A somewhat faster version (for datasets with lots of dates, assuming it is
sorted by date and time) is
isLastInRun <- function(x) c(x[-1] != x[-length(x)], TRUE)
f3 <- function(dataFrame) {
dataFrame[ isLastInRun(dataFrame$Date), ]
}
where your two suggestions, as functions, are
f1 <- function (dataFrame) {
dataFrame[unlist(with(dataFrame, tapply(Time, list(Date), FUN =
function(x) x == max(x)))), ]
}
f2 <- function (dataFrame) {
dataFrame[cumsum(with(dataFrame, tapply(Time, list(Date), FUN =
which.max))), ]
}
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> -----Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
> Behalf
> Of arun
> Sent: Wednesday, August 14, 2013 1:08 PM
> To: Noah Silverman
> Cc: R help
> Subject: Re: [R] How to extract last value in each group
>
> Hi,
> Try:
> dat1<- read.table(text="
> Date Time O H L C U D
> 06/01/2010 1358 136.40 136.40 136.35 136.35 2 12
> 06/01/2010 1359 136.40 136.50 136.35 136.50 9 6
> 06/01/2010 1400 136.45 136.55 136.35 136.40 8 7
> 06/01/2010 1700 136.55 136.55 136.55 136.55 1 0
> 06/02/2010 331 136.55 136.70 136.50 136.70 36 6
> 06/02/2010 332 136.70 136.70 136.65 136.65 3 1
> 06/02/2010 334 136.75 136.75 136.75 136.75 1 0
> 06/02/2010 335 136.80 136.80 136.80 136.80 4 0
> 06/02/2010 336 136.80 136.80 136.80 136.80 8 0
> 06/02/2010 337 136.75 136.80 136.75 136.80 1 2
> 06/02/2010 338 136.80 136.80 136.80 136.80 3 0
> ",sep="",header=TRUE,stringsAsFactors=FALSE)
>
> dat1[unlist(with(dat1,tapply(Time,list(Date),FUN=function(x) x==max(x)))),]
> # Date Time O H L C U D
> #4 06/01/2010 1700 136.55 136.55 136.55 136.55 1 0
> #11 06/02/2010 338 136.80 136.80 136.80 136.80 3 0
> #or
> dat1[cumsum(with(dat1,tapply(Time,list(Date),FUN=which.max))),]
> Date Time O H L C U D
> 4 06/01/2010 1700 136.55 136.55 136.55 136.55 1 0
> 11 06/02/2010 338 136.80 136.80 136.80 136.80 3 0
>
> #or
> dat1[as.logical(with(dat1,ave(Time,Date,FUN=function(x) x==max(x)))),]
> # Date Time O H L C U D
> #4 06/01/2010 1700 136.55 136.55 136.55 136.55 1 0
> #11 06/02/2010 338 136.80 136.80 136.80 136.80 3 0
> A.K.
>
>
>
>
> ----- Original Message -----
> From: Noah Silverman <noahsilver...@ucla.edu>
> To: "R-help@r-project.org" <r-help@r-project.org>
> Cc:
> Sent: Wednesday, August 14, 2013 3:56 PM
> Subject: [R] How to extract last value in each group
>
> Hello,
>
> I have some stock pricing data for one minute intervals.
>
> The delivery format is a bit odd. The date column is easily parsed and used
> as an index
> for an its object. However, the time column is just an integer (1:1807)
>
> I just need to extract the *last* entry for each day. Don't actually care
> what time it was,
> as long as it was the last one.
>
> Sure, writing a big nasty loop would work, but I was hoping that someone
> would be able
> to suggest a faster way.
>
> Small snippet of data below my sig.
>
> Thanks!
>
>
> --
> Noah Silverman, M.S., C.Phil
> UCLA Department of Statistics
> 8117 Math Sciences Building
> Los Angeles, CA 90095
>
> --------------------------------------------------------------------------
>
> Date Time O H L C U D
> 06/01/2010 1358 136.40 136.40 136.35 136.35 2 12
> 06/01/2010 1359 136.40 136.50 136.35 136.50 9 6
> 06/01/2010 1400 136.45 136.55 136.35 136.40 8 7
> 06/01/2010 1700 136.55 136.55 136.55 136.55 1 0
> 06/02/2010 331 136.55 136.70 136.50 136.70 36 6
> 06/02/2010 332 136.70 136.70 136.65 136.65 3 1
> 06/02/2010 334 136.75 136.75 136.75 136.75 1 0
> 06/02/2010 335 136.80 136.80 136.80 136.80 4 0
> 06/02/2010 336 136.80 136.80 136.80 136.80 8 0
> 06/02/2010 337 136.75 136.80 136.75 136.80 1 2
> 06/02/2010 338 136.80 136.80 136.80 136.80 3 0
> ______________________________________________
> 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.
>
>
> ______________________________________________
> 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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and provide commented, minimal, self-contained, reproducible code.
