如何快速将数据框中的时间列分组为间隔？

Question

假设在R中,我有一个data.frame,第一列代表时间(如POSIXct).其余列(例如,列2)是数字数据.

我想将时间分为3分钟.每个间隔将是落入该特定间隔的值的平均值.

现在,我有一个for循环,遍历时间列并动态生成间隔.我想知道是否有一种更优雅的方式来完成同样的事情？

提前致谢.

德里克

Answer 1

我认为像下面这样的命令会返回一个列为3分钟间隔的值的列表.(v是数据框datecol的名称,是日期列的名称)

library(plyr)

v<-data.frame(datecol=as.POSIXct(c(
  "2010-01-13 03:02:38 UTC",
  "2010-01-13 03:03:14 UTC",
  "2010-01-13 03:05:52 UTC",
  "2010-01-13 03:07:42 UTC",
  "2010-01-13 03:09:38 UTC",
  "2010-01-13 03:10:14 UTC",
  "2010-01-13 03:12:52 UTC",
  "2010-01-13 03:13:42 UTC",
  "2010-01-13 03:15:42 UTC",
  "2010-01-13 03:16:38 UTC",
  "2010-01-13 03:18:14 UTC",
  "2010-01-13 03:21:52 UTC",
  "2010-01-13 03:22:42 UTC",
  "2010-01-13 03:24:19 UTC",
  "2010-01-13 03:25:19 UTC"
)), x = cumsum(runif(15)*10),y=cumsum(runif(15)*20))


dlply(v,.(cut(datecol,"3 min")),"[")

Answer 2

动物园和xts软件包在这方面表现优异,并且有大量的文档.这是一个预制的to.minutes3,但我也使用aggregate.zoo()自定义函数手动执行相同的操作:

> library(xts)
> x <- xts(cumsum(abs(rnorm(20))), Sys.time()+60*(0:19))
> x
                       [,1]
2010-05-27 14:44:25  1.2870
2010-05-27 14:45:25  3.3187
2010-05-27 14:46:25  4.0976
2010-05-27 14:47:25  5.3304
2010-05-27 14:48:25  6.9415
2010-05-27 14:49:25  7.4508
2010-05-27 14:50:25  8.5281
2010-05-27 14:51:25  8.7145
2010-05-27 14:52:25  9.0120
2010-05-27 14:53:25 10.5063
2010-05-27 14:54:25 11.6312
2010-05-27 14:55:25 11.9813
2010-05-27 14:56:25 13.8883
2010-05-27 14:57:25 14.1696
2010-05-27 14:58:25 14.3269
2010-05-27 14:59:25 14.6768
2010-05-27 15:00:25 15.4926
2010-05-27 15:01:25 16.8408
2010-05-27 15:02:25 18.7739
2010-05-27 15:03:25 19.7815
> to.minutes3(x)
                     x.Open  x.High   x.Low x.Close
2010-05-27 14:44:25  1.2870  1.2870  1.2870  1.2870
2010-05-27 14:47:25  3.3187  5.3304  3.3187  5.3304
2010-05-27 14:50:25  6.9415  8.5281  6.9415  8.5281
2010-05-27 14:53:25  8.7145 10.5063  8.7145 10.5063
2010-05-27 14:56:25 11.6312 13.8883 11.6312 13.8883
2010-05-27 14:59:25 14.1696 14.6768 14.1696 14.6768
2010-05-27 15:02:25 15.4926 18.7739 15.4926 18.7739
2010-05-27 15:03:25 19.7815 19.7815 19.7815 19.7815
>