Jeff:
As a followup to this question -- I have a pair of tables that I want to do
a 1 to 1 join on, but the date field contains the full time, down to the
second, to base the join on (e.g. in a given day, there are going to MANY
observations, but not at the exact same time). I might be missing
something, but it appears that zoo (and xts) work on dates, rather than
dates+times? If so, how do I join a date/time column to another date/time
column?
--j
On Tue, Jan 13, 2009 at 8:23 AM, Jeff Ryan <jeff.a.r...@gmail.com> wrote:
>
> The data.table package may be more in line with what you are after, but xts
> and zoo can also do what you need in this particular example:
>
> > a <- xts(c('a1','a2','a3'), timeBasedSeq(20090101/20090103))
> > colnames(a) <- 'foo'
>
> > b <- xts(c('b1'), as.Date('2009-01-04'))
> > colnames(b) <- 'foo'
> > a
> foo
> 2009-01-01 "a1"
> 2009-01-02 "a2"
> 2009-01-03 "a3"
> > b
> foo
> 2009-01-04 "b1"
> > cbind(a,b)
> foo foo.1
> 2009-01-01 "a1" NA
> 2009-01-02 "a2" NA
> 2009-01-03 "a3" NA
> 2009-01-04 NA "b1"
> > na.locf(cbind(a,b))['20090104']
> foo foo.1
> 2009-01-04 "a3" "b1"
>
> cbind/merge will merge along the union on the time-index by default (though
> all common joins are supported). The subsetting by time will then find the
> dates (or range of dates/times) that match.
>
> na.locf will carry forward last observations. That is from zoo; which
> works
> on xts, as xts extends zoo.
>
> HTH,
> Jeff
>
>
>
>
> mckenzig wrote:
> >
> > I have dataframe a:
> >
> > sym date val1
> > === ==== ====
> > foo 20090101 a1
> > foo 20090102 a2
> > foo 20090103 a3
> >
> > and dataframe b:
> >
> > sym date val2
> > === ==== ====
> > foo 20090104 b1
> >
> > I would like to join/merge them to generate the following:
> >
> > sym date val2 val1
> > === ==== ==== ====
> > foo 20090104 b1 a3
> >
> > i.e. an equijoin on column 'sym' and a temporal join on column 'date'
> > where the closest matching row is retrieved. I have been through the
> > various regular/irregular timeseries packages and can not see anything
> > like this.
> >
> > Regards.
> >
> > ______________________________________________
> > 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.
> >
> >
>
> --
> View this message in context:
> http://www.nabble.com/temporal-join-tp21395414p21437847.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> 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.
>
[[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.
