aggregate.zoo {zoo} | R Documentation |
Splits a "zoo"
object into subsets along a coarser index grid,
computes summary statistics for each, and returns the
reduced "zoo"
object.
## S3 method for class 'zoo': aggregate(x, by, FUN, ..., regular = NULL, frequency = NULL)
x |
an object of class "zoo" . |
by |
index vector of the same length as index(x) which defines
aggregation groups and the new index to be associated with each group.
If by is a function, then it is applied to index(x) to
obtain the aggregation groups. |
FUN |
a scalar function to compute the summary statistics which can be applied to all subsets. |
... |
further arguments passed to FUN . |
regular |
logical. Should the aggregated series be coerced to class "zooreg"
(if the series is regular)? The default is FALSE for "zoo" series and
TRUE for "zooreg" series. |
frequency |
numeric indicating the frequency of the aggregated series
(if a "zooreg" series should be returned. The default is to
determine the frequency from the data if regular is TRUE .
If frequency is specified, it sets regular to TRUE .
See examples for illustration. |
An object of class "zoo"
or "zooreg"
.
The xts
package functions endpoints
, period.apply
to.period
, to.weekly
, to.monthly
, etc.,
can also directly input and output certain zoo
objects and
so can be used for aggregation tasks in some cases as well.
## averaging over values in a month: # long series x.date <- as.Date(paste(2004, rep(1:4, 4:1), seq(1,20,2), sep = "-")) x <- zoo(rnorm(12), x.date) # coarser dates x.date2 <- as.Date(paste(2004, rep(1:4, 4:1), 1, sep = "-")) x2 <- aggregate(x, x.date2, mean) # compare time series plot(x) lines(x2, col = 2) ## aggregate a daily time series to a quarterly series # create zoo series tt <- as.Date("2000-1-1") + 0:300 z.day <- zoo(0:300, tt) # function which returns corresponding first "Date" of quarter first.of.quarter <- function(tt) as.Date(as.yearqtr(tt)) # average z over quarters # 1. via "yearqtr" index (regular) # 2. via "Date" index (not regular) z.qtr1 <- aggregate(z.day, as.yearqtr, mean) z.qtr2 <- aggregate(z.day, first.of.quarter, mean) # The last one used the first day of the quarter but suppose # we want the first day of the quarter that exists in the series # (and the series does not necessarily start on the first day # of the quarter). z.day[!duplicated(as.yearqtr(time(z.day)))] # This is the same except it uses the last day of the quarter. # It requires R 2.6.0 which introduced the fromLast= argument. ## Not run: z.day[!duplicated(as.yearqtr(time(z.day)), fromLast = TRUE)] ## End(Not run) # The aggregated series above are of class "zoo" (because z.day # was "zoo"). To create a regular series of class "zooreg", # the frequency can be automatically chosen zr.qtr1 <- aggregate(z.day, as.yearqtr, mean, regular = TRUE) # or specified explicitely zr.qtr2 <- aggregate(z.day, as.yearqtr, mean, frequency = 4) ## aggregate on month and extend to monthly time series if(require(chron)) { y <- zoo(matrix(11:15, nrow = 5, ncol = 2), chron(c(15, 20, 80, 100, 110))) colnames(y) <- c("A", "B") # aggregate by month using first of month as times for coarser series # using first day of month as repesentative time y2 <- aggregate(y, as.Date(as.yearmon(time(y))), head, 1) # fill in missing months by merging with an empty series containing # a complete set of 1st of the months yrt2 <- range(time(y2)) y0 <- zoo(,seq(from = yrt2[1], to = yrt2[2], by = "month")) merge(y2, y0) } # given daily series keep only first point in each month at # day 21 or more z <- zoo(101:200, as.Date("2000-01-01") + seq(0, length = 100, by = 2)) zz <- z[as.numeric(format(time(z), "%d")) >= 21] zz[!duplicated(as.yearmon(time(zz)))] # same except times are of "yearmon" class aggregate(zz, as.yearmon, head, 1) # aggregate POSIXct seconds data every 10 minutes tt <- seq(10, 2000, 10) x <- zoo(tt, structure(tt, class = c("POSIXt", "POSIXct"))) aggregate(x, time(x) - as.numeric(time(x)) %% 600, mean) # aggregate weekly series to a series with frequency of 52 per year set.seed(1) z <- zooreg(1:100 + rnorm(100), start = as.Date("2001-01-01"), deltat = 7) # new.freq() converts dates to a grid of freq points per year # yd is sequence of dates of firsts of years # yy is years of the same sequence # last line interpolates so dates, d, are transformed to year + frac of year # so first week of 2001 is 2001.0, second week is 2001 + 1/52, third week # is 2001 + 2/52, etc. new.freq <- function(d, freq = 52) { y <- as.Date(cut(range(d), "years")) + c(0, 367) yd <- seq(y[1], y[2], "year") yy <- as.numeric(format(yd, "%Y")) floor(freq * approx(yd, yy, xout = d)$y) / freq } # take last point in each period aggregate(z, new.freq, tail, 1) # or, take mean of all points in each aggregate(z, new.freq, mean) # example of taking means in the presence of NAs z.na <- zooreg(c(1:364, NA), start = as.Date("2001-01-01")) aggregate(z.na, as.yearqtr, mean, na.rm = TRUE)