[R] aggregating irregular time series
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rhelpacc at gmail.com
Sun Aug 30 05:32:11 CEST 2009
Hi,
I have a couple of aggregation operations that I don't know how to
accomplish. Let me give an example. I have the following irregular
time series
time x
10:00:00.021 20
10:00:00.224 20
10:00:01.002 19
10:00:02:948 20
1) For each entry time, I'd like to get sum of x for the next 2
seconds (excluding itself). Using the above example, the output should
be
time sumx
10:00:00.021 39
10:00:00.224 19
10:00:01.442 20
10:00:02:948 0
2) For each i-th of x in the series, what's the first passage time to
x[i]-1. I.e. the output should be
time firstPassgeTime
10:00:00.021 0.981
10:00:00.224 0.778
10:00:01.442 NA
10:00:02:948 NA
Is there any shortcut function that allows me to do the above? Thank you.
adschai
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