将时间序列中的列按其第一个值在R中分割。

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英文:

How to divide the columns in a time series by their first value in R?

问题

以下是代码的中文翻译部分:

我已经让下面的代码工作了。但一定有更好的方法。

    file <- "http://s3.amazonaws.com/assets.datacamp.com/production/course_1127/datasets/tmp_file.csv"
    x <- read.csv(file = file)
    ts <- xts(x = x,  order.by = as.Date(rownames(x), "%m/%d/%Y"))
    cd=coredata(ts)
    for (j in 1:length(names(ts)))  cd[,j]<-cd[,j]/cd[1,j]
    for (j in 1:length(names(ts))) ts[,j]<-cd[,j]
英文:

I have the code below working. But there must be a better way.

file &lt;- &quot;http://s3.amazonaws.com/assets.datacamp.com/production/course_1127/datasets/tmp_file.csv&quot;
x &lt;- read.csv(file = file)
ts &lt;- xts(x = x,  order.by = as.Date(rownames(x), &quot;%m/%d/%Y&quot;))
cd=coredata(ts)
for (j in 1:length(names(ts)))  cd[,j]&lt;-cd[,j]/cd[1,j]
for (j in 1:length(names(ts))) ts[,j]&lt;-cd[,j]

答案1

得分: 2

你可以通过重复所需的缩放行来创建一个矩阵,然后将原始数据除以该缩放矩阵:

> ts <- xts(x = x,  order.by = as.Date(rownames(x), "%m/%d/%Y"))
> ts
           a b
2015-01-02 1 3
2015-02-03 2 4
> m <- matrix(rep(coredata(ts)[1,], nrow(ts)), ncol = 2, byrow = TRUE)
> m
     [,1] [,2]
[1,]    1    3
[2,]    1    3
> coredata(ts) <- coredata(ts) / m
> ts
           a       b
2015-01-02 1 1.00000
2015-02-03 2 1.33333
> 

这很简洁,但可能会占用更多内存。 @TarJae 的回答可能更节省内存,我已经点赞了。

英文:

You can create a matrix from your desired scaling row by repeating the row, and then divide the original data by that scaling matrix:

&gt; ts &lt;- xts(x = x,  order.by = as.Date(rownames(x), &quot;%m/%d/%Y&quot;))
&gt; ts
           a b
2015-01-02 1 3
2015-02-03 2 4
&gt; m &lt;- matrix(rep(coredata(ts)[1,], nrow(ts)), ncol = 2, byrow = TRUE)
&gt; m
     [,1] [,2]
[1,]    1    3
[2,]    1    3
&gt; coredata(ts) &lt;- coredata(ts) / m
&gt; ts
           a       b
2015-01-02 1 1.00000
2015-02-03 2 1.33333
&gt; 

That is concise, but the expense of memory. The answer by @TarJae is as nice but possiblt memory efficient so I already upvoted it.

答案2

得分: 1

我们可以使用 apply 将每列除以其第一个值:

file <- "http://s3.amazonaws.com/assets.datacamp.com/production/course_1127/datasets/tmp_file.csv"
x <- read.csv(file = file)

library(xts)
ts <- xts(x = x, order.by = as.Date(rownames(x), "%m/%d/%Y"))

ts <- apply(ts, 2, function(x) x / x[1])

           a        b
2015-01-02 1 1.000000
2015-02-03 2 1.333333
英文:

We can use apply to divide each column by its first value:

file &lt;- &quot;http://s3.amazonaws.com/assets.datacamp.com/production/course_1127/datasets/tmp_file.csv&quot;
x &lt;- read.csv(file = file)

library(xts)
ts &lt;- xts(x = x, order.by = as.Date(rownames(x), &quot;%m/%d/%Y&quot;))

ts &lt;- apply(ts, 2, function(x) x / x[1])

           a        b
2015-01-02 1 1.000000
2015-02-03 2 1.333333

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  • 本文由 发表于 2023年5月8日 00:18:10
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