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Re: R and read.irts

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mark leeds-4

Re: R and read.irts

I thought r-help let you
attach asci files but
I don't think it does now
so below is a sample of my data set.

Thanks again.

09:40:08.5238,67.00,33
09:40:09.1968,67.00,2
09:40:09.7945,67.00,2
09:40:09.7975,67.00,2
09:40:09.8318,66.99,-3
09:40:17.6335,66.95,3
09:41:09.3393,66.95,6
09:41:11.1482,66.95,-1
09:42:07.4552,66.90,-5
09:42:12.5823,66.85,-5
09:42:14.4329,66.80,-2
09:42:16.2443,66.75,-2
09:43:04.1058,66.70,-2
09:44:16.2121,66.65,-6
09:44:21.5150,66.60,-7
09:44:25.6575,66.57,-2
09:44:29.5285,66.55,-8
09:44:33.2789,66.54,-2
09:44:38.5528,66.55,1
09:44:39.2230,66.55,1
09:44:59.7104,66.58,12
09:45:00.7885,66.59,2
09:45:10.8272,66.62,1
09:45:11.6823,66.65,1
09:45:13.2348,66.75,7
09:45:14.4443,66.74,1
09:45:16.3109,66.75,2
09:45:18.3270,66.80,1
09:45:42.1371,66.86,-6
09:45:44.5825,66.80,-5
09:46:15.3339,66.97,1
09:46:15.9808,66.97,2
09:46:20.8899,67.00,5
09:46:31.2155,67.03,2
09:46:31.2191,67.00,-10
09:46:32.8894,67.03,-6
09:46:44.0140,67.50,53
09:46:56.0595,67.45,-1
09:46:57.2567,67.46,2
09:48:06.0436,67.30,6
09:48:07.7098,67.29,1
09:48:08.9179,67.26,-3
09:48:09.6386,67.26,-1
09:48:09.6518,67.26,-1
09:48:28.6469,67.26,-2
09:48:29.7615,67.25,-5
09:48:30.0150,67.25,-2
09:48:30.0286,67.26,2
09:48:31.3576,67.25,-3
09:48:31.3691,67.25,-1
09:48:31.6511,67.26,2
09:48:33.2846,67.26,10
09:48:33.8989,67.25,-4
09:48:34.9265,67.26,10
09:48:54.3861,67.26,3
09:48:56.2098,67.23,-3
09:48:59.0664,67.20,-1
09:49:27.1401,67.20,-1
09:49:33.7843,67.10,-2
09:50:01.0211,67.00,-7
09:50:01.8044,67.00,-1
09:50:18.6195,67.00,1
09:50:43.9515,67.01,3
09:50:44.2924,67.01,6
09:50:45.4829,67.01,5
09:50:49.1846,67.05,10
09:51:17.9104,67.05,7
09:51:20.3488,67.09,2
09:51:41.7684,67.09,-2
09:51:43.1375,67.09,-2
09:51:47.7718,67.09,1
09:51:48.4666,67.10,1
09:51:49.2406,67.10,2
09:52:14.1491,67.10,3
09:52:19.8536,67.05,-1
09:52:48.1685,67.09,1
09:53:45.2387,67.08,-1
09:53:51.6611,67.08,-2
09:53:54.0639,67.09,3
09:55:07.0671,66.99,5
09:55:12.5074,66.90,-7

-----Original Message-----
From: Mark Leeds
Sent: Wednesday, December 28, 2005 6:42 PM
To: '[hidden email]'
Subject: FW: R and read.irts

I have never worked with R before so I am
sorry if this is a bad question but I've
tried and tried ( all day ) and I can't figure this
problem out. I have the code below and I included the
data file as an attachment.

The code works in term of reading in the data
correctly but when the graph gets
created, the xaxis is really strangely/incorrectly
labelled. I have been trying
to understand this Posixct stuff in R but
I think this is where my knowledge is lacking and is maybe causing the
problem ?
Thank you very much.

I am using R in windows but through cygwin if that matters
but I doubt it does. Thanks again.

Mark

------------------------------------------------------------------------
------------------------------------------------------------------------
---------------------------------

postscript(file="burp.ps")

library(quadprog)
library(zoo)
library(tseries)

temp<-read.irts('~/ml/research/data/highfreq.dat',format="%H:%M:%S",tz="
GMT",sep=",",header=FALSE,row.names=NULL,
col.names=c("transdate","transprice","transamount"))

temp

plot(temp,type="l",xlab="Time",ylab=NULL,main=NULL,ylim=NULL)

------------------------------------------------------------------------
------------------------------------------------------------------------
-----------------------------------------

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This email and any files transmitted with it are confidentia...{{dropped}}

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Gabor Grothendieck

Re: R and read.irts

I guess we are posting at the same time since I got this after
I posted a prior reply. Anyways, try this and also review the
R News article I mentioned previously as well as the zoo vignette
[i.e. library(zoo); vignette("zoo") ]

library(zoo)
library(chron)
z <- read.zoo(myfile, FUN = times, sep = ",", col.names = letters[1:3])
plot(z)

On 12/28/05, Mark Leeds <[hidden email]> wrote:

> I thought r-help let you
> attach asci files but
> I don't think it does now
> so below is a sample of my data set.
>
> Thanks again.
>
> 09:40:08.5238,67.00,33
> 09:40:09.1968,67.00,2
> 09:40:09.7945,67.00,2
> 09:40:09.7975,67.00,2
> 09:40:09.8318,66.99,-3
> 09:40:17.6335,66.95,3
> 09:41:09.3393,66.95,6
> 09:41:11.1482,66.95,-1
> 09:42:07.4552,66.90,-5
> 09:42:12.5823,66.85,-5
> 09:42:14.4329,66.80,-2
> 09:42:16.2443,66.75,-2
> 09:43:04.1058,66.70,-2
> 09:44:16.2121,66.65,-6
> 09:44:21.5150,66.60,-7
> 09:44:25.6575,66.57,-2
> 09:44:29.5285,66.55,-8
> 09:44:33.2789,66.54,-2
> 09:44:38.5528,66.55,1
> 09:44:39.2230,66.55,1
> 09:44:59.7104,66.58,12
> 09:45:00.7885,66.59,2
> 09:45:10.8272,66.62,1
> 09:45:11.6823,66.65,1
> 09:45:13.2348,66.75,7
> 09:45:14.4443,66.74,1
> 09:45:16.3109,66.75,2
> 09:45:18.3270,66.80,1
> 09:45:42.1371,66.86,-6
> 09:45:44.5825,66.80,-5
> 09:46:15.3339,66.97,1
> 09:46:15.9808,66.97,2
> 09:46:20.8899,67.00,5
> 09:46:31.2155,67.03,2
> 09:46:31.2191,67.00,-10
> 09:46:32.8894,67.03,-6
> 09:46:44.0140,67.50,53
> 09:46:56.0595,67.45,-1
> 09:46:57.2567,67.46,2
> 09:48:06.0436,67.30,6
> 09:48:07.7098,67.29,1
> 09:48:08.9179,67.26,-3
> 09:48:09.6386,67.26,-1
> 09:48:09.6518,67.26,-1
> 09:48:28.6469,67.26,-2
> 09:48:29.7615,67.25,-5
> 09:48:30.0150,67.25,-2
> 09:48:30.0286,67.26,2
> 09:48:31.3576,67.25,-3
> 09:48:31.3691,67.25,-1
> 09:48:31.6511,67.26,2
> 09:48:33.2846,67.26,10
> 09:48:33.8989,67.25,-4
> 09:48:34.9265,67.26,10
> 09:48:54.3861,67.26,3
> 09:48:56.2098,67.23,-3
> 09:48:59.0664,67.20,-1
> 09:49:27.1401,67.20,-1
> 09:49:33.7843,67.10,-2
> 09:50:01.0211,67.00,-7
> 09:50:01.8044,67.00,-1
> 09:50:18.6195,67.00,1
> 09:50:43.9515,67.01,3
> 09:50:44.2924,67.01,6
> 09:50:45.4829,67.01,5
> 09:50:49.1846,67.05,10
> 09:51:17.9104,67.05,7
> 09:51:20.3488,67.09,2
> 09:51:41.7684,67.09,-2
> 09:51:43.1375,67.09,-2
> 09:51:47.7718,67.09,1
> 09:51:48.4666,67.10,1
> 09:51:49.2406,67.10,2
> 09:52:14.1491,67.10,3
> 09:52:19.8536,67.05,-1
> 09:52:48.1685,67.09,1
> 09:53:45.2387,67.08,-1
> 09:53:51.6611,67.08,-2
> 09:53:54.0639,67.09,3
> 09:55:07.0671,66.99,5
> 09:55:12.5074,66.90,-7
>
>
>
> -----Original Message-----
> From: Mark Leeds
> Sent: Wednesday, December 28, 2005 6:42 PM
> To: '[hidden email]'
> Subject: FW: R and read.irts
>
> I have never worked with R before so I am
> sorry if this is a bad question but I've
> tried and tried ( all day ) and I can't figure this
> problem out. I have the code below and I included the
> data file as an attachment.
>
> The code works in term of reading in the data
> correctly but when the graph gets
> created, the xaxis is really strangely/incorrectly
> labelled. I have been trying
> to understand this Posixct stuff in R but
> I think this is where my knowledge is lacking and is maybe causing the
> problem ?
> Thank you very much.
>
> I am using R in windows but through cygwin if that matters
> but I doubt it does. Thanks again.
>
> Mark
>
> ------------------------------------------------------------------------
> ------------------------------------------------------------------------
> ---------------------------------
>
> postscript(file="burp.ps")
>
> library(quadprog)
> library(zoo)
> library(tseries)
>
> temp<-read.irts('~/ml/research/data/highfreq.dat',format="%H:%M:%S",tz="
> GMT",sep=",",header=FALSE,row.names=NULL,
> col.names=c("transdate","transprice","transamount"))
>
> temp
>
> plot(temp,type="l",xlab="Time",ylab=NULL,main=NULL,ylim=NULL)
>
> ------------------------------------------------------------------------
> ------------------------------------------------------------------------
> -----------------------------------------
>
>
>
>
>
>
> **********************************************************************
> This email and any files transmitted with it are confidentia...{{dropped}}
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html