On Tue, 22 Jun 2010, Joris Meys wrote:
Try this :
x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 7, 14) - 1
x <- zoo(1:5, x.Date)
x
2003-02-01 2003-02-03 2003-02-07 2003-02-07 2003-02-14
1 2 3 4 5
i <- match(unique(index(x)),rev(index(x)))
x[i]
2003-02-01 2003-02-03 2003-02-07 2003-02-14
1 2 4 5
Note that this happens to do the right thing in this particular toy
example but not more generally. Simply adding a single observation will
make it fail. The aggregate() solution I posted previously is preferred:
R> x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 7, 14, 15) - 1
R> x <- zoo(1:6, x.Date)
Warning message:
In zoo(1:6, x.Date) :
some methods for "zoo" objects do not work if the index entries in
'order.by' are not unique
R> x
2003-02-01 2003-02-03 2003-02-07 2003-02-07 2003-02-14 2003-02-15
1 2 3 4 5 6
R> aggregate(x, time(x), tail, 1)
2003-02-01 2003-02-03 2003-02-07 2003-02-14 2003-02-15
1 2 4 5 6
R> i <- match(unique(index(x)),rev(index(x)))
R> x[i]
2003-02-01 2003-02-03 2003-02-07 2003-02-14 2003-02-15
1 2 3 5 6
Best,
Z
Cheers
Joris
On Tue, Jun 22, 2010 at 4:35 PM, Research <risk2...@ath.forthnet.gr> wrote:
Hello,
I have a zoo time series read from an excel file which has some dates the
same, such as the following example:
02/10/1995 4925.5
30/10/1995 4915.9
23/01/1996 4963.5
23/01/1996 5009.2
04/03/1996 5031.9 # here
04/03/1996 5006.5 # here
03/04/1996 5069.2
03/05/1996 5103.7
31/05/1996 5107.1
01/07/1996 5153.1
02/08/1996 5151.7
Is there a simple way to keep the last price of the ones that have the same
dates?
04/03/1996 5031.9
04/03/1996 5006.5
i.e., keep only the "04/03/1996 5006.5" price and discard the previous
one... Is there an implicit function that does that or do I need some sort
of recursive algorithm?
You can try a solution on this example (for convenience):
x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 7, 14) - 1
x <- zoo(rnorm(5), x.Date)
Zoo object has 2 prices with same dates.
Many thanks in advance,
Costas
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--
Joris Meys
Statistical consultant
Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control
tel : +32 9 264 59 87
joris.m...@ugent.be
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