Hello Pascal, Yes that is what I was worried about. The date-stamps are there and I would like to use that information but I think using as.ts will not do this. Does anyone know how this is done? Thank you.
On Wed, Mar 12, 2014 at 1:02 AM, Pascal Oettli <kri...@ymail.com> wrote: > Hello, > > On Tue, Mar 11, 2014 at 8:45 PM, Joshua Ulrich <josh.m.ulr...@gmail.com> > wrote: > > On Tue, Mar 11, 2014 at 12:14 AM, Bill <william...@gmail.com> wrote: > >> > >> Hello. I have a dataframe that has a date column. The intervals between > >> dates vary. I want to convert this to a ts object. I was able to > convert it > >> to an xts object but the package I want to analyse this data with > (called > >> 'changepoint') does not seem to want to deal with xts. In the example > they > >> give they use the following: > >> > >> data(discoveries) > >> dis.pelt=cpt.meanvar(discoveries,test.stat='Poisson',method='PELT') > >> plot(dis.pelt,cpt.width=3) > >> cpts.ts(dis.pelt) > >> > >> and if I check: > >> str(discoveries) > >> Time-Series [1:100] from 1860 to 1959: 5 3 0 2 0 3 2 3 6 1 ... > >> > >> If I try with my data > >> str(testTSRad) > >> An 'xts' object on 2011-07-16 07:08:02/2013-09-20 01:25:48 containing: > >> Data: num [1:501, 1] 76 77 79 86 79 79 85 86 89 88 ... > >> Indexed by objects of class: [POSIXct,POSIXt] TZ: > >> xts Attributes: > >> NULL > >> > >> where I used this: > >> > >> testTSRad=xts(radSampPerRegion[[2]][ > >> ,2],order.by=as.POSIXct(radSampPerRegion[[2]][ > >> ,1])) > >> > >> I get this: > >> > >> testt=cpt.mean(testTSRad) > >> Error in single.mean.norm(data, penalty, pen.value, class, > param.estimates) > >> : > >> Data must have atleast 2 observations to fit a changepoint model. > >> > > This is because of what ?cpt.mean says about the "data" argument: > > data: A vector, ts object or matrix containing the data within > > which you wish to find a changepoint. If data is a matrix, > > each row is considered a separate dataset. > > > > An xts object is a matrix (with an index attribute), so each row is > > considered a separate data set. Your object only has one column, > > hence only one observation per data set. Things will work if you drop > > the dimensions of your single-column xts object: > > testt <- cpt.mean(drop(testTSRad)) > > > >> My data is below. Is there a way to convert it to ts? > >> > > Yes, as is generally the case, use the "as" method: > > as.ts(testTSRad) > > > > But in this case, the time serie will have a frequency of 1, which is > inconsistent with irregular sampling. This probably will lead to > inaccurate results > > > Best, > > -- > > Joshua Ulrich | about.me/joshuaulrich > > FOSS Trading | www.fosstrading.com > > > > ______________________________________________ > > 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. > > Regards, > Pascal > > -- > Pascal Oettli > Project Scientist > JAMSTEC > Yokohama, Japan > [[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.
