Here is one way to break it down to years.
> x <- " open high low close hc lc
+ 2004-12-29 4135 4135 4106 4116 8 -21
+ 2004-12-30 4120 4131 4115 4119 15 -1
+ 2004-12-31 4123 4124 4114 4117 5 -5
+ 2005-01-04 4106 4137 4103 4137 20 -14
+ 2005-01-06 4085 4110 4085 4096 10 -15
+ 2005-01-10 4133 4148 4122 4139 15 -11
+ 2005-01-11 4142 4158 4127 4130 19 -12
+ 2005-01-12 4113 4138 4112 4127 18 8"
>
> xIn <- read.table(textConnection(x), header=TRUE)
> x.zoo <- zoo(xIn, as.POSIXct(row.names(xIn)))
> sapply(split(x.zoo, format(index(x.zoo), "%Y")), function(.year){
+ sum(.year[,'lc'] < 0) / sum(.year[,'hc'] > 0)
+ })
2004 2005
1.0 0.8
On 5/27/07, Alfonso Sammassimo <[EMAIL PROTECTED]> wrote:
>
> Dear R-experts,
>
> Sorry if I've overlooked a simple solution here. I have calculated a
> proportion of the number of observations which meet a criteria, applied to
> five years of data. How can I break down this proportion statistic for
> each
> year?
>
> For example (data in zoo format):
>
> open high low close hc lc
> 2004-12-29 4135 4135 4106 4116 8 -21
> 2004-12-30 4120 4131 4115 4119 15 -1
> 2004-12-31 4123 4124 4114 4117 5 -5
> 2005-01-04 4106 4137 4103 4137 20 -14
> 2005-01-06 4085 4110 4085 4096 10 -15
> 2005-01-10 4133 4148 4122 4139 15 -11
> 2005-01-11 4142 4158 4127 4130 19 -12
> 2005-01-12 4113 4138 4112 4127 18 8
>
> Statistic of interest is proportion of times that sign of "hc" is positive
> and sign of "lc" is negative on any given day. Looking to return something
> like:
>
> Yr Prop
> 2004 1.0
> 2005 0.8
>
> Along these lines, if I have datasets A and B, where B is a subset of A,
> can
> I use the number of matching dates to calculate the yearly proportions in
> question?
>
> Thanks,
> Alfonso Sammassimo
> Melbourne Australia
>
> ______________________________________________
> [email protected] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
Jim Holtman
Cincinnati, OH
+1 513 646 9390
What is the problem you are trying to solve?
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
