子集 2 个日期之间的数据框 [英] Subset a dataframe between 2 dates

问题描述

自 1993 年以来，我一直在研究巴西指数 (IBOV) 的每日回报，我试图找出对两个日期之间的时间段进行子集划分的最佳方法.

I am working with daily returns from a Brazilian Index (IBOV) since 1993, I am trying to figure out the best way to subset for periods between 2 dates.

数据框(IBOV_RET)如下:

head(IBOV_RET)
        DATE    1D_RETURN
1 1993-04-28 -0.008163265
2 1993-04-29 -0.024691358
3 1993-04-30  0.016877637
4 1993-05-03  0.000000000
5 1993-05-04  0.033195021
6 1993-05-05 -0.012048193
...

我将 2 个变量 DATE1 和 DATE2 设置为日期

I set 2 variables DATE1 and DATE2 as dates

DATE1 <- as.Date("2014-04-01")
DATE2 <- as.Date("2014-05-05")

我能够使用此代码创建一个新子集:

I was able to create a new subset using this code:

TEST <- IBOV_RET[IBOV_RET$DATE >= DATE1 & IBOV_RET$DATE <= DATE2,]

它有效，但我想知道是否有更好的方法来对 2 个日期之间的数据进行子集化，也许使用 subset.

It worked, but I was wondering if there is a better way to subset the data between 2 date, maybe using subset.

推荐答案

正如@MrFlick 已经指出的那样，您没有绕过子集的基本逻辑.让您更轻松地对特定 data.frame 进行子集化的一种方法是定义一个函数，该函数在您的示例中接受两个输入，例如 DATE1 和 DATE2，然后返回IBOV_RET 根据这些子集参数的子集.

As already pointed out by @MrFlick, you dont get around the basic logic of subsetting. One way to make it easier for you to subset your specific data.frame would be to define a function that takes two inputs like DATE1 and DATE2 in your example and then returns the subset of IBOV_RET according to those subset parameters.

myfunc <- function(x,y){IBOV_RET[IBOV_RET$DATE >= x & IBOV_RET$DATE <= y,]}

DATE1 <- as.Date("1993-04-29")
DATE2 <- as.Date("1993-05-04")

Test <- myfunc(DATE1,DATE2)    

#> Test
#        DATE  X1D_RETURN
#2 1993-04-29 -0.02469136
#3 1993-04-30  0.01687764
#4 1993-05-03  0.00000000
#5 1993-05-04  0.03319502

您也可以直接在myfunc中输入具体日期:

You can also enter the specific dates directly into myfunc:

myfunc(as.Date("1993-04-29"),as.Date("1993-05-04")) #will produce the same result

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