alldat$yearmonth <- substr(alldat$mydate, 1, 7)
________________________________
From: Anna Dunietz <anna.duni...@gmail.com>
Cc: "r-help@r-project.org" <r-help@r-project.org>
Sent: Wednesday, September 14, 2011 3:21 AM
Subject: Re: [R] Deleting Rows based on Factor and Time Period
Mikkel - thank you so much! That's a great start! I could change my demands a
bit and pick out the first stock each month. The first stock each week is
helpful, but I would need a bigger gap between dates - hence, the first stock a
month would be much better. It seems to me, however, that isoWeekYear is great
for week and year but not so great for month. If you ha[[elided Yahoo spam]]
Thanks!
Anna
The following will get you the first stock in each week. Is that useful?
>
>install.packages("surveillance")
>library(surveillance)
>alldat$year <- isoWeekYear(alldat$mydate)$ISOYear
>alldat$week <- isoWeekYear(alldat$mydate)$ISOWeek
>alldat <- alldat[order(alldat$year, alldat$week), ]
>alldat[!duplicated(paste(alldat$year, alldat$week, alldat$myeq)), ]
>
>
>
>
>----- Original Message -----
>From: Anna Dunietz <anna.duni...@gmail.com>
>To: r-help@r-project.org
>Cc:
>Sent: Tuesday, September 13, 2011 9:04 AM
>Subject: [R] Deleting Rows based on Factor and Time Period
>
>Hi All!
>
>I have been messing around with this problem for about a week but to no
>avail! The following data has been cut down in order to make my question
>reproducible. The alldat data frame includes 2 columns: 1 date column and 1
>factor column (equity names)).
>
>mydate<-as.Date(c("2001-07-02","2001-07-02","2001-07-03","2001-07-03","2001-07-05","2001-07-05","2001-07-10","2001-07-13","2010-01-27"),origin="1970-01-01")
>
>myeq<-factor(c("FCX.UN.Equity","TIE.UN.Equity","FCX.UN.Equity","TIE.UN.Equity","FCX.UN.Equity","TIE.UN.Equity","TIE.UN.Equity","L.UN.Equity","FCX.UN.Equity"))
>
>alldat<-data.frame(mydate,myeq)
>
>
>> alldat mydate myeq
>1 2001-07-02 FCX.UN.Equity
>2 2001-07-02 TIE.UN.Equity
>3 2001-07-03 FCX.UN.Equity
>4 2001-07-03 TIE.UN.Equity
>5 2001-07-05 FCX.UN.Equity
>6 2001-07-05 TIE.UN.Equity
>7 2001-07-10 TIE.UN.Equity
>8 2001-07-13 L.UN.Equity
>9 2010-01-27 FCX.UN.Equity
>
>
>I group respective factors together by using the split function. For each
>respective factor, I am interested in deleting the rows that entail dates
>that are less than or equal to the *first* stock in that column + 6. Repeat
>the following sentence, but instead of *first* use second, third, etc. In
>short, I do not want an equity that has dates within a week of one another
>at any point in the data frame/list (depending on if you're looking at
>alldat or divall). For example, for FCX.UN.Equity, I would only want the
>row beginning with 2001-07-02 to remain, as well as the row starting with
>2010-01-27. I cannot delete rows immediately because I need all rows in
>order to determine which rows to delete.
>
>diveq<-alldat$myeq
>divall<-split(alldat,diveq)
>
>I try to pick out those rows that I want to delete by using a double loop
>(inefficient and awful, I know). For better or for worse, the double loop
>does not work. I get integer(0) for all elements of workin. I put the
>second condition in the which function, so that the first date is saved. I
>use the third condition, so that the dates looked at are all greater than or
>equal than the date being looked at. I have spent many, many hours on this
>and can still not figure it out.
>
>workin<-list()
> for(j in 1:length(divall)){
> for(i in 1:nrow(divall[[j]])){
> workin[[j]]<-which(divall[[j]][,1]<=divall[[j]][i,1]+6 &
>divall[[j]][,1]!=divall[[j]][i,1] & divall[[j]][,1]>=divall[[j]][i,1])
> }}
>
>If I could get the workin list to work, I would use unique and unlist in
>order to find the index that would show me which rows in divall/alldat need
>to be deleted.
>
>I hope this has been clear. Please let me know if you need any more
>information!
>
[[elided Yahoo spam]]
>Anna
>
> [[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.
>
>
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