Werte in Subintervallen replizieren?

Unten ist ein Beispiel Variable aus einer Liste von data.frames:Werte in Subintervallen replizieren?

 EUR.CLOSE 
2014-08-28 1.3182 
2014-08-29 1.3132 
2014-09-01 1.3128 
2014-09-02 1.3133 
2014-09-03 1.3150 
2014-09-04 1.2944 
2014-09-05 1.2951 
2014-09-08 1.2895 
2014-09-09 1.2937 
2014-09-10 1.2917

I Zeilenintervalle haben, die auf Basis von bestimmten Signalen berechnet werden. In diesem Fall sind die berechneten Zeilenintervalle rowintv <- c(5,10,17,22). Ich benutze dann die folgende Funktion das Maximum innerhalb dieser Intervalle zu erhalten:

max.value <- sapply(seq_along(rowintv), function(x) max(data[findInterval(seq_along(data), rowintv, left.open = TRUE) == (x - 1)]))

Und das gibt [1] 1.3182 1.2951 1.2963 1.2849

Allerdings möchte ich rep verwenden, um diese Maximalwerte in meine Nähe Preise innerhalb der richtigen Subintervalle anhängen, oder mit anderen Worten möchte ich einen Ausgang, so dass:

   EUR.CLOSE max.val 
2014-08-28 1.3182  1.3182 (interval 1:5) 
2014-08-29 1.3132  1.3182 
2014-09-01 1.3128  1.3182 
2014-09-02 1.3133  1.3182 
2014-09-03 1.3150  1.3182 
2014-09-04 1.2944  1.2951 (interval 6:10) 
2014-09-05 1.2951  1.2951 
2014-09-08 1.2895  1.2951 
2014-09-09 1.2937  1.2951 
2014-09-10 1.2917  1.2951

EDIT: Wie ich denke, dies umzusetzen:

Ich möchte eine 0 in meine Liste der data.frames einfügen, dann die Differenz zwischen den Intervallen zwischen den einzelnen Perioden nehmen und die Maximalwerte durch die Unterschiede replizieren. Für das Spielzeug Daten über, würde dies mit der Arbeit:

> row.intv <- c(0, rowintv) 
> diff(eur.intv) 
> [1] 5, 5, 7, 5 
> sapply(1:length(eur.max), function(x) rep(eur.max[x], each=iterated[x]))

aber ich laufe in Schwierigkeiten, wenn ich die von data.frames auf eine Liste versuchen übersetzen:

retrieve.atr <- function(x){ 
    #Gets intervals 
    sig.intv <- which(newtrendsig[[x]][,3] != lag(newtrendsig[[x]][,3])) 
    #Gets max 
    max.val <- sapply(seq_along(sig.intv), function(y) max(newtrendsig[[x]][findInterval(seq_along(newtrendsig[[x]][,4]), sig.intv, left.open = TRUE) == (y - 1),4])) 

    #Adds 0 to the beginning to row index corresponding to signal interval 
    sig.intv <- sapply(1:length(sig.intv), function(x) sig.intv[[x]] <- c(0, sig.intv[[x]])) 

    #Takes difference to get number of replicates 
    iterate <- sapply(1:length(sig.intv), function(x) diff(sig.intv[[x]])) 

    #Replicates maximum values 
    max.vals <- sapply(1:length(max.val), function(x) rep(max.val[[x]], each=iterate[[x]])) 

    return(max.vals) 
}

Ich erhalte der Fehler Error in sig.intv[[x]] <- c(0, sig.intv[[x]]) : more elements supplied than there are to replace.

Hilfe wäre sehr willkommen! Probe dput unten angehängt:

structure(list(EUR.20D = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1), EUR.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1), EUR.20D.1 = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
    EUR.CLOSE.1 = c(1.0683, 1.0698, 1.0655, 1.0643, 1.0598, 1.0578, 
    1.0601, 1.0674, 1.0616, 1.0614, 1.0536, 1.0558, 1.0582)), .Names = c("EUR.20D", 
"EUR.CLOSE", "EUR.20D.1", "EUR.CLOSE.1"), row.names = c("2017-02-07", 
"2017-02-08", "2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", 
"2017-02-15", "2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", 
"2017-02-22", "2017-02-23"), class = "data.frame") 
structure(list(JPY.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), JPY.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), JPY.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), JPY.CLOSE.1 = c(112.39, 111.93, 113.25, 
113.22, 113.74, 114.26, 114.16, 113.24, 112.84, 113.1, 113.68, 
113.31, 112.61)), .Names = c("JPY.20D", "JPY.CLOSE", "JPY.20D.1", 
"JPY.CLOSE.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(GBP.20D = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1), GBP.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1), GBP.20D.1 = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
    GBP.CLOSE.1 = c(1.2509, 1.2541, 1.2497, 1.2491, 1.2526, 1.2468, 
    1.2461, 1.2489, 1.2412, 1.2463, 1.2473, 1.245, 1.2556)), .Names = c("GBP.20D", 
"GBP.CLOSE", "GBP.20D.1", "GBP.CLOSE.1"), row.names = c("2017-02-07", 
"2017-02-08", "2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", 
"2017-02-15", "2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", 
"2017-02-22", "2017-02-23"), class = "data.frame") 
structure(list(CHF.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), CHF.OPEN = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), CHF.CLOSE.1 = c(-1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1, -1, -1), CHF.OPEN.1 = c(0.9978, 0.9947, 
1.0017, 1.0024, 1.0057, 1.0062, 1.0055, 0.9971, 1.0026, 1.0028, 
1.0097, 1.0103, 1.0063)), .Names = c("CHF.CLOSE", "CHF.OPEN", 
"CHF.CLOSE.1", "CHF.OPEN.1"), row.names = c("2017-02-07", "2017-02-08", 
"2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", 
"2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", 
"2017-02-23"), class = "data.frame") 
structure(list(AUD.20D = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1), AUD.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1), AUD.20D.1 = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
    AUD.CLOSE.1 = c(0.7628, 0.7645, 0.7625, 0.7674, 0.764, 0.7663, 
    0.771, 0.7694, 0.7664, 0.7688, 0.7675, 0.7703, 0.7715)), .Names = c("AUD.20D", 
"AUD.CLOSE", "AUD.20D.1", "AUD.CLOSE.1"), row.names = c("2017-02-07", 
"2017-02-08", "2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", 
"2017-02-15", "2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", 
"2017-02-22", "2017-02-23"), class = "data.frame") 
structure(list(CAD.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), CAD.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), CAD.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), CAD.CLOSE.1 = c(1.3185, 1.3144, 1.3145, 
1.3083, 1.3071, 1.3076, 1.308, 1.3071, 1.3096, 1.3106, 1.3141, 
1.3164, 1.3105)), .Names = c("CAD.20D", "CAD.CLOSE", "CAD.20D.1", 
"CAD.CLOSE.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(NZD.20D = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1), NZD.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1), NZD.20D.1 = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
    NZD.CLOSE.1 = c(0.7301, 0.7266, 0.7187, 0.719, 0.7175, 0.7169, 
    0.7223, 0.721, 0.7182, 0.719, 0.7161, 0.7189, 0.723)), .Names = c("NZD.20D", 
"NZD.CLOSE", "NZD.20D.1", "NZD.CLOSE.1"), row.names = c("2017-02-07", 
"2017-02-08", "2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", 
"2017-02-15", "2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", 
"2017-02-22", "2017-02-23"), class = "data.frame") 
structure(list(SEK.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), SEK.OPEN = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), SEK.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), SEK.OPEN.1 = c(8.8706, 8.8359, 8.9044, 
8.919, 8.9397, 8.9333, 8.9203, 8.8601, 8.9119, 8.936, 8.9768, 
8.9745, 8.9924)), .Names = c("SEK.20D", "SEK.OPEN", "SEK.20D.1", 
"SEK.OPEN.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(NOK.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), NOK.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), NOK.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), NOK.CLOSE.1 = c(8.3213, 8.316, 8.3383, 
8.3653, 8.3907, 8.3986, 8.3386, 8.2873, 8.3426, 8.3387, 8.3593, 
8.3663, 8.3392)), .Names = c("NOK.20D", "NOK.CLOSE", "NOK.20D.1", 
"NOK.CLOSE.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(CZK.20D = c(-1, 1, -1, -1, -1, -1, 1, 1, -1, 1, 
-1, 1, 1), CZK.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), CZK.20D.1 = c(-1, 0, -1, -1, -1, -1, 0, 0, -1, 
0, -1, 0, 0), CZK.CLOSE.1 = c(25.2935, 25.2588, 25.3617, 25.3984, 
25.495, 25.5467, 25.4905, 25.3155, 25.4578, 25.4625, 25.644, 
25.5935, 25.536)), .Names = c("CZK.20D", "CZK.CLOSE", "CZK.20D.1", 
"CZK.CLOSE.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(HUF.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), HUF.LOW.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), HUF.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), HUF.LOW.1.1 = c(289.29, 288.72, 289.32, 
289.71, 290.91, 291.18, 290.71, 288.08, 290.52, 290.2, 292.04, 
291.65, 291.86)), .Names = c("HUF.20D", "HUF.LOW.1", "HUF.20D.1", 
"HUF.LOW.1.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(ILS.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), ILS.LOW.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), ILS.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), ILS.LOW.1.1 = c(3.7465, 3.7473, 3.7463, 
3.7498, 3.7534, 3.7474, 3.7363, 3.7173, 3.7027, 3.7117, 3.7011, 
3.699, 3.7024)), .Names = c("ILS.20D", "ILS.LOW.1", "ILS.20D.1", 
"ILS.LOW.1.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(PLN.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), PLN.LOW.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), PLN.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), PLN.LOW.1.1 = c(4.0316, 4.0288, 4.0473, 
4.0362, 4.0668, 4.0685, 4.0665, 4.0466, 4.0844, 4.0695, 4.0771, 
4.0715, 4.0654)), .Names = c("PLN.20D", "PLN.LOW.1", "PLN.20D.1", 
"PLN.LOW.1.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(RUB.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), RUB.LOW.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), RUB.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), RUB.LOW.1.1 = c(58.9062, 59.3441, 59.2339, 
58.9703, 58.2567, 58.0109, 57.1273, 57.2545, 57.5934, 58.4497, 
57.9695, 57.4262, 58.0724)), .Names = c("RUB.20D", "RUB.LOW.1", 
"RUB.20D.1", "RUB.LOW.1.1"), row.names = c("2017-02-06", "2017-02-07", 
"2017-02-08", "2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", 
"2017-02-15", "2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", 
"2017-02-22"), class = "data.frame") 
structure(list(TRY.20D = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 
1), TRY.HIGH.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1), TRY.20D.1 = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
    TRY.HIGH.1.1 = c(3.7455, 3.719, 3.6822, 3.6976, 3.6723, 3.6515, 
    3.6599, 3.6674, 3.6309, 3.6245, 3.6204, 3.5799, 3.5689)), .Names = c("TRY.20D", 
"TRY.HIGH.1", "TRY.20D.1", "TRY.HIGH.1.1"), row.names = c("2017-02-07", 
"2017-02-08", "2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", 
"2017-02-15", "2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", 
"2017-02-22", "2017-02-23"), class = "data.frame") 
structure(list(ZAR.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), ZAR.LOW.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), ZAR.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), ZAR.LOW.1.1 = c(13.4502, 13.4139, 13.4035, 
13.3365, 13.3349, 13.1053, 12.9162, 13.0327, 13.0382, 13.045, 
13.1388, 12.9735, 12.872)), .Names = c("ZAR.20D", "ZAR.LOW.1", 
"ZAR.20D.1", "ZAR.LOW.1.1"), row.names = c("2017-02-07", "2017-02-08", 
"2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", 
"2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", 
"2017-02-23"), class = "data.frame") 
structure(list(BRL.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), BRL.LOW.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), BRL.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), BRL.LOW.1.1 = c(3.1203, 3.1156, 3.127, 
3.1154, 3.1104, 3.0846, 3.0569, 3.0893, 3.0991, 3.0879, 3.0965, 
3.0655, 3.0636)), .Names = c("BRL.20D", "BRL.LOW.1", "BRL.20D.1", 
"BRL.LOW.1.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(CLP.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), CLP.LOW.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), CLP.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), CLP.LOW.1.1 = c(647.45, 648.03, 646.27, 
639.88, 642.81, 641.7, 639.11, 638.8, 644.79, 641.18, 643.45, 
642.11, 641.43)), .Names = c("CLP.20D", "CLP.LOW.1", "CLP.20D.1", 
"CLP.LOW.1.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(COP.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), COP.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), COP.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), COP.CLOSE.1 = c(2856.27, 2880.69, 2860.81, 
2855.17, 2874.14, 2875.81, 2870, 2875.88, 2891.56, 2883.85, 2901.43, 
2895.12, 2869.02)), .Names = c("COP.20D", "COP.CLOSE", "COP.20D.1", 
"COP.CLOSE.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(MXN.20D = c(1, 1, 1, 1, 1, -1, -1, -1, -1, -1, 
-1, -1, -1), MXN.LOW.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), MXN.20D.1 = c(0, 0, 0, 0, 0, -1, -1, -1, -1, 
-1, -1, -1, -1), MXN.LOW.1.1 = c(20.6208, 20.4793, 20.3504, 20.3461, 
20.2823, 20.2605, 20.2748, 20.3802, 20.4292, 20.3718, 20.0138, 
19.9067, 19.6669)), .Names = c("MXN.20D", "MXN.LOW.1", "MXN.20D.1", 
"MXN.LOW.1.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(PEN.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), PEN.HIGH.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), PEN.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), PEN.HIGH.1.1 = c(3.296, 3.2855, 3.268, 
3.254, 3.261, 3.2582, 3.2457, 3.249, 3.264, 3.247, 3.247, 3.2455, 
3.245)), .Names = c("PEN.20D", "PEN.HIGH.1", "PEN.20D.1", "PEN.HIGH.1.1" 
), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", "2017-02-10", 
"2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", "2017-02-17", 
"2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23"), class = "data.frame") 
structure(list(CNY.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), CNY.CLOSE = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), CNY.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), CNY.CLOSE.1 = c(6.8853, 6.8638, 6.8692, 
6.8785, 6.8802, 6.8675, 6.8711, 6.853, 6.8665, 6.8785, 6.884, 
6.8778, 6.8661)), .Names = c("CNY.20D", "CNY.CLOSE", "CNY.20D.1", 
"CNY.CLOSE.1"), row.names = c("2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-15", "2017-02-16", 
"2017-02-17", "2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23" 
), class = "data.frame") 
structure(list(IDR.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), IDR.LOW.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1), IDR.20D.1 = c(-1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1, -1, -1), IDR.LOW.1.1 = c(13320, 13329, 13327, 
13297, 13316, 13326, 13331, 13320, 13333, 13354, 13373, 13367, 
13351)), .Names = c("IDR.20D", "IDR.LOW.1", "IDR.20D.1", "IDR.LOW.1.1" 
), row.names = c("2017-02-06", "2017-02-07", "2017-02-08", "2017-02-09", 
"2017-02-10", "2017-02-13", "2017-02-14", "2017-02-16", "2017-02-17", 
"2017-02-20", "2017-02-21", "2017-02-22", "2017-02-23"), class = "data.frame") 
structure(list(INR.20D = c(1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 1, 0, 
1), INR.LOW.1 = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1), INR.20D.1 = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0), 
    INR.LOW.1.1 = c(68.016, 67.9854, 67.9643, 67.9326, 67.8965, 
    67.8664, 67.8398, 67.8136, 67.7874, 67.7708, 67.7585, 67.7499, 
    67.7409)), .Names = c("INR.20D", "INR.LOW.1", "INR.20D.1", 
"INR.LOW.1.1"), row.names = c("2017-02-03", "2017-02-06", "2017-02-07", 
"2017-02-08", "2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", 
"2017-02-15", "2017-02-16", "2017-02-17", "2017-02-20", "2017-02-22" 
), class = "data.frame") 
structure(list(KRW.20D = c(-1, -1, -1, -1, -1, -1, -1, -1, -1, 
-1, -1, -1, -1), KRW.LOW.1 = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 
0, 0, 0), KRW.20D.1 = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 
), KRW.LOW.1.1 = c(4.4268, 4.4275, 4.4402, 4.4425, 4.443, 4.449, 
4.449, 4.4475, 4.4525, 4.4545, 4.458, 4.4542, 4.451)), .Names = c("KRW.20D", 
"KRW.LOW.1", "KRW.20D.1", "KRW.LOW.1.1"), row.names = c("2017-02-07", 
"2017-02-08", "2017-02-09", "2017-02-10", "2017-02-13", "2017-02-14", 
"2017-02-15", "2017-02-16", "2017-02-17", "2017-02-20", "2017-02-21", 
"2017-02-22", "2017-02-23"), class = "data.frame") 
      [,1]  [,2]  [,3]  [,4]  [,5]  [,6]  [,7]  
EUR.20D  Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.CLOSE Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.20D.1 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.CLOSE.1 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
      [,8]  [,9]  [,10]  [,11]  [,12]  [,13]  [,14]  
EUR.20D  Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.CLOSE Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.20D.1 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.CLOSE.1 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
      [,15]  [,16]  [,17]  [,18]  [,19]  [,20]  [,21]  
EUR.20D  Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.CLOSE Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.20D.1 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.CLOSE.1 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
      [,22]  [,23]  [,24]  [,25]  
EUR.20D  Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.CLOSE Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.20D.1 Numeric,13 Numeric,13 Numeric,13 Numeric,13 
EUR.CLOSE.1 Numeric,13 Numeric,13 Numeric,13 Numeric,13

Quelle

2017-03-23 Nikitau

Lösung mit data.table und schneiden:

library(data.table) 

#Add 0 to your list of intervals 
rowintv <- c(0,5,10,17,22) 

#create column with row number 
dat[,rowNum := 1:nrow(dat)] 

#use cut to create column which has a unique value defined by vector of intervals 
dat[,interval := cut(rowNum, breaks=rowintv)]

So, jetzt haben Sie:

>dat 

      date close rowNum interval 
1: 2014-08-28 1.3182  1 (0,5] 
2: 2014-08-29 1.3132  2 (0,5] 
3: 2014-09-01 1.3128  3 (0,5] 
4: 2014-09-02 1.3133  4 (0,5] 
5: 2014-09-03 1.3150  5 (0,5] 
6: 2014-09-04 1.2944  6 (5,10] 
7: 2014-09-05 1.2951  7 (5,10] 
8: 2014-09-08 1.2895  8 (5,10] 
9: 2014-09-09 1.2937  9 (5,10] 
10: 2014-09-10 1.2917  10 (5,10]

Und dann ...

#Find maximum value for each interval: 
maxes.dt <- dat[, list(maxInInterval=max(close)), by=interval] 


#Key each by interval and merge 
setkey(maxes.dt, interval) 
setkey(dat, interval) 
dat.merged <- merge(dat, maxes.dt) 

dat.merged 
    interval  date close rowNum maxInInterval 
1: (0,5] 2014-08-28 1.3182  1  1.3182 
2: (0,5] 2014-08-29 1.3132  2  1.3182 
3: (0,5] 2014-09-01 1.3128  3  1.3182 
4: (0,5] 2014-09-02 1.3133  4  1.3182 
5: (0,5] 2014-09-03 1.3150  5  1.3182 
6: (5,10] 2014-09-04 1.2944  6  1.2951 
7: (5,10] 2014-09-05 1.2951  7  1.2951 
8: (5,10] 2014-09-08 1.2895  8  1.2951 
9: (5,10] 2014-09-09 1.2937  9  1.2951 
0: (5,10] 2014-09-10 1.2917  10  1.2951

Quelle

2017-03-23 18:26:17 caw5cv

Danke dafür! Leider habe ich gerade gemerkt, dass der erste Absatz meines Beitrags abgeschnitten wurde. Ich bin möglicherweise nicht in der Lage, 'data.table' zu verwenden, da meine Rohdaten eine Liste von data.frames sind. Angehängte Probe zur weiteren Erläuterung. Es tut uns leid! – Nikitau

Werte in Subintervallen replizieren?

Antwort

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