Zoo Data
It's much easier to use xts' time-of-day subsetting: library(xts) dat1 <- as.xts(read.zoo(text="TIME, Value1, Value2 01.08.2011 02:30:00, 4.4, 4.7 01.09.2011 03:00:00, 4.2, 4.3 01.11.2011 01:00:00, 3.5, 4.3 01.12.2011 01:40:00, 3.4, 4.5 01.01.2012 02:00:00, 4.8, 5.3 01.02.2012 02:30:00, 4.9, 5.2 01.08.2012 02:30:00, 4.1, 4.7 01.12.2012 03:00:00, 4.7, 4.3 01.01.2013 01:00:00, 3, 4.3 01.01.2013 01:30:00, 3.8, 4.1 01.01.2013 02:00:00, 3.8, 4.3 01.01.2013 02:30:00, 3.9, 4.2 01.01.2013 03:00:00, 3.7, 4.5 01.01.2013 03:30:00, 3.5, 4.1 01.02.2013 02:00:00, 3.8, 4.3 02.02.2013 04:30:00, 3.9, 4.2", sep=",", header=TRUE, FUN=as.POSIXct, format="%d.%m.%Y %H:%M:%S")) dat1["T02:30/T03:00"] Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2013: Applied Finance with R | www.RinFinance.com
On Sat, Mar 9, 2013 at 11:59 AM, arun <smartpink111 at yahoo.com> wrote:
HI Jakob,
If your data is based on 30 min interval, this should work:
dat1<-read.table(text="
TIME, Value1, Value2
01.08.2011 02:30:00, 4.4, 4.7
01.09.2011 03:00:00, 4.2, 4.3
01.11.2011 01:00:00, 3.5, 4.3
01.12.2011 01:40:00, 3.4, 4.5
01.01.2012 02:00:00, 4.8, 5.3
01.02.2012 02:30:00, 4.9, 5.2
01.08.2012 02:30:00, 4.1, 4.7
01.12.2012 03:00:00, 4.7, 4.3
01.01.2013 01:00:00, 3, 4.3
01.01.2013 01:30:00, 3.8, 4.1
01.01.2013 02:00:00, 3.8, 4.3
01.01.2013 02:30:00, 3.9, 4.2
01.01.2013 03:00:00, 3.7, 4.5
01.01.2013 03:30:00, 3.5, 4.1
01.02.2013 02:00:00, 3.8, 4.3
02.02.2013 04:30:00, 3.9, 4.2
",sep=",",header=TRUE,stringsAsFactors=FALSE)
dat1$TIME<-as.POSIXct(dat1$TIME,format="%d.%m.%Y %H:%M:%S")
library(zoo)
z1<- zoo(dat1[,-1],dat1[,1])
Vec<-format(seq(from=as.POSIXct("2012-01-01 02:30:00", format="%Y-%m-%d %H:%M:%S"),length.out=3, by="30 min"),"%H:%M:%S")
z1[format(time(z1),"%H:%M:%S")%in% Vec,]
# Value1 Value2
#2011-08-01 02:30:00 4.4 4.7
#2011-09-01 03:00:00 4.2 4.3
#2012-02-01 02:30:00 4.9 5.2
#2012-08-01 02:30:00 4.1 4.7
#2012-12-01 03:00:00 4.7 4.3
#2013-01-01 02:30:00 3.9 4.2
#2013-01-01 03:00:00 3.7 4.5
#2013-01-01 03:30:00 3.5 4.1
A.K.
----- Original Message -----
From: Jakob Hahn <Jakob.Hahn at stud.hs-esslingen.de>
To: arun <smartpink111 at yahoo.com>
Cc:
Sent: Saturday, March 9, 2013 10:04 AM
Subject: Re: Zoo Data
Hi Arun,
z1[seq(which(time(z1)==as.POSIXct("**.**.2012 02:30:00",format="%d.%m.%Y %H:%M:%S")),which(time(z1)==as.POSIXct("**.**.2012 03:30:00",format="%d.%m.%Y %H:%M:%S"))),]
Is there a possibility to get all data e.g between two times - not depending on a special date - all values betweend 2:30 and 3:30?
Thanks
Jakob
---
Am 08.03.2013 um 22:05 schrieb arun:
Hi,
Try this:
z1[seq(which(time(z1)==as.POSIXct("01.01.2012 02:00:00",format="%d.%m.%Y %H:%M:%S")),which(time(z1)==as.POSIXct("01.01.2013 03:00:00",format="%d.%m.%Y %H:%M:%S"))),]
# Value1 Value2
#2012-01-01 02:00:00 4.8 5.3
#2012-02-01 02:30:00 4.9 5.2
#2012-08-01 02:30:00 4.1 4.7
#2012-12-01 03:00:00 4.7 4.3
#2013-01-01 01:00:00 3.0 4.3
#2013-01-01 01:30:00 3.8 4.1
#2013-01-01 02:00:00 3.8 4.3
#2013-01-01 02:30:00 3.9 4.2
#2013-01-01 03:00:00 3.7 4.5
A.K.
----- Original Message -----
From: Jakob Hahn <Jakob.Hahn at gmail.com>
To: arun <smartpink111 at yahoo.com>
Cc:
Sent: Friday, March 8, 2013 3:40 PM
Subject: Re: Zoo Data
Okay,
but works only by line not by date - if I don't know which line my date is;-)
Jakob
----
Am 08.03.2013 um 21:32 schrieb arun:
HI Jakob, No problem. Your statement " Is it also possible plot from e.g. 01.01.2013 01:30:00 to 01.01.2013 02:00:00 - general spoken not the whole file?" So, I subset the "whole dataset" to show that you can do the plot for a specific subset of your data. Depending upon the number of labels and its spacing, you can change it: ix<- seq(1,length(tt), ....) Arun ----- Original Message ----- From: Jakob Hahn <Jakob.Hahn at gmail.com> To: arun <smartpink111 at yahoo.com> Cc: Sent: Friday, March 8, 2013 3:27 PM Subject: Re: Zoo Data Thats great, thank you very much!!! Needed such a long time to find some stuff for this topic - I am a beginner but should work with R for my master thesis - so time is always against me;-) Have a nice day, regards Jakob PS: What do you mean with the subset z2? --- Am 08.03.2013 um 21:11 schrieb arun:
Hi Jakob,
dat1<-read.table(text="
TIME, Value1, Value2
01.08.2011 02:30:00, 4.4, 4.7
01.09.2011 03:00:00, 4.2, 4.3
01.11.2011 01:00:00, 3.5, 4.3
01.12.2011 01:40:00, 3.4, 4.5
01.01.2012 02:00:00, 4.8, 5.3
01.02.2012 02:30:00, 4.9, 5.2
01.08.2012 02:30:00, 4.1, 4.7
01.12.2012 03:00:00, 4.7, 4.3
01.01.2013 01:00:00, 3, 4.3
01.01.2013 01:30:00, 3.8, 4.1
01.01.2013 02:00:00, 3.8, 4.3
01.01.2013 02:30:00, 3.9, 4.2
01.01.2013 03:00:00, 3.7, 4.5
01.01.2013 03:30:00, 3.5, 4.1
01.02.2013 02:00:00, 3.8, 4.3
",sep=",",header=TRUE,stringsAsFactors=FALSE)
dat1$TIME<-as.POSIXct(dat1$TIME,format="%d.%m.%Y %H:%M:%S")
library(zoo)
z1<- zoo(dat1[,-1],dat1[,1])
plot(z1,plot.type="single",col=1:2,xaxt="n")
tt<- time(z1)
axis(side=1,at=tt,labels=FALSE)
ix<- seq(1,length(tt),4) #can change here
fmt<- "%b-%Y"
labs<- format(tt,fmt)
axis(side=1,at=tt[ix],labels=labs[ix],tcl=-0.7,cex.axis=0.7)
legend("topleft",colnames(z1),lty=1,col=1:2)
#subset
z2<- zoo(dat1[1:5,-1],dat1[1:5,1])
Hope this helps.
A.K.
----- Original Message -----
From: "jakob.hahn at gmail.com" <jakob.hahn at gmail.com>
To: smartpink111 at yahoo.com
Cc:
Sent: Friday, March 8, 2013 10:05 AM
Subject: Zoo Data
Hey Arun,
thank you so far, maybe you can tell me 2 more things:
1st-how to deal with the xlim - right now R just makes me 2 dates on x-axis with Dez31 and Feb28 - how to define the interval.
2nd-I am plotting multiple lines with col - is it possible to generate a legend with the name/header of the column from data?
Would be nice, if you could help me!
Thanks
Jakob
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