On Thu, 10 Jan 2008, Kondamani, Arjun (GMI - NY Corporate Bonds) wrote:
> I have a dataframe as follows:
>
> Date time value
> 20110620 11:18:00 7
> 20110620 11:39:00 9
> 20110621 11:41:00 8
> 20110621 11:40:00 6
> 20110622 14:05:00 8
> 20110622 14:06:00 6
>
> For every date, I want to extract the row that has the greatest time.
> Therefore, ending up like:
> 20110620 11:39:00 9
> 20110621 11:41:00 8
> 20110622 14:07:00 6
You could use the time series functionality in "zoo" for this:
## data and package
x <- read.table(textConnection("Date time value
20110620 11:18:00 7
20110620 11:39:00 9
20110621 11:41:00 8
20110621 11:40:00 6
20110622 14:05:00 8
20110622 14:06:00 6"),
header = TRUE, as.is = TRUE)
library("zoo")
## turn data frame into a time series
z <- zoo(x$value,
as.POSIXct(strptime(paste(x$Date, x$time), "%Y%m%d %H:%M:%S")))
## aggregate
aggregate(z, as.Date, tail, 1)
## or if you want to retain the associated last time
ix <- zoo(1:length(z), time(z))
last.ix <- aggregate(ix, as.Date, tail, 1)
z[as.numeric(last.ix)]
hth,
Z
> I am using for loops (for every date, find largest time value) to do
> this determination, but I am sure there is a simpler way in "R". Has
> anyone run into this before?
> --------------------------------------------------------
>
> This message w/attachments (message) may be privileged, confidential or
> proprietary, and if you are not an intended recipient, please notify the
> sender, do not use or share it and delete it. Unless specifically indicated,
> this message is not an offer to sell or a solicitation of any investment
> products or other financial product or service, an official confirmation of
> any transaction, or an official statement of Merrill Lynch. Subject to
> applicable law, Merrill Lynch may monitor, review and retain e-communications
> (EC) traveling through its networks/systems. The laws of the country of each
> sender/recipient may impact the handling of EC, and EC may be archived,
> supervised and produced in countries other than the country in which you are
> located. This message cannot be guaranteed to be secure or error-free. This
> message is subject to terms available at the following link:
> http://www.ml.com/e-communications_terms/. By messaging with Merrill Lynch
> you consent to the foregoing.
> --------------------------------------------------------
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> 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.
