Hi Jenny,
> Date: Thu, 24 Jun 2010 09:45:10 +0100
> From: Jennifer Wright <j.wright...@sms.ed.ac.uk>
> To: r-help@r-project.org
> Subject: [R] Averaging half hourly data to hourly
> Message-ID: <4c231b16.1080...@sms.ed.ac.uk>
> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>
> Hi all,
>
> I have some time-series data in half hourly time steps and I want to be
> able to either average or sum the two half hours together into hours.
> Any help greatly appreciated.
>
> Thanks,
>
> Jenny
>
>
> --
> The University of Edinburgh is a charitable body, registered in
> Scotland, with registration number SC005336.
>
>
See period.apply and endpoints in the xts package:
> require(xts)
> (x <- .xts(1:10,(1:10)*1800))
[,1]
1969-12-31 18:30:00 1
1969-12-31 19:00:00 2
1969-12-31 19:30:00 3
1969-12-31 20:00:00 4
1969-12-31 20:30:00 5
1969-12-31 21:00:00 6
1969-12-31 21:30:00 7
1969-12-31 22:00:00 8
1969-12-31 22:30:00 9
1969-12-31 23:00:00 10
> period.apply(x, endpoints(x,"hours"), sum)
[,1]
1969-12-31 18:30:00 1
1969-12-31 19:30:00 5
1969-12-31 20:30:00 9
1969-12-31 21:30:00 13
1969-12-31 22:30:00 17
1969-12-31 23:00:00 10
> period.apply(x, endpoints(x,"hours"), mean)
[,1]
1969-12-31 18:30:00 1.0
1969-12-31 19:30:00 2.5
1969-12-31 20:30:00 4.5
1969-12-31 21:30:00 6.5
1969-12-31 22:30:00 8.5
1969-12-31 23:00:00 10.0
Best,
--
Joshua Ulrich
FOSS Trading: www.fosstrading.com
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