复制每日期间的最后一个值 [英] Copy down last value over a daily period

问题描述

我有一个多日 XTS 对象，我正在尝试创建一个指标，该指标一旦为真，就在当天剩余时间内保持为真.我正在尝试的方法(但它不起作用)是将 na.locf 函数与 apply daily 结合起来:

I have a multi-day XTS object, and I am trying to create an indicator that once true, remains true for the rest of the day. The approach I am trying (but its not working) is combining the na.locf function with the apply daily:

output <- apply.daily(x, na.locf)

可重现的代码:

y <- as.xts(c(NA,NA,1,NA,NA,NA,NA,NA,NA),as.POSIXct(c(
                                   "2010-01-05 00:00:00", "2010-01-05 00:04:00", "2010-01-05 00:08:00", 
                                   "2010-01-05 00:12:00", "2010-01-05 00:16:00", "2010-01-05 00:20:00",
                                   "2010-01-06 00:00:00", "2010-01-06 00:04:00", "2010-01-06 00:08:00")))

期望的输出是在当天剩下的时间里复制1".所以:

Desired output is to copy down the '1' for the rest of that day. so:

y <- as.xts(c(NA,NA,1,1,1,1,NA,NA,NA),as.POSIXct(c(
                                   "2010-01-05 00:00:00", "2010-01-05 00:04:00", "2010-01-05 00:08:00", 
                                   "2010-01-05 00:12:00", "2010-01-05 00:16:00", "2010-01-05 00:20:00",
                                   "2010-01-06 00:00:00", "2010-01-06 00:04:00", "2010-01-06 00:08:00")))

推荐答案

一种选择是

y1 <- ave(y, as.Date(index(y)), FUN= function(x) na.locf(x, na.rm=FALSE))
y1
#                      [,1]
#2010-01-05 00:00:00   NA
#2010-01-05 00:04:00   NA
#2010-01-05 00:08:00    1
#2010-01-05 00:12:00    1
#2010-01-05 00:16:00    1
#2010-01-05 00:20:00    1
#2010-01-06 00:00:00   NA
#2010-01-06 00:04:00   NA
#2010-01-06 00:08:00   NA

str(y1)
# An ‘xts’ object on 2010-01-05/2010-01-06 00:08:00 containing:
#  Data: num [1:9, 1] NA NA 1 1 1 1 NA NA NA
#  Indexed by objects of class: [POSIXct,POSIXt] TZ: 
#  Original class: 'double'  
# xts Attributes:  
# NULL

str(y)
#An ‘xts’ object on 2010-01-05/2010-01-06 00:08:00 containing:
#  Data: num [1:9, 1] NA NA 1 NA NA NA NA NA NA
#  Indexed by objects of class: [POSIXct,POSIXt] TZ: 
#  Original class: 'double'  
#  xts Attributes:  
# NULL

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