similar to: override date in xts time series

useRs ? I?m working with the attached data that contains one year?s worth of sub-daily observations of flow (?Q?) and specific conductance (?SC?, a surrogate for concentration) at a point in a stream. The R code posted below shows the extent of data processing thus far. My goal is to create a covariance matrix that takes on the following form: Q1 Q2 ? Q365 SC1 SC2 ? SC365 Q1 Q2 ? Q365

I have and XTS time series object that has date and time. I started with 1 minute data and used apply.daily(x, sum) to sum the data to one cumulative value. This function works just fine however it leaves a time for the last summed value which looks like this 2006-07-19 14:58:00. I need to just have the date and to remove the time value of 14:58:00 just leaving the date value of 2006-07-19 .

I have a xts object made of daily closing prices I have acquired using quantmod. Here is my code: library(xts) library(quantmod) library(lubridate) # Gets SPY data getSymbols("SPY") # Subset Prices to just closing price SP500 <- Cl(SPY) # Show day of the week for each date using 2-6 for monday-friday SP500wd <- wday(SP500) # Add Price and days of week together

Is there a easy way to create the time index for a zoo/xts object for every 100 milliseconds. eg. time Index would be: 10:00:00:100 10:00:00:200 10:00:00:300 10:00:00:400 I am looking to build an empty zoo/xts object with time index from 10am to 3pm, index jumps by 100ms each row. Thanks, Chris -- View this message in context:

Hello, I'm a complete newbie to R. Spent this past weekend reading The Art of R Programming, The R Cookbook, the language spec, Wikis and FAQs. I sort-of have my head around R; the dizzying selection of libraries, packages, etc? Not really. I've probably missed or failed to understand something... I have very a simple data set. Two years (ish) of temperature data, collected and

I have two data frames, with two columns each, the first being a Date variable. I would like to convert them to xts objects, indexed by the Date column. I would like to use as.Date and not as.POSIXct as the dateformat. The puzzling fact is that it works for the first one but not the other. Here is a screenshot of the error: > str(DF1) 'data.frame': 367 obs. of 2 variables: $

Hi, Please can you tell me what I am doing wrong. When trying to merge two xts objects, one of which has multiple character vectors for columns...I am just getting NAs. > str(t) POSIXct[1:1], format: "2011-01-04 11:45:37" > y2 = xts(matrix(c(letters[1:10]),5), order.by=as.POSIXct(c(t + 1:5))) > names(y2) = c(1,2) > y2 1 2 2011-01-04 11:45:38

Hi, I cannot figure out how to change the index format when displaying POSIXct objects. Would like the xts index to display as %H:%M:%OS3 when doing viewing the xts object. Think I am missing the obvious. Cheers, Chris -- View this message in context: http://r.789695.n4.nabble.com/xts-POSIXct-index-format-tp3336136p3336136.html Sent from the R help mailing list archive at Nabble.com.

Eric B's response provided just the kind of quick & simple solution I was hoping for (appears as the function com below). However, I once again failed to take advantage of the power of R and have reverted back to using a for loop for the next step of the processing. The example below (which requires the library EGRET for pulling an example dataset) works, but probably can be replaced

I used quantmod to pull in price data from the ticker SPY. The data has date and closing price. I would like to show the day of the week for each closing price. Is that possible? Also, I would like to add the back into the data frame in a new column without changing the structure of the data set if possible. SPY 2009-01-02 92.96 2009-01-05 92.85 2009-01-06 93.47

Dear all, I am using the as.xts function to transfer a data frame to the xts The following is the code and result: a<-read.csv("price.csv") a$Date<-as.POSIXct(a$Date) str(a) 'data.frame': 15637 obs. of 2 variables: $ Date : POSIXct, format: "2010-01-04 09:45:01" "2010-01-04 09:45:02" "2010-01-04 09:45:03" ... $ bid_hsi: int 21850

I have the following xts objetct "temp" > str(temp) An ?xts? object from 2010-12-26 to 2011-03-05 containing: Data: num [1:70, 1] 2.95 0.852 -0.139 1.347 2.485 ... - attr(*, "dimnames")=List of 2 ..$ : NULL ..$ : chr "t_n" Indexed by objects of class: [POSIXct,POSIXt] TZ: GMT xts Attributes: NULL > temp t_n 2010-12-26

Using the small reproducible example below, I'm wondering how best to complete the following task: In the small reproducible example below, the 3D array prec has indexes that correspond to time, x, y (i.e., prec[time, x, y]). In this case, the time index is hours since some predefined start time. I'd like to add up all the time indexes in 'prec' based on whether or not the

Hi all, I have run into a problem and some help would be highly appreciated. I have a .csv with the following columns: Date Time Open High Low Close 1/2/2005 17:05 1.3546 1.3553 1.3546 1.35495 1/2/2005 17:10 1.3553 1.3556 1.3549 1.35525 1/2/2005 17:15 1.3556 1.35565 1.35515 1.3553 1/2/2005 17:25 1.355 1.3556 1.355 1.3555 ?. ?.. 2/13/2006 5:20 1.18895 1.18925 1.18835 1.1885 1)

I am working with data from the USGS with data every 30 minutes from 4/27/2011 to 8/25/2011. I am having trouble with setting the frequency. My R script is below: > shavers=read.csv("shavers.csv") > names(shavers) [1] "agency_cd" "site_no" "datetime" "tz_cd" "Temp" [6] "X04_00010_cd"

Hi, I have an xts starting with a number of columns (currency pairs see below), then I add new ones which are derived from existing ones (like adding the moving average of a column) by merging the new columns one by one. These get the name of the column they are calculated from concatenated with ".1". All done by merge.xts, easy. Now, I have a function (procState below) which generates

Hello, I have a xts object, I would like to fill the NA with linear interpolated data. Can anyone please help. > str(zz) An ‘xts’ object from 2010-11-24 15:59:29 to 2010-11-24 16:00:00 containing: Data: num [1:23401, 1] 312 312 312 312 312 ... Indexed by objects of class: [POSIXct,POSIXt] TZ: xts Attributes: List of 2 $ src : chr "datafeed" $ updated: POSIXct[1:1],

The small bit of script below is an example of what I'm attempting to do - find the day on which the 'center of mass' occurs. In case that is the wrong term, I'd like to know the day that essentially cuts the area under the curve in to two equal parts: set.seed(4004) Date <- seq(as.Date('2000-09-01'), as.Date('2000-09-30'), by='day') hyd <-

I read enourmous comment about this questions stating that it was answered before.? I?have been looking for the answer for a week without luck !!!? I searched the archives the xts. vignitte , googled for an answer but couldn't find one so her it is: ? the Vignette states that xts "doesn't inforce the duplicate row requirement" but yet when I try to bring in tick stock data from

Hello, I have 1-minute time series stock data and I'd like to calculate mean of every n-th candle data of m-days. result = c(mean of 1th data, mean of 2nd data, ...) mean of 1th data = (1th data of 2012-1-1 + 1th data of 2012-1-2 + 1th data of 2012-1-3) / 3 mean of 2nd data = (2nd data of 2012-1-1 + 2nd data of 2012-1-2 + 2nd data of 2012-1-3) / 3 ... Could you let me know the fastest