[R] working with zoo time index ??

Gabor Grothendieck ggrothendieck at gmail.com
Wed Jun 16 14:36:52 CEST 2010


On Wed, Jun 16, 2010 at 7:58 AM, skan <juanpide at gmail.com> wrote:
>
> Hi
> thanks
>
>
> Let say data are written like this:
> 1990-01-01 10:01:00 ,  0.910
> 1990-01-01 10:03:00 ,  0.905
>
> Would it be ok to read it with theses lines or is better to use your way?
>
> tmp <- read.table("demo2.txt", sep = ",")
> z <- zoo(tmp[, 2], as.Date(as.chron(tmp[, 1]), format = "%Y-%m-%d
> %H:%M:%S"))

You want to avoid creating zoo objects that have duplicate times since
they can't be merged.  This will read the data in and at the same time
aggregate it by date using the first value among all values with the
same date.

Lines <- "1990-01-01 10:01:00 ,  0.910
1990-01-01 10:03:00 ,  0.905
1990-01-02 10:03:00 ,  0.895"

library(zoo)
z <- read.zoo(textConnection(Lines), sep = ",", FUN = as.Date,
	aggregate = function(x) head(x, 1))



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