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Discretizing data rows into regular intervals

5 messages · Linh Tran, Daniel Malter, Gabor Grothendieck +1 more

Linh Tran
# 
Hi guys,

I'd like to thank you ahead of time for any help that you can offer me.
I'm kind of stuck trying to do this.

I have a data frame with dates and values (note: only two columns shown):

head(test)
        date     value         stop
1     01/02/05     100     12/01/07
2     07/16/05     200     12/01/07
3     12/20/05     150     12/01/07
4     04/01/06     250     12/01/07
5     10/01/06      10     12/01/07

What I need to do is create regularly spaced 3-month intervals (starting
with the first observed date) with values that are closest to but recorded
after the date created. I would stop at the stop date. So the result would
look like:

      new_date   value
1     01/02/05     100
2     04/02/05     100
3     07/02/05     100
4     10/02/05     200
5     01/02/06     150
6     04/02/06     250
7     07/02/06     250
8     10/02/06      10
9     01/02/07      10
etc
etc
etc   10/02/07     ---  ## Final obs since next one would be 1/2/08 (after
stop date)

Again, I would be extremely grateful for any help.

Thanks,

-linh
Daniel Malter
# 
Sorry, I did not get the question because I read it too sloppily. I hope this
is not homework. You can proceed along this example:

set.seed(32345)

#Value of observation
value=rpois(60,100)

#Day of observation
day=sample(1:1080,50,replace=F)
day=sort(day)

#Assume 3 years
#Assume months have all 30 days
#For real dates, the breaks in cut()
#have to be defined properly
all.days=seq(from=1,to=1080)
quarter=cut(all.days,breaks=12)
quarter=as.factor(as.numeric(quarter))

#In which quarter is a certain observation
quarter.of.day=quarter[day]

#What's the minimum day in a quarter
min.day=tapply(day,quarter.of.day,min)

#What's the value at that day
values.at.min.day=value[which(day%in%min.day)]

hth,
daniel

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Gabor Grothendieck
#
On Sat, Apr 2, 2011 at 9:31 PM, Linh Tran <Tranlm at berkeley.edu> wrote:
See question #13 in the zoo-faq vignette:
http://cran.r-project.org/web/packages/zoo/index.html
and note the existence of zoo's yearqtr class.