There is probably an elegant and efficient way to do this -- perhaps
already implemented, and some of you knows it. Myself, I'm getting stuck
in long loops ...
Here is the question:
I have a long (80,000 + obs) binary time series.
For each of its elements I'd like to compute and save in a vector "the
number of steps 'til the first switch of state happens". For example,
say
the first 10 obs of my x series look like
0 0 1 0 1 1 1 1 0 1
I want to come up with a 9-component y vector that looks like
2 1 1 1 4 3 2 1 1
(it took two steps for the state to change from 0 to 1 if I take the first
obs as the state of reference, one step if i take the second obs as
reference ... and so on).
I don't care about distinguishing changes from 0 to 1 from their opposite,
but I'd like to have NAs appear in the derived series in case NAs appeared
in the original time series BEFORE a switch, say
x 0 0 1 0 1 1 1 NA 0 1.....
should originate
y 2 1 1 1 NA NA NA NA 1....
because for the series of 1's starting in the 5th position I really
don't
know if the switch happened at the 8th or at the 9th step.
thanks in advance
claudia
-------------------------------------------------------------------------
claudia tebaldi NCAR RAP
project scientist P.O. Box 3000
(303) 497-2830 Boulder, CO 80307
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Here is just a starting point:> a <- c(0,0,1,0,1,1,1,1,0,1) > unlist(sapply(rle(a)$lengths, function(x) x:1))[1] 2 1 1 1 4 3 2 1 1 1 To exactly match your question, you still have to drop the last element and program a special treatment for NAs. Best, Philippe Grosjean ...........]<(({?<...............<?}))><............................... ) ) ) ) ) __ __ ( ( ( ( ( |__) | _ ) ) ) ) ) | hilippe |__)rosjean ( ( ( ( ( Marine Biol. Lab., ULB, Belgium ) ) ) ) ) __ ( ( ( ( ( |\ /| |__) ) ) ) ) ) | \/ |ariculture & |__)iostatistics ( ( ( ( ( ) ) ) ) ) e-mail: phgrosje at ulb.ac.be or phgrosjean at sciviews.org ( ( ( ( ( SciViews project coordinator (http://www.sciviews.org) ) ) ) ) ) tel: 00-32-2-650.29.70 (lab), 00-32-2-673.31.33 (home) ( ( ( ( ( ) ) ) ) ) "I'm 100% confident that p is between 0 and 1" ( ( ( ( ( L. Gonick & W. Smith (1993) ) ) ) ) ) ...................................................................... -----Message d'origine----- De : owner-r-help at stat.math.ethz.ch [mailto:owner-r-help at stat.math.ethz.ch]De la part de Claudia Tebaldi Envoye : lundi 29 octobre 2001 20:30 A : r-help at stat.math.ethz.ch Objet : [R] times 'til first change There is probably an elegant and efficient way to do this -- perhaps already implemented, and some of you knows it. Myself, I'm getting stuck in long loops ... Here is the question: I have a long (80,000 + obs) binary time series. For each of its elements I'd like to compute and save in a vector "the number of steps 'til the first switch of state happens". For example, say the first 10 obs of my x series look like 0 0 1 0 1 1 1 1 0 1 I want to come up with a 9-component y vector that looks like 2 1 1 1 4 3 2 1 1 (it took two steps for the state to change from 0 to 1 if I take the first obs as the state of reference, one step if i take the second obs as reference ... and so on). I don't care about distinguishing changes from 0 to 1 from their opposite, but I'd like to have NAs appear in the derived series in case NAs appeared in the original time series BEFORE a switch, say x 0 0 1 0 1 1 1 NA 0 1..... should originate y 2 1 1 1 NA NA NA NA 1.... because for the series of 1's starting in the 5th position I really don't know if the switch happened at the 8th or at the 9th step. thanks in advance claudia ------------------------------------------------------------------------- claudia tebaldi NCAR RAP project scientist P.O. Box 3000 (303) 497-2830 Boulder, CO 80307 -------------------------------------------------------------------------- -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-. -.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._. _._ -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Mon, 29 Oct 2001, Claudia Tebaldi wrote:> There is probably an elegant and efficient way to do this -- perhaps > already implemented, and some of you knows it. Myself, I'm getting stuck > in long loops ... > > Here is the question: > > I have a long (80,000 + obs) binary time series. > For each of its elements I'd like to compute and save in a vector "the > number of steps 'til the first switch of state happens". For example, say > the first 10 obs of my x series look like > > 0 0 1 0 1 1 1 1 0 1 > > I want to come up with a 9-component y vector that looks like > > 2 1 1 1 4 3 2 1 1 > > (it took two steps for the state to change from 0 to 1 if I take the first > obs as the state of reference, one step if i take the second obs as > reference ... and so on).In this case without missing values I think this works cumsum(diff(x)!=0)->l y<-do.call("c",lapply(split(x,c(0,l)),function(r) length(r):1)) or something similar with rle()> I don't care about distinguishing changes from 0 to 1 from their opposite, > but I'd like to have NAs appear in the derived series in case NAs appeared > in the original time series BEFORE a switch, say > > x 0 0 1 0 1 1 1 NA 0 1..... > > should originate > > y 2 1 1 1 NA NA NA NA 1.... > > because for the series of 1's starting in the 5th position I really don't > know if the switch happened at the 8th or at the 9th step. >This is a little trickier If the NAs were sparse enough you could do x1<-ifelse(is.na(x),1,x) x0<-ifelse(is.na(x),0,x) then generate y1 and y0 and do y1[y1!=y0]<-NA but I'm not sure that this works if you have two NAs close together. -thomas -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._