similar to: TS- dates

Dear R collegues, I am trying to change a ts time such as 2009.004 to a str or POSIX class as "2009-01-01". Is there any function or method to do it?. Thank you beforehand. Chuse.

Dear all, Ive just started with R and I have question: how can you change a time from a ts object .i.e 2009.004 to "2009-01-01"? Is there any function for this? I tried around with as.Date... but it hasnt worked. Thank you beforehand. Chuse. [[alternative HTML version deleted]]

Dear R collegues, I'd like to use the time-series facilities of R and I'm not sure how to set my dataset properly. I have monthly data, so the description could be: ts(data, start=c(1951,1), frequency= 12) However, the data is a matrix of years (rows) and months (columns), as follows: > s1 <- read.table("stdata.txt", header=TRUE) > s1[1:3, ] YEAR JAN FEB MAR APR

Dear R users, I have to calculate gamma functions for negative numbers beyond -171.4. e.x. gamma(-500.4) I got following: > gamma(-170.4) [1] -5.824625e-308 > gamma(-171.4) [1] 0 Warning message: underflow occurred in 'gammafn' I have tried to use a recursion getting values a little futher -180. How could I solve this problem? Thank you beforehand. Chuse.

> It isn't really clear that it can't work. This does work by inserting NA's... > > library(zoo) > as.ts(as.zoo(lynx)[ c(1:3, 7) ] ) If by 'this' you mean indexing, it would be very confusing and error prone for expressions like lynx[c(1:3, 7)] (lynx is from class 'ts') to return a ts object with NA's inserted and, even more so, since this has been

I am trying to use POSIX datetime objects rather than chron datetime objects but am having difficulty with POSIX in a time series. My question: Once a POSIXct vector is bound to a time series, is there a function to convert back to POSIXct? The following code demonstrates what I am trying to do. > ts(as.POSIXct(strptime(tmp,"%m/%d/%Y %H:%M:%S")),freq=1440) Time Series: Start =

zoo overcomes many of the limitations of ts: library(zoo) as.ts(head(as.zoo(presidents))) ## Qtr1 Qtr2 Qtr3 Qtr4 ## 1945 NA 87 82 75 ## 1946 63 50 xts also works here. On Sun, Jun 9, 2024 at 12:04?PM Spencer Graves <spencer.graves at prodsyse.com> wrote: > > Hello, All: > > > The 'head' and 'tail' functions strip the time

Hi, Gabor et al.: Thanks for this. I should change my current application to use either zoo or xts, as Gabor suggests. However, I was surprised to learn that "[.ts" does NOT return an object of class "ts". I see that "head.default" and "head.matrix" both call "[", so "head" cannot return a ts object, because "["

Hi, Martin et al.: On 6/10/24 9:32 AM, Martin Maechler wrote: >>>>>> Spencer Graves >>>>>> on Mon, 10 Jun 2024 07:50:13 -0500 writes: > > > Hi, Gabor et al.: Thanks for this. I should change my > > current application to use either zoo or xts, as Gabor > > suggests. > > > > However, I was

It isn't really clear that it can't work. This does work by inserting NA's. library(zoo) as.ts(as.zoo(lynx)[ c(1:3, 7) ] ) ## Time Series: ## Start = 1821 ## End = 1827 ## Frequency = 1 ## [1] 269 321 585 NA NA NA 3928 On Mon, Jun 10, 2024 at 10:32?AM Martin Maechler <maechler at stat.math.ethz.ch> wrote: > > >>>>> Spencer Graves

# Here is the solution: require(fBasics) # Be sure that R is running in time zone GMT. # Set your Windows environment variable to "GMT" # Your PC Windows clock can still run in any other time zone! # My clock is now running in Zurich in Europe. Date = c("2003-10-09", "2003-10-10", "2003-10-13", "2003-10-14") Open = c(1.27, 1.25, 1.27,

Hello, All: The 'head' and 'tail' functions strip the time from a 'ts' object. Example: > head(presidents) [1] NA 87 82 75 63 50 > window(presidents, 1945, 1946.25) Qtr1 Qtr2 Qtr3 Qtr4 1945 NA 87 82 75 1946 63 50 Below please find code for 'head.ts' and 'tail.ts' that matches 'window'. Comments?

I posted the question below about a month ago but received no response. I still have not been able to figure out what is happening. I also noticed another oddity. When the data part of the object is a multivariate time series, it doesn't show up in the structure, but it can be treated as a multivariate time series. Is this a bug in str? > setClass("tsExtended", representation =

>>>>> Spencer Graves >>>>> on Mon, 10 Jun 2024 07:50:13 -0500 writes: > Hi, Gabor et al.: Thanks for this. I should change my > current application to use either zoo or xts, as Gabor > suggests. > However, I was surprised to learn that "[.ts" does NOT > return an object of class "ts". I see that

fBasics question: Get maximum dates Hello, This two series data set has been created with the timeSeries() function from fBasics >str(total) Formal class 'timeSeries' [package "fBasics"] with 7 slots ..@ Data : num [1:262, 1:2] 8703 8603 8573 8680 8668 ... .. ..- attr(*, "dimnames")=List of 2 .. .. ..$ : chr [1:262] "2004-04-19 01:00:00"

Hi, I am getting unexpected behaviour from aggregate.ts(). The 'ndeltat' argument is effectively being reduced by 1 in some cases, even when it is an integer, with the result that the blocks to be aggregated are not of the expected size, and also that the end() of the aggregated series is much later than the end() of the original series. rawts <- ts(rep(1:10, each = 5), start = 1) ##

Dear all, I have an error message, when I try to convert a zoo object (called test) to ts (on R 2.4.0, Package zoo version 1.2-1, Windows XP) > test 1994-05-10 1994-06-09 1994-07-09 0.0024943889 0.0024881824 0.0006955831 > str(test) atomic [1:3] 0.002494 0.002488 0.000696 - attr(*, "index")=Class 'Date' num [1:3] 8895 8925 8955 > is.regular(test) [1] TRUE

Dear R People: This is probably is very simple question. I have a monthly time series, ibm$ts , that I would like to convert to a quarterly series. I know that I could use "aggregate", but I am interested in the to.quarterly conversion, please. Here is my example: > str(ibm$ts) Time-Series [1:144] from 1998 to 2010: 43.7 46.3 46 51.4 52.2 ... > tsp(ibm$ts) [1] 1998.000 2009.917

There are a couple of problems with filters trying to sleep. First, when it is time to shut down nbdkit, we wait until all pending transactions have had a chance to wind down. But consider what happens if one or more of those pending transactions are blocked in a sleep. POSIX says nanosleep is interrupted with EINTR if that thread handles a signal, but wiring up signal masks just to ensure a

OK. What if I have a time series which is collected every Monday, please? What is the proper way to use the start option within the ts command in order to indicate that this is Monday data, please? Thanks again! Sincerely, Erin