Reading and Writing zoo Series (2024)

read.zoo {zoo}

R Documentation

Description

read.zoo and write.zoo are convenience functions for readingand writing "zoo" series from/to text files. They are convenienceinterfaces to read.table and write.table, respectively.To employ read.csv, read.csv2, read.delim,read.delim2 instead of read.table additional functionsread.csv.zoo etc. are provided.

Usage

read.zoo(file, format = "", tz = "", FUN = NULL, regular = FALSE, index.column = 1, drop = TRUE, FUN2 = NULL, split = NULL, aggregate = FALSE, ..., text, read = read.table) write.zoo(x, file = "", index.name = "Index", row.names = FALSE, col.names = NULL, ...)read.csv.zoo(..., read = read.csv)read.csv2.zoo(..., read = read.csv2)read.delim.zoo(..., read = read.delim)read.delim2.zoo(..., read = read.delim2)

Arguments

`file`	character string or strings giving the name of the file(s) which the dataare to be read from/written to. See `read.table` and`write.table` for more information. Alternatively,in `read.zoo`, `file` can be a `connection` or a`data.frame` (e.g.,resulting from a previous `read.table` call) thatis subsequently processed to a `"zoo"` series.
`format`	date format argument passed to `FUN`.
`tz`	time zone argument passed to `as.POSIXct`.
`FUN`	a function for computing the index from the first columnof the data. See details.
`regular`	logical. Should the series be coerced to class `"zooreg"`(if the series is regular)?
`index.column`	numeric vector or list. The column names or numbers of the data frame in which the index/time is stored. If the `read.table` argument `colClasses` is used and `"NULL"` is among its components then `index.column` refers to the column numbers after the columns corresponding to `"NULL"` in `colClasses` have been removed. If specified as a list then one argument will be passed to argument `FUN` per component so that, for example, `index.column = list(1, 2)` will cause `FUN(x[,1], x[,2], ...)` to be called whereas `index.column = list(1:2)` will cause `FUN(x[,1:2], ...)` to be called where `x` is a data frame of characters data. Here `...` refers to `format`and/or `tz`, if they specified as arguments. `index.column = 0` canbe used to specify that the row names be used as the index. In the case thatno row names were input sequential numbering is used.If `index.column` is specified as an ordinary vector then if it has thesame length as the number of arguments of `FUN` (or `FUN2` in theevent that `FUN2` is specified and `FUN` is not) then `index.column` is converted to alist. Also it is always converted to a list if it has length 1.
`drop`	logical. If the data frame contains just a single data column, shouldthe second dimension be dropped?
`x`	a `"zoo"` object.
`index.name`	character with name of the index column in the writtendata file.
`row.names`	logical. Should row names be written? Default is `FALSE`because the row names are just character representations of the index.
`col.names`	logical. Should column names be written? Default is towrite column names only if `x` has column names.
`FUN2`	function. It is applied to the time index after `FUN` and before `aggregate`. If `FUN` is not specifiedbut `FUN2` is specified then only `FUN2` is applied.
`split`	NULL or column number or name or vector of numbers or names. If not NULL then the data is assumed to be in long format and is split according to the indicated columns. See the R `reshape` command for description of long data.If `split = Inf` then the first of each run among the times are made intoa separate series, the second of each run and so on. If `split= -Inf` thenthe last of each run is made into a separate series, the second lastand so on.
`aggregate`	logical or function. If set to `TRUE`, then `aggregate.zoo`is applied to the zoo object created to compute the `mean` of all values withthe same time index. Alternatively, `aggregate` can be set to any otherfunction that should be used for aggregation.If `FALSE` (the default), no aggregation is performed and a warningis given if there are any duplicated time indexes. Note that most`zoo` functions do not accept objects with duplicate time indexes. See `aggregate.zoo`.
`...`	further arguments passed to other functions. In the `read.*.zoo`the arguments are passed to the function specified in `read`(unless `file` is a `data.frame` already). In `write.zoo` thearguments are passed to `write.table`.
`text`	character. If `file` is not supplied and this is, thendata are read from the value of `text` via a text connection.See below for an example.
`read`	function. The function for reading `file` (unless it isa `data.frame` already).

Details

read.zoo is a convenience function which should make it easierto read data from a text file and turn it into a "zoo" series immediately. read.zoo reads the data file via read.table(file, ...).The column index.column (by default the first) of the resulting data isinterpreted to be the index/time, the remaining columns the corresponding data.(If the file only has only column then that is assumed to be the data column and1, 2, ... are used for the index.) To assign the appropriate classto the index, FUN can be specified and is applied to the first column.

To process the index, read.zoo calls FUN with the index as thefirst argument. If FUN is not specified, the following default is employed:

(a) If file is a data frame with a singleindex column that appears to be a time index already, then FUN = identity is used.The conditions for a readily produced time index are: It is not character or factor (and the arguments tz and format must not be specified).

(b) If the conditions from (a) do not hold then the following strategy is used.If there are multiple index columns they are pasted together with a space between each.Using the (pasted) index column: (1) If tz is specified then theindex column is converted to POSIXct. (2) If format is specifiedthen the index column is converted to Date. (3) Otherwise, a heuristicattempts to decide between "numeric", "POSIXct", and "Date" bytrying them in that order (which may not always succeed though). By default,only the standard date/time format is used. Hence, supplying format and/or tzis necessary if some date/time format is used that is not the default. And evenif the default format is appropriate for the index, explicitly supplyingFUN or at least format and/or tz typically leads to morereliable results than the heuristic.

If regular is set to TRUE and the resulting series has an underlying regularity, it is coerced to a "zooreg" series.

To employ other functions than read.table to read the initial data,further convenience interfaces read.csv.zoo etc. are provided.

write.zoo is a convenience function for writing "zoo" seriesto text files. It first coerces its argument to a "data.frame", addsa column with the index and then calls write.table.

See also vignette("zoo-read", package = "zoo") for detailed examples.

Value

read.zoo returns an object of class "zoo" (or "zooreg").

Note

read.zoo works by first reading the data in using read.tableand then processing it. This implies that if the index field is entirely numeric the default is to pass it to FUNor the built-in date conversion routinea number, rather than a character string. Thus, a date field such as 09122007 intendedto represent December 12, 2007 would be seen as 9122007and interpreted as the 91st day thereby generating an error.

This comment also applies to trailing decimals so that if 2000.10 were intended to represent the 10th month of 2000 in factit would receive2000.1 and regard it as the first month of 2000unless similar precautions were taken.

In the above cases the index field should be specified to be"character" so that leading or trailing zerosare not dropped. This can be done by specifying a "character"index column in the "colClasses" argument, which is passed to read.table, as shown in the examples below.

Examples

## this manual page provides a few typical examples, many more cases## are covered in vignette("zoo-read", package = "zoo")## read text lines with a single date columnLines <- "2013-12-24 22013-12-25 32013-12-26 8"read.zoo(text = Lines, FUN = as.Date) # explicit coercionread.zoo(text = Lines, format = "%Y-%m-%d") # sameread.zoo(text = Lines) # same, via heuristic## read text lines with date/time in separate columnsLines <- "2013-11-24 12:41:21 22013-12-25 12:41:22.25 32013-12-26 12:41:22.75 8"read.zoo(text = Lines, index = 1:2, FUN = paste, FUN2 = as.POSIXct) # explicit coercionread.zoo(text = Lines, index = 1:2, tz = "") # sameread.zoo(text = Lines, index = 1:2) # same, via heuristic## read text lines with month/year in separate columnsLines <- "Jan 1998 4.36Feb 1998 4.34"read.zoo(text = Lines, index = 1:2, FUN = paste, FUN2 = as.yearmon)## read directly from a data.frame (artificial and built-in BOD)dat <- data.frame(date = paste("2000-01-", 10:15, sep = ""), a = sin(1:6), b = cos(1:6))read.zoo(dat)data("BOD", package = "datasets")read.zoo(BOD)## Not run: ## descriptions of typical examples## turn *numeric* first column into yearmon index## where number is year + fraction of year represented by monthz <- read.zoo("foo.csv", sep = ",", FUN = as.yearmon)## first column is of form yyyy.mm## (Here we use format in place of as.character so that final zero ## is not dropped in dates like 2001.10 which as.character would do.)f <- function(x) as.yearmon(format(x, nsmall = 2), "%Y.%m")z <- read.zoo("foo.csv", header = TRUE, FUN = f)## turn *character* first column into "Date" index## Assume lines look like: 12/22/2007 1 2z <- read.zoo("foo.tab", format = "%m/%d/%Y")# Suppose lines look like: 09112007 1 2 and there is no headerz <- read.zoo("foo.txt", format = "%d%m%Y")## csv file with first column of form YYYY-mm-dd HH:MM:SS## Read in times as "chron" class. Requires chron 2.3-22 or later.z <- read.zoo("foo.csv", header = TRUE, sep = ",", FUN = as.chron)## same but with custom format. Note as.chron uses POSIXt-style ## Read in times as "chron" class. Requires chron 2.3-24 or later.z <- read.zoo("foo.csv", header = TRUE, sep = ",", FUN = as.chron, format = "## same file format but read it in times as "POSIXct" class.z <- read.zoo("foo.csv", header = TRUE, sep = ",", tz = "")## csv file with first column mm-dd-yyyy. Read times as "Date" class.z <- read.zoo("foo.csv", header = TRUE, sep = ",", format = "%m-%d-%Y")## whitespace separated file with first column of form YYYY-mm-ddTHH:MM:SS## and no headers. T appears literally. Requires chron 2.3-22 or later.z <- read.zoo("foo.csv", FUN = as.chron)# read in all csv files in the current directory and merge themread.zoo(Sys.glob("*.csv"), header = TRUE, sep = ",")# We use "NULL" in colClasses for those columns we don't need but in # col.names we still have to include dummy names for them. Of what # is left the index is the first three columns (1:3) which we convert # to chron class times in FUN and then truncate to 5 seconds in FUN2. # Finally we use aggregate = mean to average over the 5 second intervals.library("chron")Lines <- "CVX 20070201 9 30 51 73.25 81400 0CVX 20070201 9 30 51 73.25 100 0CVX 20070201 9 30 51 73.25 100 0CVX 20070201 9 30 51 73.25 300 0CVX 20070201 9 30 51 73.25 81400 0CVX 20070201 9 40 51 73.25 100 0CVX 20070201 9 40 52 73.25 100 0CVX 20070201 9 40 53 73.25 300 0"z <- read.zoo(text = Lines, colClasses = c("NULL", "NULL", "numeric", "numeric", "numeric", "numeric", "numeric", "NULL"), col.names = c("Symbol", "Date", "Hour", "Minute", "Second", "Price", "Volume", "junk"), index = 1:3, # do not count columns that are "NULL" in colClasses FUN = function(h, m, s) times(paste(h, m, s, sep = ":")), FUN2 = function(tt) trunc(tt, "00:00:05"), aggregate = mean)## End(Not run)

[Package zoo version 1.8-12 Index]