[R] Marking Interval Length

Jia Ying Mei jiamei at Princeton.EDU
Sat Jul 26 17:30:56 CEST 2008

Hi everyone,

I'm trying to break down data into intervals because I need to analyze 
data according to the intervals between each change in value. What I 
have done is merged the attached data files, and filled in the missing 
values this way:

 > fmt<-"%m/%d/%y"
 > dd<-read.csv("Desktop/R/CDSdate.txt")
 > dd$Date<-as.Date(dd$Date, fmt)
 > data<-read.zoo("Desktop/R/Countrydata.txt", head=T, format=fmt, sep="\t")
 >newdata<-merge(data, zoo(,dd$Date)
 >Finaldata<-na.locf(newdata, fromLast=TRUE)

Now, I have to break up this Finaldata. I've been told to do something 
like this:

# first make up some data
# get the intervals by country - have to create a new data frame
# break down the intervals by country

But, obviously the first step generates data that is very different from 
my data. Does anyone know what I can do to modify the above directions 
so that it can be applied to my data?

I've been told by a friend to do something like either:

-loop through countries using na.omit so you get a column of different 
length for each country. then, run the code.

-or, write a code that detects changes in the difference of prices - if 
positive, you have a new interval. use this information to mark 
intervals and take their length.

I am not familiar with either way of dealing with this, and was also 
told this may be complicated, so any help would be greatly appreciated! 

Jia Ying Mei
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