Re: [R] Duplicate dates in zoo objects

From: Achim Zeileis <Achim.Zeileis_at_uibk.ac.at>
Date: Tue, 22 Jun 2010 18:01:46 +0200 (CEST)

On Tue, 22 Jun 2010, Research 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?

No, it's very simple and covered as the #1 item in the zoo FAQ:

   vignette("zoo-faq", package = "zoo")

> 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)

You can use aggregate() to remove the duplicates: For example

   aggregate(x, time(x), mean)
would use the mean price for each Date.

If you want to compute the last observation, the function tail(..., 1) can be utilized:

   aggregate(x, time(x), tail, 1)

Best,
Z

> Zoo object has 2 prices with same dates.
>
> Many thanks in advance,
> Costas
>
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>



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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. Received on Tue 22 Jun 2010 - 16:05:19 GMT

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