[R] Irregular Time Series: zoo & its: Pros & Cons

Whit Armstrong whit at twinfieldscapital.com
Thu Aug 25 20:06:54 CEST 2005


I am the maintainer of its, but not it's original author.

One of the main strengths of its is that it uses POSIXct dates.

Zoo has the flexibility of using almost any date format, but I don't
know if the other date formats can store hour, min, sec data.

You might want to do a little exploring with each before you commit.

I'll be happy to give you a hand if you decide to work with its.

Cheers,
Whit


> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of David James
> Sent: Thursday, August 25, 2005 1:51 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Irregular Time Series: zoo & its: Pros & Cons
> 
> Hello,
> 
> I'm working with irregular time series data.  What do you all 
> think about the strengths and weaknesses of the "zoo" and 
> "its" packages?
> 
> I've installed and skimmed the documentation on both 
> packages.  I was hoping to get a little guidance from the 
> user community before proceeding further.
> 
> In case anyone is interested in my particular problem:  I'm 
> looking at some (surface) temperature data from NOAA:  
> http:// cdo.ncdc.noaa.gov/ulcd/ULCD It is (irregular) time 
> series format.  The NOAA data reports year, month, date, 
> hour, and minute.  I want to group the data into hourly 
> chunks.  However, sometimes there are multiple observation per hour
> -- i.e an observation at 3:45 and 3:56.  Also, sometimes a 
> particular hour may be missing altogether.  I need to clean 
> up the data so that each hour has one and only one data point.
> 
> I'm relatively new to R, but I think I'm getting a hold on it 
> pretty well so far.  I used to do a lot with MATLAB, and 
> there seem to be many parallels between it and R.  I have 
> background in public policy and econometrics.
> 
> Thanks,
> David
> 
> On Aug 25, 2005, at 12:29 PM, Mathieu Drapeau wrote:
> 
> > Hi,
> > I just installed ROracle and RDBI. The connection to the database 
> > seems to work also. My problem is when I am selection rows 
> that really 
> > exist in the database, it is returning nothing. Where 
> should I look to 
> > see what could be my problem?
> >
> > Thank you very much,
> > Mathieu
> >
> >
> >> drv <- dbDriver("Oracle")
> >> summary(drv, verbose=TRUE)
> >>
> > <OraDriver:(6721)>
> >   Driver name:  Oracle (ProC/C++)
> >   Max  connections: 10
> >   Conn. processed: 8
> >   Default records per fetch: 500
> >   Oracle R/S client version: 0.5-4
> >   RS-DBI version:  0.1-9
> >   Open connections: 2
> >     1  <OraConnection:(6721,0)>
> >     2  <OraConnection:(6721,7)>
> >
> >>
> >> conn <- dbConnect(drv, "mathieu/toto at MYDB") summary(conn, 
> >> verbose=TRUE) <OraConnection:(6721,7)>
> >>
> >   User: mathieu
> >   Dbname: MYDB
> >   Oracle Server version:
> >
> >>
> >> rs <- dbSendQuery(conn, statement = paste("select * from cat")) 
> >> summary(rs, verbose=TRUE)
> >>
> > <OraResult:(6721,7,2)>
> >   Statement: select * from cat
> >   Has completed? no
> >   Affected rows: 0
> >   Rows fetched: -1
> >   Fields:
> >         name    Sclass     type len precision scale 
> isVarLength nullOK
> > 1 TABLE_NAME character VARCHAR2  30         0     0        
> TRUE  FALSE
> > 2 TABLE_TYPE character VARCHAR2  11         0     0        
> TRUE   TRUE
> >
> >>
> >> myContent <- fetch(rs, n = -1)
> >> myContent
> >>
> > [1] TABLE_NAME TABLE_TYPE
> > <0 rows> (or 0-length row.names)
> >
> >> summary(myContent, verbose=TRUE)
> >>
> >   TABLE_NAME         TABLE_TYPE
> >  Length:0           Length:0
> >  Class :character   Class :character
> >  Mode  :character   Mode  :character
> >
> >> summary(rs, verbose=TRUE)
> >>
> > <OraResult:(6721,7,2)>
> >   Statement: select * from cat
> >   Has completed? yes
> >   Affected rows: 0
> >   Rows fetched: -1
> >   Fields:
> >         name    Sclass     type len precision scale 
> isVarLength nullOK
> > 1 TABLE_NAME character VARCHAR2  30         0     0        
> TRUE  FALSE
> > 2 TABLE_TYPE character VARCHAR2  11         0     0        
> TRUE   TRUE
> >
> > ______________________________________________
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> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide! http://www.R-project.org/posting- 
> > guide.html
> >
> 
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