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Group by period .apply () in xts

Hi I have an xts object with 4 variables (2 id vars and 2 measures):

> head(mi_xts)

                     squareId country     smsIN     smsOUT
2013-12-01 00:00:00     9999      39 0.4953734 0.93504713
2013-12-01 00:10:00     9999      39 0.1879042 0.50057622
2013-12-01 00:20:00     9996      39 0.5272736 0.25643745
2013-12-01 00:30:00     9996      39 0.0965593 0.25249854
2013-12-01 00:40:00     9999      39 1.2104980 0.49123277
2013-12-01 00:50:00     9999      39 0.4756599 0.09913715

I would like to use period.apply, which returns the average of smsIN and smsOUT group by squareId (I don't care about the country) over a period of days. I just wrote this code:

days <- endpoints(mi_xts, on = "days")
mi_xts.1d<- period.apply(mi_xts, INDEX = days, FUN = mean)

but obviously i only get 1 line result:

                    squareId country     smsIN    smsOUT
2013-12-01 23:50:00   9995.5      39 0.8418086 0.6644908

Any suggestions?

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1 answer


You need to split

on "squareId"

, aggregate with apply.daily

, then rbind

everything back together.



s <- split(mi_xts, mi_xts$squareId)
a <- lapply(s, function(x) apply.daily(x, mean))
r <- do.call(rbind, a)
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