[R] using zoo() to coerce time series to a different reference frame
Folks: I have two sets of dates, and one set of data: *** require(chron) require(zoo) reference_dates=seq.dates(01/01/92, 12/31/92, by = months) data_dates=seq.dates(01/15/91, 12/15/93, by = months) data=1:length(data_dates) reference_zoo=zoo(order.by=reference_dates) data_zoo=zoo(data,data_dates) *** What I would like is to have a zoo object that uses the index from reference_dates, but grabs the data for each of the dates (using a spline interpolation) from data_zoo object. I feel like my solution is a bit slow, can someone let me know if there is a quicker way to do this? Thanks: *** reference_data_zoo_merge=merge(reference_zoo,data_zoo) reference_data_zoo_data=na.spline(reference_data_zoo_merge) reference_data_zoo_data=merge(reference_zoo,reference_data_zoo_data,all=FALSE) *** --j __ 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] using zoo() to coerce time series to a different reference frame
On Tue, 29 Jun 2010, Jonathan Greenberg wrote: Folks: I have two sets of dates, and one set of data: *** require(chron) require(zoo) reference_dates=seq.dates(01/01/92, 12/31/92, by = months) data_dates=seq.dates(01/15/91, 12/15/93, by = months) data=1:length(data_dates) reference_zoo=zoo(order.by=reference_dates) data_zoo=zoo(data,data_dates) *** What I would like is to have a zoo object that uses the index from reference_dates, but grabs the data for each of the dates (using a spline interpolation) from data_zoo object. I feel like my solution is a bit slow, can someone let me know if there is a quicker way to do this? Thanks: With current versions of zoo you can simply do: na.spline(data_zoo, xout = reference_dates) hth, Z *** reference_data_zoo_merge=merge(reference_zoo,data_zoo) reference_data_zoo_data=na.spline(reference_data_zoo_merge) reference_data_zoo_data=merge(reference_zoo,reference_data_zoo_data,all=FALSE) *** --j __ 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] using zoo() to coerce time series to a different reference frame
On Tue, Jun 29, 2010 at 5:58 PM, Jonathan Greenberg greenb...@ucdavis.edu wrote: Folks: I have two sets of dates, and one set of data: *** require(chron) require(zoo) reference_dates=seq.dates(01/01/92, 12/31/92, by = months) data_dates=seq.dates(01/15/91, 12/15/93, by = months) data=1:length(data_dates) reference_zoo=zoo(order.by=reference_dates) data_zoo=zoo(data,data_dates) *** What I would like is to have a zoo object that uses the index from reference_dates, but grabs the data for each of the dates (using a spline interpolation) from data_zoo object. I feel like my solution is a bit slow, can someone let me know if there is a quicker way to do this? Thanks: *** reference_data_zoo_merge=merge(reference_zoo,data_zoo) reference_data_zoo_data=na.spline(reference_data_zoo_merge) reference_data_zoo_data=merge(reference_zoo,reference_data_zoo_data,all=FALSE) Try this: na.spline(data_zoo, xout = reference_dates) 01/01/92 02/01/92 03/01/92 04/01/92 05/01/92 06/01/92 07/01/92 08/01/92 09/01/92 10/01/92 11/01/92 12/01/92 12.55383 13.53979 14.51858 15.55116 16.53268 17.54855 18.53231 19.55283 20.54369 21.53461 22.54817 23.53190 __ 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.
