Jeff,
Thanks. I was able to easily get rid of the do.call code and use the t(
t(...)) construct.
In terms of the dates I have tried your suggestion and I am having an odd
problem.
The dates I included in my previous message were only a subset of the actual
dates I am using.
My dates were imported from Excel via RExcel. Here are 3 of them in various
formats:
Displayed in Excel via one type of formatting: 12/1/2023, 1/1/2024, 2/1/2024
As integers from the "epoch" (which is only day based): 45261, 45292, 45323
In R imported from Excel via RExcel (a little more context here):
"2023-11-30 23:00:00 EST"
"2023-12-31 23:00:00 EST"
"2024-01-31 23:00:00 EST"
"2024-02-29 23:00:00 EST"
"2024-04-01 00:00:00 EDT"
"2024-05-01 00:00:00 EDT"
"2024-06-01 00:00:00 EDT"
"2024-07-01 00:00:00 EDT"
"2024-08-01 00:00:00 EDT"
"2024-09-01 00:00:00 EDT"
Notice how March 2024 is skipped. Also notice how the conversion process gives
some dates an EDT and some an EST tag. I assume that is what you were warning
me about timezones.
In addition when I convert using just the function year (lubridate) the result
is:
2023 2023 2024 2024 2024 2024 2024 2024 2024 2024
Where I was expecting (based on the Excel dates):
2023 2024 2024 2024 2024 2024 2024 2024 2024 2024
Any help on how to do this the "right" way would be greatly appreciated.
I know that Excel has "issues" with regards to dates and there may even be
issues using RExcel for this type of conversion.
Any help would is appreciated.
Thanks again,
KW
PS Here is a dput of the last 10 dates:
someDates<-structure(c(1701403200, 1704081600, 1706760000, 1709265600,
1711944000,
1714536000, 1717214400, 1719806400, 1722484800, 1725163200), class =
c("POSIXct",
"POSIXt"))
On Jun 15, 2012, at 1:48 AM, Jeff Newmiller wrote:
> a) Avoid mixing Date objects and POSIXt objects. The timezones will mess you
> up in the conversions. Just eliminate the as.Date conversion entirely.
>
> b) By the time you reach the do.call function call, amortsByYears is a
> matrix. While a data.frame is a special kind of list, a matrix is not. Hence,
> the error message.
>
> You can replace the do.call with
>
> t( t( amortsByYears )/amortsByYears[1,] )
>
> which is rather more efficient than do.call anyway.
> ---------------------------------------------------------------------------
> Jeff Newmiller The ..... ..... Go Live...
> DCN:<jdnew...@dcn.davis.ca.us> Basics: ##.#. ##.#. Live Go...
> Live: OO#.. Dead: OO#.. Playing
> Research Engineer (Solar/Batteries O.O#. #.O#. with
> /Software/Embedded Controllers) .OO#. .OO#. rocks...1k
> ---------------------------------------------------------------------------
> Sent from my phone. Please excuse my brevity.
>
> Keith Weintraub <kw1...@gmail.com> wrote:
>
>> Folks,
>>
>> I call the function calcAmorts like so:
>> calcAmorts(prevAm, amort, myDates)
>>
>> Note that I use the package lubridate.
>>
>> The last line where do.call is called to first divide all the rows by
>> the first row and then rbind gives the following error:
>> Error in do.call("rbind", apply(amortsByYears, 1, "/", amortsByYears[,
>> :
>> second argument must be a list
>>
>> By contrast if I run
>> do.call('rbind', apply(amortsByYears, 1, "/", amortsByYears[,1]))
>>
>> On its own with any kind of numeric data.frame the call works fine.
>> That is it divides every row in the data.frame by the first row.
>>
>> Thanks so much for your time,
>> KW
>>
>> _____________
>> My data:
>>
>> myDates<-structure(c(1338523200, 1341115200, 1343793600, 1346472000,
>> 1349064000,
>> 1351742400, 1354334400, 1357012800, 1359691200, 1362110400, 1364788800,
>>
>> 1367380800, 1370059200, 1372651200, 1375329600, 1378008000, 1380600000,
>>
>> 1383278400, 1385870400), class = c("POSIXct", "POSIXt"))
>>
>>
>>
>> amort<-structure(c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0333,
>> 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0333,
>> 0, 0, 0.0333, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
>> 0, 0, 0.0333, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
>> 0, 0, 0.0333, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
>> 0.0357142857142857,
>> 0, 0, 0, 0, 0.0333, 0, 0, 0.0333, 0, 0, 0.0357142857142857, 0,
>> 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0333, 0, 0, 0, 0,
>> 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0333, 0, 0, 0, 0,
>> 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0357142857142857, 0, 0, 0, 0, 0.0333,
>> 0, 0, 0.0333, 0, 0, 0.0357142857142857, 0, 0, 0, 0, 0, 0, 0,
>> 0, 0, 0, 0, 0, 0, 0, 0, 0.0333, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
>> 0, 0, 0, 0), .Dim = c(10L, 19L))
>>
>> prevAm<-c(0, 0, 0, 0.0666, 0, 0.0666, 0.0666, 0, 0, 0)
>>
>> calcAmorts<-function(prevAmort, currAmorts, dates) {
>> yrs<-year(as.Date(dates))
>> currAmorts<-data.frame(yrs,t(currAmorts))
>> amortsByYears<-aggregate(x = currAmorts, by = list(yrs), FUN =
>> "sum")[,-c(1,2)]
>> amortsByYears<-rbind(prevAmort, amortsByYears)
>> amortsByYears<-(1-apply(amortsByYears, 2, cumsum))[-1,]
>>
>> do.call('rbind', apply(amortsByYears, 1, "/", amortsByYears[,1]))
>>
>> }
>>
>> ______________________________________________
>> 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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