[R] zoo performance regression noticed (1.6-5 is faster...)

help out as much as I'm able. Given the extreme runtime difference though, I thought I should offer my help in this case, since zoo is such a useful package in my work. Regards, James Marca pgp9V1vTe92wd.pgp Description: PGP signature __ R-help

Re: [R] Help with aggregate and cor

On Wed, Mar 10, 2010 at 12:08:52AM -0800, hvollmeier wrote: > > James, > > you may post your question to the R-SIG finance group with a small example. > If I understand your problem correctly it's like converting tick data of > financial time series into aggregates. (to 1-minute, hourly, daily

Re: [R] Help with aggregate and cor

idn't read the docs properly and missed it. Thanks, much nicer than hacking around with lists. thanks, James Marca > > ? Generally you want to work with data frames in R, if at all possible. > > Hadley > > -- > Assistant Professor / Dobelman F

Re: [R] Help with aggregate and cor

of > > output <- data.frame(obsfivemin = obsfivemin, 5min.cor = > vector(length=length(obsfivemin))) > for (f in fivemin){ >output$5min.cor[obsfivemin==f] <- cor(df[obsfivemin==f, c("v", "o")]) > } > > Or you can try with the plyr packag

[R] Help with aggregate and cor

at output[f] would accept the output of cor. Any help or steering towards the proper R-way would be appreciated. Regards, James Marca -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean. ___