On Thu, 13 May 2010, Hutchinson,David [PYR] wrote:
I have been using aggregate function to determine the annual minimum in
a daily time series. However, I was also hoping to determine the date of
occurrence without having to loop through each year to identify the date
of each minimum returned from aggregate(). Is there a more convenient
way of doing so?
You could do something like this:
## determine position of minimum and number of observations
ix <- aggregate(dly, year, function(x) c(which.min(x), length(x)))
## expand to overall index
ix <- as.vector(cumsum(c(0, head(ix[,2], -1))) + ix[,1])
## subset original series
dly[ix]
hth,
Z
Thanks in advance,
Dave
library(zoo)
n <- 1000
dly <- zoo( x = rnorm(n), order.by = seq.Date(as.Date('1970-01-01'),
by = 'day', length.out = n) )
year <- as.numeric( format(index(dly), '%Y') )
annual.min <- aggregate( dly, by = year, FUN = min )
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