From: Alvaro Saurin <saurin_at_dcs.gla.ac.uk>

Date: Tue 13 Dec 2005 - 23:54:27 EST

Read 1429 records

> x <- 1:4

*> tt <- c(1, 3, 4, 6)
*

> library(zoo)

*> x.zoo <- zoo(x, tt) # irregularly spaced time series
*

*> x.ts <- as.ts(x.zoo) # regular time series with NAs
*

> On 12/12/05, Alvaro Saurin <saurin@dcs.gla.ac.uk> wrote:

Date: Tue 13 Dec 2005 - 23:54:27 EST

Hi,

The sitruation is this: I load a set of samples with

> h_types <- list (0, 0, character(0), character(0), 0, 0, 0, 0, 0) > h_names <- list ("time", "flow", "type", "dir", "seq", "ts", "x", "rtt", "size") > pcks_file <- pipe ("grep ' P ' server.dat"), "r") > pcks <- scan (pcks_file, what = h_types, comment.char = '#',fill = TRUE)

Read 1429 records

> mat <- data.frame (pcks) > colnames (mat) <- h_names > mat time flow type dir seq ts x rtt size 1 1.000893 0 P + 0 1.000893 1472 0.000000 1472 2 1.514454 0 P + 1 1.514454 2944 0.513142 1472 3 2.015093 0 P + 2 2.015093 2944 0.513142 1472 4 2.515025 0 P + 3 2.515025 4806 0.504488 1472 5 2.821976 0 P + 4 2.821976 5730 0.496728 1472 6 3.078931 0 P + 5 3.078931 5832 0.489744 1472 7 3.331897 0 P + 6 3.331897 5832 0.489744 1472

[...]

1425 176.925504 0 P + 1424 176.925504 12141 0.764699 1472 1426 177.039489 0 P + 1425 177.039489 12141 0.764699 1472 1427 177.153469 0 P + 1426 177.153469 12141 0.764699 1472 1428 177.267464 0 P + 1427 177.267464 12141 0.764699 1472 1429 177.381434 0 P + 1428 177.381434 12141 0.764699 1472

Then I convert it to a 'zoo', removing the 'time' column from the input

> last_col <- ncol (mat) > range_cols <- 2:last_col > matrix_values <- mat [,range_cols] > z <- zoo (matrix_values, mat $ time)

So far, everything is fine. But then I need to apply a function to samples taken every t seconds, ie, the mean every 10 seconds. And, AFAIK, rapply needs a constant 'width', something that can only be obtained with regular time series... But if I try to get a 'ts' object from my 'zoo' I get

> as.ts (z)

Error in if (del == 0 && to == 0) return(to) :

missing value where TRUE/FALSE needed

Ummm, do you know if there is any error in my 'zoo' object? Has it the right format? Or, could I avoid the conversion and use the 'rapply' function but on time intervals (instead of points intervals)?

Thank you very much.

Alvaro

On 12 Dec 2005, at 16:31, Gabor Grothendieck wrote:

> First we generate some sample data x and its times tt.

*> Then using the zoo package we create an irregularly
**> spaced time series. Now if you want a regularly spaced
**> time series convert it to ts class. After loading zoo as
**> shown below, the R command vignette("zoo") gives more info.
*

>

> x <- 1:4

>

> library(zoo)

> >

> On 12/12/05, Alvaro Saurin <saurin@dcs.gla.ac.uk> wrote:

>> >> Hi, >> >> I am a R begginer and I have a small problem with time series. I was >> wondering if someone could help me >> >> I am collecting data from packets going through a network, and using >> R for obtaining some simple statistics of connections. However, my >> data is not collected at a constant frequency, so I would like to >> create a evenly spaced TS from my traces, using the minimum time >> difference between two samples as the period for my new TS, and >> filling the gaps with NA (or 0s). >> >> I think ther must be some simple solution for this... Anyone could >> help me? >> >> Thanks in advance. >> >> -- >> Alvaro Saurin <alvaro.saurin@gmail.com> <saurin@dcs.gla.ac.uk> >> >> ______________________________________________ >> R-help@stat.math.ethz.ch mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide! http://www.R-project.org/posting- >> guide.html >>

-- Alvaro Saurin <alvaro.saurin@gmail.com> <saurin@dcs.gla.ac.uk> ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.htmlReceived on Wed Dec 14 00:48:18 2005

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