Re: [R] Inserting rows of interpolated data
Hi Jon,
zoo is great for tasks like this, not just for na.approx. :)
I would approach the problem like this:
library(zoo)
# put lightdata into a zoo object
z <- with(lightdata, zoo(light,
as.POSIXct(paste(date, time), format="%m/%d/%y %H:%M:%S")))
# merge the above zoo object with an "empty" zoo
# object that has all the index values you want
Z <- merge(z, zoo(,seq(start(z),end(z),by="1 min")))
# interpolate between the 5-min observatoins
Z <- na.approx(Z)
HTH,
--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
R/Finance 2013: Applied Finance with R | www.RinFinance.com
On Mon, Feb 11, 2013 at 5:19 PM, Benstead, Jonathan wrote:
> Dear help list - I have light data with 5-min time-stamps. I would like to
> insert four 1-min time-stamps between each row and interpolate the light data
> on each new row. To do this I have come up with the following code:
>
> lightdata <- read.table("Test_light_data.csv", header = TRUE, sep = ",") #
> read data file into object "lightdata"
> library(chron)
> mins <- data.frame(times(1:1439/1440)) # generate a dataframe of 24 hours of
> 1-min timestamps
> Nth.delete <- function(dataframe, n)dataframe[-(seq(n, to=nrow(dataframe),
> by=n)),] # function for deleting nth row
> empty <- data.frame("1/9/13", Nth.delete(mins, 5), "NA") # delete all 5-min
> timestamps in a new dataframe
> colnames(empty) <- c("date", "time", "light") # add correct column name to
> empty timestamp dataframe
> newdata <- rbind(lightdata, empty)
>
> I get the following error message:
>
> Warning message:
> In `[<-.factor`(`*tmp*`, ri, value = c(0.000694,
> 0.00139, :
> invalid factor level, NAs generated
>
> Digging into this a little, I can see that the two time columns are doing
> what I need and APPEAR to be similar in format:
>
>> head(lightdata)
> datetime light
> 1 1/9/13 0:00:00 -0.00040925
> 2 1/9/13 0:05:00 -0.00023386
> 3 1/9/13 0:10:00 -0.00032155
> 4 1/9/13 0:15:00 -0.00017539
> 5 1/9/13 0:20:00 -0.00029232
> 6 1/9/13 0:25:00 -0.00038002
>
>> head(empty)
> date time light
> 1 1/9/13 00:01:00NA
> 2 1/9/13 00:02:00NA
> 3 1/9/13 00:03:00NA
> 4 1/9/13 00:04:00NA
> 5 1/9/13 00:06:00NA
> 6 1/9/13 00:07:00NA
>
> but they clearly are not as far as R is concerned, as shown by str:
>
>> str(lightdata)
> 'data.frame': 288 obs. of 3 variables:
> $ date : Factor w/ 1 level "1/9/13": 1 1 1 1 1 1 1 1 1 1 ...
> $ time : Factor w/ 288 levels "0:00:00","0:05:00",..: 1 2 3 4 5 6 7 8 9 10
> ...
> $ light: num -0.000409 -0.000234 -0.000322 -0.000175 -0.000292 ...
>
>> str(empty)
> 'data.frame': 1152 obs. of 3 variables:
> $ date : Factor w/ 1 level "1/9/13": 1 1 1 1 1 1 1 1 1 1 ...
> $ time :Class 'times' atomic [1:1152] 0.000694 0.001389 0.002083 0.002778
> 0.004167 ...
> .. ..- attr(*, "format")= chr "h:m:s"
> $ light: Factor w/ 1 level "NA": 1 1 1 1 1 1 1 1 1 1 ...
>
> In the first (original) dataframe, light is a factor, while in the dataframe
> of generated timestamps, the timestamps are actually still in fractions of a
> day.
>
> Presumably this is why rbind is not working? Can anyone help? By the way, I
> know I can use na.approx in zoo to do the eventual interpolation of the light
> data. It's getting there that has me stumped for now.
>
> Many thanks, Jon (new R user).
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Re: [R] Inserting rows of interpolated data
Hi
Why you do not change date and time to POSIX object? It is simple and saves you
a lot of frustration when merging two data frames.
If you changed lightdata date and time to new column
lightdata$newdate <- strptime(paste(lightdata$date, lightdata$time, sep=" "),
format = "%d/%m/%y %H:%M:%S")
generate empty
empty <-data.frame(newdate= seq(firstdate, lastdate, by="min"), light=NA)
see ?seq.POSIXt for details
new <- merge(lightdata, empty, by="newdate", all=TRUE)
shall result in merged dataframes
Regards
Petr
> -Original Message-
> From: r-help-boun...@r-project.org [mailto:r-help-bounces@r-
> project.org] On Behalf Of Benstead, Jonathan
> Sent: Tuesday, February 12, 2013 12:19 AM
> To: r-help@r-project.org
> Subject: [R] Inserting rows of interpolated data
>
> Dear help list - I have light data with 5-min time-stamps. I would like
> to insert four 1-min time-stamps between each row and interpolate the
> light data on each new row. To do this I have come up with the
> following code:
>
> lightdata <- read.table("Test_light_data.csv", header = TRUE, sep =
> ",") # read data file into object "lightdata"
> library(chron)
> mins <- data.frame(times(1:1439/1440)) # generate a dataframe of 24
> hours of 1-min timestamps Nth.delete <- function(dataframe,
> n)dataframe[-(seq(n, to=nrow(dataframe), by=n)),] # function for
> deleting nth row empty <- data.frame("1/9/13", Nth.delete(mins, 5),
> "NA") # delete all 5-min timestamps in a new dataframe
> colnames(empty) <- c("date", "time", "light") # add correct column name
> to empty timestamp dataframe newdata <- rbind(lightdata, empty)
>
> I get the following error message:
>
> Warning message:
> In `[<-.factor`(`*tmp*`, ri, value = c(0.000694,
> 0.00139, :
> invalid factor level, NAs generated
>
> Digging into this a little, I can see that the two time columns are
> doing what I need and APPEAR to be similar in format:
>
> > head(lightdata)
> datetime light
> 1 1/9/13 0:00:00 -0.00040925
> 2 1/9/13 0:05:00 -0.00023386
> 3 1/9/13 0:10:00 -0.00032155
> 4 1/9/13 0:15:00 -0.00017539
> 5 1/9/13 0:20:00 -0.00029232
> 6 1/9/13 0:25:00 -0.00038002
>
> > head(empty)
> date time light
> 1 1/9/13 00:01:00NA
> 2 1/9/13 00:02:00NA
> 3 1/9/13 00:03:00NA
> 4 1/9/13 00:04:00NA
> 5 1/9/13 00:06:00NA
> 6 1/9/13 00:07:00NA
>
> but they clearly are not as far as R is concerned, as shown by str:
>
> > str(lightdata)
> 'data.frame': 288 obs. of 3 variables:
> $ date : Factor w/ 1 level "1/9/13": 1 1 1 1 1 1 1 1 1 1 ...
> $ time : Factor w/ 288 levels "0:00:00","0:05:00",..: 1 2 3 4 5 6 7 8
> 9 10 ...
> $ light: num -0.000409 -0.000234 -0.000322 -0.000175 -0.000292 ...
>
> > str(empty)
> 'data.frame': 1152 obs. of 3 variables:
> $ date : Factor w/ 1 level "1/9/13": 1 1 1 1 1 1 1 1 1 1 ...
> $ time :Class 'times' atomic [1:1152] 0.000694 0.001389 0.002083
> 0.002778 0.004167 ...
> .. ..- attr(*, "format")= chr "h:m:s"
> $ light: Factor w/ 1 level "NA": 1 1 1 1 1 1 1 1 1 1 ...
>
> In the first (original) dataframe, light is a factor, while in the
> dataframe of generated timestamps, the timestamps are actually still in
> fractions of a day.
>
> Presumably this is why rbind is not working? Can anyone help? By the
> way, I know I can use na.approx in zoo to do the eventual interpolation
> of the light data. It's getting there that has me stumped for now.
>
> Many thanks, Jon (new R user).
> __
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] Inserting rows of interpolated data
Dear help list - I have light data with 5-min time-stamps. I would like to
insert four 1-min time-stamps between each row and interpolate the light data
on each new row. To do this I have come up with the following code:
lightdata <- read.table("Test_light_data.csv", header = TRUE, sep = ",") #
read data file into object "lightdata"
library(chron)
mins <- data.frame(times(1:1439/1440)) # generate a dataframe of 24 hours of
1-min timestamps
Nth.delete <- function(dataframe, n)dataframe[-(seq(n, to=nrow(dataframe),
by=n)),] # function for deleting nth row
empty <- data.frame("1/9/13", Nth.delete(mins, 5), "NA") # delete all 5-min
timestamps in a new dataframe
colnames(empty) <- c("date", "time", "light") # add correct column name to
empty timestamp dataframe
newdata <- rbind(lightdata, empty)
I get the following error message:
Warning message:
In `[<-.factor`(`*tmp*`, ri, value = c(0.000694,
0.00139, :
invalid factor level, NAs generated
Digging into this a little, I can see that the two time columns are doing what
I need and APPEAR to be similar in format:
> head(lightdata)
datetime light
1 1/9/13 0:00:00 -0.00040925
2 1/9/13 0:05:00 -0.00023386
3 1/9/13 0:10:00 -0.00032155
4 1/9/13 0:15:00 -0.00017539
5 1/9/13 0:20:00 -0.00029232
6 1/9/13 0:25:00 -0.00038002
> head(empty)
date time light
1 1/9/13 00:01:00NA
2 1/9/13 00:02:00NA
3 1/9/13 00:03:00NA
4 1/9/13 00:04:00NA
5 1/9/13 00:06:00NA
6 1/9/13 00:07:00NA
but they clearly are not as far as R is concerned, as shown by str:
> str(lightdata)
'data.frame': 288 obs. of 3 variables:
$ date : Factor w/ 1 level "1/9/13": 1 1 1 1 1 1 1 1 1 1 ...
$ time : Factor w/ 288 levels "0:00:00","0:05:00",..: 1 2 3 4 5 6 7 8 9 10 ...
$ light: num -0.000409 -0.000234 -0.000322 -0.000175 -0.000292 ...
> str(empty)
'data.frame': 1152 obs. of 3 variables:
$ date : Factor w/ 1 level "1/9/13": 1 1 1 1 1 1 1 1 1 1 ...
$ time :Class 'times' atomic [1:1152] 0.000694 0.001389 0.002083 0.002778
0.004167 ...
.. ..- attr(*, "format")= chr "h:m:s"
$ light: Factor w/ 1 level "NA": 1 1 1 1 1 1 1 1 1 1 ...
In the first (original) dataframe, light is a factor, while in the dataframe of
generated timestamps, the timestamps are actually still in fractions of a day.
Presumably this is why rbind is not working? Can anyone help? By the way, I
know I can use na.approx in zoo to do the eventual interpolation of the light
data. It's getting there that has me stumped for now.
Many thanks, Jon (new R user).
__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
