根据 R 中的日期创建列表

Question

假设我的数据具有以下结构

library(xts)

structure(c(-0.108511, -0.446626999999999, 0.240643000000002, 
1.679788, -2.278705, 0.0174959999999977, -0.23011, -1.458079, 
-0.770809, -0.160931000000001, -0.884409000000002, -0.127797999999999, 
0.231928, -0.125263, -0.188977999999999, -0.343629999999997, 
-0.333669, 0.168738999999999, 1.249041, -1.41732, 0.0101289999999992, 
-0.434269, -1.328651, -0.810048999999999, -0.0380099999999999, 
0.0380099999999999, 0, 0, -0.0821299999999994, 0.0821299999999994, 
-0.0905709999999971, -0.626428000000001, 0.3538, 2.56579, -2.109532, 
0.0253410000000009, -0.243471, -1.732849, -0.921948999999998, 
-0.354142, -1.454579, 0.0786300000000004, 1.08839, -0.248750999999999, 
-0.975019000000001, -0.022001000000003, -0.474670999999997, 0.16667, 
1.165852, -4.200741, 0.0207899999999981, 0.0436310000000013, 
-1.246241, -0.48298, -0.0585299999999993, -2.37666, -0.73001, 
0.898570000000001, -0.295430000000001, -0.59243, -0.0217520000000029, 
-0.449507999999998, 0.164778999999999, 1.750981, -1.99885, 0.0310400000000008, 
-0.249700999999998, -1.548811, -0.839808999999999, -0.35397, 
-0.703519, 0.0034099999999988, -0.743641, 0, 0.602879999999999
), class = c("xts", "zoo"), index = structure(c(1246490100, 1246490400, 
1246490700, 1246491000, 1246491300, 1246491600, 1246491900, 1246492200, 
1246492800, 1246493100, 1246493400, 1246493700, 1246494000, 1246494300, 
1246494600), tzone = "UTC", tclass = c("POSIXct", "POSIXt")), .Dim = c(15L, 
5L), .Dimnames = list(NULL, c("rrp_nsw", "rrp_qld", "rrp_sa", 
"rrp_tas", "rrp_vic")))

上面的数据是一个 xts 对象，有了这些信息，我想创建一个列表，其中的元素是日常信息。我想得到以下输出数据。

Mylist[[`2009-07-01`]]

-0.108511 -0.343630 -0.090571 -0.022001 -0.021752
-0.446627 -0.333669 -0.626428 -0.474671 -0.449508
0.240643  0.168739  0.353800  0.166670  0.164779
1.679788  1.249041  2.565790  1.165852  1.750981
-2.278705 -1.417320 -2.109532 -4.200741 -1.998850
0.017496  0.010129  0.025341  0.020790  0.031040
-0.230110 -0.434269 -0.243471  0.043631 -0.249701
-1.458079 -1.328651 -1.732849 -1.246241 -1.548811

Mylist[[`2009-07-02`]]
-0.770809 -0.810049 -0.921949 -0.482980 -0.839809
-0.160931 -0.038010 -0.354142 -0.058530 -0.353970
-0.884409  0.038010 -1.454579 -2.376660 -0.703519
-0.127798  0.000000  0.078630 -0.730010  0.003410
0.231928  0.000000  1.088390  0.898570 -0.743641
-0.125263 -0.082130 -0.248751 -0.295430  0.000000
-0.188978  0.082130 -0.975019 -0.592430  0.602880

Answer 1

split.xts 将其拆分为 xts 对象列表。

几点：

1. 也可以只使用“days”作为 split 的第二个参数，但这会给出警告，而且它会给出一个未命名列表而不是命名列表。 （options(xts_check_TZ = FALSE) 可用于消除警告，尽管这也会影响其他功能。）
2. 日期时间的日期取决于时区，默认为 UTC。例如， as.Date(time(x), tz = "") 将给出 x 相对于当前时区的分割日期。

split(x, as.Date(time(x)))

给予：

$`2009-07-01`
                      rrp_nsw   rrp_qld    rrp_sa   rrp_tas   rrp_vic
2009-07-01 23:15:00 -0.108511 -0.343630 -0.090571 -0.022001 -0.021752
2009-07-01 23:20:00 -0.446627 -0.333669 -0.626428 -0.474671 -0.449508
2009-07-01 23:25:00  0.240643  0.168739  0.353800  0.166670  0.164779
2009-07-01 23:30:00  1.679788  1.249041  2.565790  1.165852  1.750981
2009-07-01 23:35:00 -2.278705 -1.417320 -2.109532 -4.200741 -1.998850
2009-07-01 23:40:00  0.017496  0.010129  0.025341  0.020790  0.031040
2009-07-01 23:45:00 -0.230110 -0.434269 -0.243471  0.043631 -0.249701
2009-07-01 23:50:00 -1.458079 -1.328651 -1.732849 -1.246241 -1.548811

$`2009-07-02`
                      rrp_nsw   rrp_qld    rrp_sa  rrp_tas   rrp_vic
2009-07-02 00:00:00 -0.770809 -0.810049 -0.921949 -0.48298 -0.839809
2009-07-02 00:05:00 -0.160931 -0.038010 -0.354142 -0.05853 -0.353970
2009-07-02 00:10:00 -0.884409  0.038010 -1.454579 -2.37666 -0.703519
2009-07-02 00:15:00 -0.127798  0.000000  0.078630 -0.73001  0.003410
2009-07-02 00:20:00  0.231928  0.000000  1.088390  0.89857 -0.743641
2009-07-02 00:25:00 -0.125263 -0.082130 -0.248751 -0.29543  0.000000
2009-07-02 00:30:00 -0.188978  0.082130 -0.975019 -0.59243  0.602880