在R(更好的方式)中设置两个日期之间的数据帧 [英] Subset a dataframe between 2 dates in R (Better Way)
问题描述
自1993年以来,我正在从巴西指数(IBOV)开始每日收益,我想找出在两个日期之间的时间段的最佳方式。
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
...
我设置2个变量 DATE1
和 DATE2
as dates
I set 2 variables DATE1
and DATE2
as dates
DATE1 <- as.Date("2014-04-01")
DATE2 <- as.Date("2014-05-05")
我可以使用这段代码创建一个新的子集: / p>
I was able to create a new subset using this code:
TEST <- IBOV_RET[IBOV_RET$DATE >= DATE1 & IBOV_RET$DATE <= DATE2,]
它工作,但我想知道是否有更好的方式将数据分组到2日期之间,也许使用子集。
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
如@MrFlick已经指出的那样,子集的基本逻辑。一种方法可以让您更容易地将您的特定数据分组。框架将定义一个函数,它需要两个输入,例如 DATE1
和 DATE2
,然后根据这些子参数返回 IBOV_RET
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
您还可以直接输入特定日期 myfunc
:
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
这篇关于在R(更好的方式)中设置两个日期之间的数据帧的文章就介绍到这了,希望我们推荐的答案对大家有所帮助,也希望大家多多支持IT屋!