[R] Extracting last time value

[Achim Zeileis]

On Thu, 10 Jan 2008, Kondamani, Arjun (GMI - NY Corporate Bonds) wrote:

> I have a dataframe as follows:
>
> Date		time		value
> 20110620	11:18:00	7
> 20110620	11:39:00	9
> 20110621	11:41:00	8
> 20110621	11:40:00	6
> 20110622	14:05:00	8
> 20110622	14:06:00	6
>
> For every date, I want to extract the row that has the greatest time.
> Therefore, ending up like:
> 20110620	11:39:00	9
> 20110621	11:41:00	8
> 20110622	14:07:00	6

You could use the time series functionality in "zoo" for this:

  ## data and package
  x <- read.table(textConnection("Date time value
    20110620        11:18:00        7
    20110620        11:39:00        9
    20110621        11:41:00        8
    20110621        11:40:00        6
    20110622        14:05:00        8
    20110622        14:06:00        6"),
    header = TRUE, as.is = TRUE)
  library("zoo")

  ## turn data frame into a time series
  z <- zoo(x$value,
    as.POSIXct(strptime(paste(x$Date, x$time), "%Y%m%d %H:%M:%S")))

  ## aggregate
  aggregate(z, as.Date, tail, 1)

  ## or if you want to retain the associated last time
  ix <- zoo(1:length(z), time(z))
  last.ix <- aggregate(ix, as.Date, tail, 1)
  z[as.numeric(last.ix)]

hth,
Z

> I am using for loops (for every date, find largest time value) to do
> this determination, but I am sure there is a simpler way in "R". Has
> anyone run into this before?
> --------------------------------------------------------
>
> This message w/attachments (message) may be privileged, confidential or proprietary, and if you are not an intended recipient, please notify the sender, do not use or share it and delete it. Unless specifically indicated, this message is not an offer to sell or a solicitation of any investment products or other financial product or service, an official confirmation of any transaction, or an official statement of Merrill Lynch. Subject to applicable law, Merrill Lynch may monitor, review and retain e-communications (EC) traveling through its networks/systems. The laws of the country of each sender/recipient may impact the handling of EC, and EC may be archived, supervised and produced in countries other than the country in which you are located. This message cannot be guaranteed to be secure or error-free. This message is subject to terms available at the following link: http://www.ml.com/e-communications_terms/. By messaging with Merrill Lynch you consent to the foregoing.
> --------------------------------------------------------
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at 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.
>
>