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getting xts endpoints() and apply.daiy() to work with local TZ?

2 messages · Christian Gunning, Jeff Ryan

Original
Christian Gunning
# 
I'm looking for the best way to get apply.daily() to use breaks
according to local TZ.  Sorry, i know timezone handling is perennial
issue.  I reviewed R News 4/1, R-sig-fin, ?indexTZ, and
?DateTimeClasses and xts R source.

Currently, apply.daily() in a non-GMT timezone computes breaks
according to GMT (A note about this in apply.daily() or endpoints()
might preempt user confusion?).

Below, I compute the difference between local time and GMT in seconds,
and add it into the call to which() in endpoints()  to get my desired
answer. Is endpoints() support of TZ on the map, and is there a better
way than this to add it (particularly, calculating tmpdiff below)? Is
this a bad idea altogether?

thanks,
christian gunning
university of new mexico

###
oldtz = Sys.getenv('TZ')
Sys.setenv(TZ="GMT+7")

tmpind = as.POSIXct(seq(from=0, to=5*24*60*60-60, by=60*60),
origin='2000-01-01')

tmpx = xts(1:(5*24), tmpind)
indexTZ(tmpx)      ### correctly reports TZ as "GMT+7"
tmpind[1]          ### format.POSIXlt? reports TZ as "GMT",
tmpx[endpoints(tmpx, on='days')]  ### daybreaks as per GMT


### from endpoints(), added tmpdiff, daybreaks as per local TZ
tmpdiff = as.integer(as.POSIXct(0, origin='2000-01-01', tz='GMT')) -
as.integer(as.POSIXct(0, origin='2000-01-01'))

tmpdays = as.integer(c(0,
which(diff((.index(tmpx)+tmpdiff)%/%86400L%/%k + 1) != 0),
NROW(tmpx)))

tmpx[tmpdays]

Sys.setenv(TZ=oldtz)
###
Jeff Ryan
# 
Hi Christian,

endpoints was patched about two weeks ago on R-forge for this issue.
You can install from there, or there will be a new CRAN version coming
in the next few weeks (after Rennes).

The fixed version with commit log:

http://r-forge.r-project.org/plugins/scmsvn/viewcvs.php/pkg/R/endpoints.R?rev=417&root=xts&view=markup



To install from R-forge:

install.packages("xts", repos="http://r-forge.r-project.org")


Thanks again for the report and suggestion!

Jeff
On Wed, Jul 8, 2009 at 1:26 AM, Christian Gunning<icos.atropa at gmail.com> wrote: