Displaying 1 result from an estimated 1 matches for "tshour".
2010 Mar 10
3
Help with aggregate and cor
...ve observations of pairs of variables, v1, o1, v2, o2, etc,
observed every 30 seconds. What I would like to do is compute the
correlation matrix, but not for all my data, just for, say 5 minutes
or 1 hour chunks.
In sql, what I would say is
select id, date_trunc('hour'::text, ts) as tshour, corr(n1,o1) as corr1
from raw30s
where id = 1201087 and
(ts between 'Mar 1, 2007' and 'Apr 1, 2007')
group by id,tshour order by id,tshour;
I've pulled data from PostgreSQL into R, and have a dataframe
containing a timestamp column, v, and o (both num...