function approx interpolation of time series data sets

Fri, Jan 18, 2013 7:29 AM

Hello,

Both Gabor's and my way work and produce the same results:


#-- Gabor
library(zoo)
library(chron)

data1 <- "
01:23:40  5
01:23:45 10
01:23:50 12
01:23:55  7"

data2 <- "
01:23:42
01:23:47
01:23:51
01:23:54
01:23:58
01:23:59"

data1zoo <- read.zoo(text=data1, FUN=times)
data2zoo <- read.zoo(text=data2, FUN=times)
na.approx(data1zoo, xout = time(data2zoo))

#-- Rui

data1 <- read.table(text = "
01:23:40 5
01:23:45 10
01:23:50 12
01:23:55 7
")

data2 <- read.table(text = "
01:23:42
01:23:47
01:23:51
01:23:54
01:23:58
01:23:59
")

approx(as.POSIXct(data1$V1, format = "%H:%M:%S"),
	y = data1$V2,
	xout = as.POSIXct(data2$V1, format = "%H:%M:%S"))


Note that the last two values of data2 are outside the range of data1, 
and therefore the interpolation functions return nothing 
(zoo::na.approx) or NA (stats::approx)

Hope this helps,

Rui Barradas

Em 18-01-2013 13:51, e-letter escreveu:

On 18/01/2013, Gabor Grothendieck <ggrothendieck at gmail.com> wrote:

On Fri, Jan 18, 2013 at 7:31 AM, e-letter <inpost at gmail.com> wrote:

On 16/01/2013, Rui Barradas <ruipbarradas at sapo.pt> wrote:

Hello,

Like this?


data1 <- read.table(text = "
01:23:40 5
01:23:45 10
01:23:50 12
01:23:55 7
")

data2 <- read.table(text = "
01:23:42
01:23:47
01:23:51
01:23:54
")

approx(as.POSIXct(data1$V1, format = "%H:%M:%S"), y = data1$V2, xout =
as.POSIXct(data2$V1, format = "%H:%M:%S"))

Thanks. I have later realised that if data frames are unequal (i.e.
data2edit

01:23:42
01:23:47
01:23:51
01:23:54
01:23:58
01:23:59

the result for 'y' is

$y
[1] NA NA NA NA NA NA

Similar error occurs with the 'zoo' package.


its not clear precisely what you tried with zoo but have a look at this:

data1 <- "

+  01:23:40 5
+  01:23:45 10
+  01:23:50 12
+  01:23:55 7"

data2 <- "

+  01:23:42
+  01:23:47
+  01:23:51
+  01:23:54"

library(zoo)
library(chron)
z1 <- read.zoo(text = data1, FUN = times)
z2 <- read.zoo(text = data2, FUN = times)
na.approx(z1, xout = time(z2))

01:23:42 01:23:47 01:23:51 01:23:54
      7.0     10.8     11.0      8.0

Latest error:

data1

         V1 V2
1 01:23:40  5
2 01:23:45 10
3 01:23:50 12
4 01:23:55  7

data2

data1zoo<-read.zoo(text=data1,FUN=times)

Error in textConnection(text) : invalid 'text' argument

data2zoo<-read.zoo(text=data2,FUN=times)

Error in textConnection(text) : invalid 'text' argument

Then I tried to create objects differently:

data1zoo<-read.zoo('test1.txt',FUN=times)

data1zoo

01:23:40 01:23:45 01:23:50 01:23:55
        5       10       12        7

data2zoo<-read.zoo('test2.txt',FUN=times)

data2zoo

01:23:42
01:23:47
01:23:51
01:23:54
01:23:58
01:23:59

data3<-(na.approx(merge(data1zoo,data2zoo),time(data1zoo)))

Error in na.approx.default(object, x = x, xout = xout, na.rm = FALSE,  :
   x and index must have the same length

function approx interpolation of time series data sets

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