborapply <- function(z, width, FUN) {
out <- z
ix <- seq_along(z)
jx <- findInterval(time(z) + width, time(z))
out[] <- mapply(function(i, j) FUN(c(0, z[seq(i+1, length = j-i)])), ix, jx)
out
}
# test - corrected :948 in last line
library(zoo)
library(chron)
Lines <-...