A weird bug/feature that occurs when applying stats::lag to a date object and then using an order operation returns another date.
date1 <- as.Date("2016-01-01")
date2 <- as.Date("2016-12-31")
date1 < date2
#> [1] TRUE
date1 < lag(date2)
#> [1] "1970-01-02"
As it turns out, as.Date("1970-01-02") == structure(TRUE, class = "Date"). Similarly, date1 > lag(date2) yields as.Date("1970-01-01"), which is structure(FALSE, class = "Date"). So the logical answer appears to be getting coerced into a date object.
Looking at the underlying objects, we have:
dput(date2)
#> structure(17166, class = "Date")
dput(lag(date2))
#> structure(17166, class = "Date", .Tsp = c(0, 0, 1))
So it looks like the .Tsp argument to the structure is causing this issue.
From the R documentation for stats::tsp, the tsp attribute gives the start time in time units, the end time and the frequency of the object. Furthermore, from the R documentation for stats::lag, applying lag to an object automatically adds the tsp attribute to that object.
Consequently, is it documented as a feature (and not a bug) that applying an order operation (e.g. > or <) to a date object with a tsp attribute returns the logical output coerced to a date?
Related
I have a sample q below that contains three dates of dd/mm/yy in q$test
test
1 210376
2 141292
3 280280
I want to create a new covariate q$new that calculates the date difference from q$test to today.
I tried
q$new <- as.numeric(difftime(as.Date(q$test,format='%d/%m/%y'), as.Date(Sys.Date()), unit="weeks"))
But I receive an error message
Error in q$new <- as.numeric(difftime(as.Date(q$test, format =
"%d/%m/%y"), : object of type 'closure' is not subsettable
Do you have any idea whats wrong? Or have another solution?
q <- structure(list(test = c(210376L, 141292L, 280280L)), class = "data.frame", row.names = c(NA,
-3L))
You could do
as.numeric(difftime(Sys.Date(), as.Date(as.character(q$test), "%d%m%y"), units = "weeks"))
#[1] 2257.286 1384.143 2051.714
Few pointers -
1) Sys.Date is already of class "Date" so no need for as.Date there
2) as.Date was expecting a character string as input hence wrapped q$test in as.character
3) format in as.Date is used to represent the format we have as input and not the output we want. So in your case you used the format "%d/%m/%y" whereas the format you had was %d%m%y.
I am trying to convert an element of a matrix from what were Excel serial dates to a vector of Date objects before using plot().
I can create a vetor and I get the expected result:
library(chron)
# set date origin as defined in Excel
options(chron.origin = c(month=1, day=1, year=1900))
test_dates <- c(40917:40920)
test_dates
## [1] 40917 40918 40919 40920
chron(test_dates, out.format = "m/d/y")
## [1] 01/11/12 01/12/12 01/13/12 01/14/12
But when I try to use this on my actual vector, it does not work
# first 10 vlaues in vector
pivot_pred$date
## [1] 40917 40918 40919 40920 40921 40922 40923 40924 40925 40926...
chron(pivot_pred$date, out.format = "m/d/y")
## Error in chron(dates. = floor(dts), times. = tms, format = format, out.format = out.format, :
misspecified chron format(s) length
I'm sure this is simple but I have tried many variations and none worked. Any suggestions on what I'm doing wrong?
I'm working with minute data of NASDAQ, it has the index "2015-07-13 12:05:00 EST". I adjusted the system time with Sys.setenv(TZ = 'EST').
I want to program a simple buy/hold/sell strategy, therefore I create a vector of flat positions as a foundation.
pos_flat <- xts(rep(0, nrow(NASDAQ)), index(NASDAQ))
Then I want to apply a constraint, that in a certain time window, positions are bound to be flat, which in my case means equal to 1.
pos_flat["T13:41/T14:00"] <- 1
And this returns the error:
"Error in as.POSIXlt.POSIXct(.POSIXct(.index(x)), tz = indexTZ(x)) :invalid 'tz' value".
I also get this error doing other calculations, I just used this example because it is easy and shows the problem.
As extra information:
> Sys.timezone
function (location = TRUE)
{
tz <- Sys.getenv("TZ", names = FALSE)
if (nzchar(tz))
return(tz)
if (location)
return(.Internal(tzone_name()))
z <- as.POSIXlt(Sys.time())
zz <- attr(z, "tzone")
if (length(zz) == 3L)
zz[2L + z$isdst]
else zz[1L]
}
<bytecode: 0x03648ff4>
<environment: namespace:base>
I don't understand the problem with the tz value... Any ideas?
The source of your "invalid 'tz' value" error is because, for whatever reason, R doesn't accept tz = df$var. If you set tz = 'America/New_York' or some other character value, then it will work.
Better answer (instead of using force_tz below) for converting UTC times to various timezones based on location. It is also simpler and better than looping through or using a nested ifelse. I subset and change tz based on a timezone column (which my data already has, if not you can create it). Just make sure you account for all timezones in your data
(unique(df$timezone))
df$datetime2[df$timezone == 'America/New_York'] <- format(df$datetime, tz="America/New_York")[df$timezone == 'America/New_York']
df$datetime2[df$timezone == 'America/Chicago'] <- format(df$datetime, tz="America/Chicago")[df$timezone == 'America/Chicago']
df$datetime2[df$timezone == 'America/Denver'] <- format(df$datetime, tz="America/Denver")[df$timezone == 'America/Denver']
df$datetime2[df$timezone == 'America/Los_Angeles'] <- format(df$datetime, tz="America/Los_Angeles")[df$timezone == 'America/Los_Angeles']
Previous solution: Converting to Local Time in R - Vector of Timezones
require(lubridate)
require(dplyr)
df = data.frame(timestring = c("2015-12-12 13:34:56", "2015-12-14 16:23:32"), localzone = c("America/Los_Angeles", "America/New_York"), stringsAsFactors = F)
df$moment = as.POSIXct(df$timestring, format="%Y-%m-%d %H:%M:%S", tz="UTC")
df = df %>% rowwise() %>% mutate(localtime = force_tz(moment, localzone))
df
You are getting errors because "EST" is not a valid timezone specification. It's an abbreviation that's often used when printing and displaying timezones.
The index is printed as "2015-07-13 12:05:00 EST" because "EST" probably represents Eastern Standard Time in the United States. If you want to set the TZ environment variable to that timezone, you should use Sys.setenv() with Country/City notation:
Sys.setenv(TZ = "America/New_York")
You can also set the timezone in the xts constructor:
pos_flat <- xts(rep(0, nrow(NASDAQ)), index(NASDAQ), tzone = "America/New_York")
Your error occurs because of a misinterpretation of the time object. You need to have UNIX timestamps in order to use something like
pos_flat["T13:41/T14:00"] <- 1
Try a conversion of your indices by doing something like this:
index(NASDAQ) <- as.POSIXct(strptime(index(NASDAQ), "%Y-%m-%d %H:%M:%S"))
As you want to use EST, you have to change your environment variables (if you are not living in EST timezone). So all in all, this should work:
Sys.setenv(TZ = 'EST')
#load stuff
#...
index(NASDAQ) <- as.POSIXct(strptime(index(NASDAQ), "%Y-%m-%d %H:%M:%S"))
pos_flat <- xts(rep(0, nrow(NASDAQ)), index(NASDAQ))
pos_flat["T13:41/T14:00"] <- 1
For further information, have a look at the POSIXct and POSIXlt structures in R.
Best regards
I am trying to perform subtraction from threshold value and time value. Both vectors are as times data type from chron library.
section 1
dput(time)
structure(0.685162037037037, format = "h:m:s", class = "times")
dput(threshold)
structure(0.753472222222222, format = "h:m:s", class = "times")
when threshold is greater then time, it works as follows:
threshold-time
[1] 01:38:22
section 2
But when the time is greater than threshold value, I get some fraction number as follows:
dput(time)
structure(0.83318287037037, format = "h:m:s", class = "times")
dput(threshold)
structure(0.753472222222222, format = "h:m:s", class = "times")
threshold-time
[1] -0.07971065
I need to be able to get the same type of results as section 1. Any ideas how could this work. Is there any way to format the results in section 2 in terms of %H:%M:%S?
We can wrap with abs and get the %H:%M:%S format
abs(threshold-time)
#[1] 01:54:47
threshold-time
#[1] -0.07971065
If we do the reverse
time-threshold
#[1] 01:54:47
I'm trying to understand my difficulties in the past with inputting zoo objects. The following two uses of read.zoo give different results despite the default argument for tz supposedly being "" and that is the only difference between the two read.zoo calls:
Lines <- "2013-11-25 12:41:21 2
2013-11-25 12:41:22.25 2
2013-11-25 12:41:22.75 75
2013-11-25 12:41:24.22 3
2013-11-25 12:41:25.22 1
2013-11-25 12:41:26.22 1"
library(zoo)
z <- read.zoo(text = Lines, index = 1:2)
> dput(z)
structure(c(2L, 2L, 75L, 3L, 1L, 1L), index = structure(c(16034,
16034, 16034, 16034, 16034, 16034), class = "Date"), class = "zoo")
z <- read.zoo(text = Lines, index = 1:2, tz="")
> dput(z)
structure(c(2L, 2L, 75L, 3L, 1L, 1L), index = structure(c(1385412081,
1385412082.25, 1385412082.75, 1385412084.22, 1385412085.22, 1385412086.22
), class = c("POSIXct", "POSIXt"), tzone = ""), class = "zoo")
>
The answer (of course) is in the sources for read.zoo(), wherein there is:
....
ix <- if (missing(format) || is.null(format)) {
if (missing(tz) || is.null(tz))
processFUN(ix)
else processFUN(ix, tz = tz)
}
else {
if (missing(tz) || is.null(tz))
processFUN(ix, format = format)
else processFUN(ix, format = format, tz = tz)
}
....
Even though the default for tz is "", in your first case tz is considered missing (by missing()) and hence processFUN(ix) is used. When you set tz = "", it is no longer missing and hence you get processFUN(ix, tz = tz).
Without looking at the details of read.zoo() this could possibly be handled better by having tz = NULL or tz (no default) in the arguments and then in the code, if tz needs to be set to "" for some reason, do:
if (missing(tz) || is.null(tz)) {
tz <- ""
}
or perhaps this is not even needed if all the is required is to avoid the confusion about the two different calls?
Effectively, the default index class is "Date" unless tz is used in which case the default is "POSIXct". Thus the first example in the question gives "Date" class since that is the default and the second "POSIXct" since tz was specified.
If you want to specify the class without making use of these defaults then to be explicit use the FUN argument:
read.zoo(...whatever..., FUN = as.Date)
read.zoo(...whatever..., FUN = as.POSIXct) # might need FUN=paste,FUN2=as.POSIXct
read.zoo(...whatever..., FUN = as.yearmon)
# etc.
The FUN argument can also take a custom function as shown in the examples in the package.
Note that it always assumes standard formats (e.g. "%Y-%m-%d" in the case of "Date" class) if no format is specified and never tries to automatically determine the format.
The way it works is explained in detail in ?read.zoo and there are many examples in ?read.zoo (there are 78 lines of code in the examples section) as well as in an entire vignette (one of six vignettes) dedicated just to read.zoo" : Reading Data in zoo.
Added Have expanded the above. Also, in the development version of zoo available here the heuristic has been improved and with that improvement the first example in the question does recognize the date/times and chooses POSIXct. Also some clarification of the simple heuristic has been added to the read.zoo help file so that the many examples provided do not have to be relied upon as much.
Here are some examples. Note that the heuristic referred to is a heuristic to determine the class of the time index only. It can only identify "numeric", "Date" and "POSIXct" classes. The heuristic cannot identify other classes (although you can specify them yourself using FUN=). Also the heuristic does not identify formats. If the format is not provided using format= or implicitly through FUN= then standard format is assumed, e.g. "%Y-%m-%d" in the case of "Date".
Lines <- "2013-11-25 12:41:21 2
2013-12-25 12:41:22.25 3
2013-12-26 12:41:22.75 8"
# explicit. Uses POSIXct.
z <- read.zoo(text = Lines, index = 1:2, FUN = paste, FUN2 = as.POSIXct)
# tz implies POSIXct
z <- read.zoo(text = Lines, index = 1:2, tz = "")
# heuristic: Date now; devel ver uses POSIXct
z <- read.zoo(text = Lines, index = 1:2)
Lines <- "2013-11-251 2
2013-12-25 3
2013-12-26 8"
z <- read.zoo(text = Lines, FUN = as.Date) # explicit. Uses Date.
z <- read.zoo(text = Lines, format = "%Y-%m-%d") # format & no tz implies Date
z <- read.zoo(text = Lines) # heuristic: Date
Note:
(1) In general, its safer to be explicit by using FUN or by using tz and/or format as opposed to relying on the heuristic. If you are explicit by using FUN or semi-explicit by using tz and/or format then there is no change between the current and the development versions of read.zoo.
(2) Its safer to rely on the documentation rather than the internals as the internals can change without warning and in fact have changed in the development version. If you really want to look at the code despite this then the key statement that selects the class of the index if FUN is not explicitly defined is the if (is.null(FUN)) ... statement in the read.zoo source.
(3) I recommend using read.zoo as being easier, direct and compact rather than workarounds such as read.table followed by zoo. I have been using read.zoo for years as have many others and it seems pretty solid to me but if anyone finds specific problems with read.zoo or with the documentation (always possible since there is quite a bit of it) they can always be reported. Even though the package has been around for years improvements are still being made.
I suspect your use of read.zoo tripped you up. Here is what I did:
library(zoo)
tt <- read.table(text=Lines)
z <- zoo(as.integer(tt[,3]), order.by=as.POSIXct(paste(tt[,1], tt[,2])))
Now z is a proper zoo object:
R> z
2013-11-25 12:41:21.00 2013-11-25 12:41:22.25 2013-11-25 12:41:22.75
2 2 75
2013-11-25 12:41:24.22 2013-11-25 12:41:25.22 2013-11-25 12:41:26.22
3 1 1
R> class(z)
[1] "zoo"
R> class(index(z))
[1] "POSIXct" "POSIXt"
R>
And by making sure I used a POSIXct object for the index, I am in fact getting a POSIXct object back.