[R] Problem with merging two zoo objects

Gabor Grothendieck ggrothendieck at gmail.com
Fri Oct 15 22:09:39 CEST 2010


On Fri, Oct 15, 2010 at 3:22 PM, Megh Dal <megh700004 at yahoo.com> wrote:
> Hi Gabor, please see the attached files which is in text format. I have opened them on excel then, used clipboard to load them into R. Still really unclear what to do.
>
> Also can you please elaborate this term "index = list(1, 2), FUN = function(d, t) as.POSIXct(paste(d, t))" in your previous file? In help, it is given that:"If FUN is specified then read.zoo calls FUN with the index as the first argument". I really could not connect your syntax with help.

1. It works for me with the files you supplied. Note that you have
some duplicate times in your first file so I aggregated them using
only the last of any set of duplicates:
> library(zoo)
> dat11 <- read.zoo("dal1.csv", aggregate = function(x) tail(x, 1),
+ sep = ",", header = TRUE, tz = "", format = "%m/%d/%Y %H:%M:%S")
> dat22 <- read.zoo("dal2.csv",
+ sep = ",", header = TRUE, tz = "", format =  "%m/%d/%Y %H:%M:%S")
> m <- merge(dat11, dat22)
> str(m)
‘zoo’ series from 2010-10-15 09:00:24 to 2010-10-15 13:49:51
  Data: num [1:361, 1:8] 74.3 74.3 74.3 74.2 74.2 ...
 - attr(*, "dimnames")=List of 2
  ..$ : NULL
  ..$ : chr [1:8] "data.open.dat11" "data.high.dat11" "data.low.dat11"
"data.close.dat11" ...
  Index:  POSIXct[1:361], format: "2010-10-15 09:00:24" "2010-10-15
09:01:15" ...
>
>
 > packageDescription("zoo")$Version
[1] "1.6-4"

2. You seem to be using an old version of zoo.  With the latest
version of zoo on CRAN, 1.6-4, the index.column= documentation in
help(read.zoo) does document the list construction.

-- 
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
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email: ggrothendieck at gmail.com



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