Munging date-times with R

Yasmin Lucero
Senior Statistician, Gravity.com
yasmin.lucero@gmail.com

1. Core datetime classes, methods, concepts
2. Parsing
3. Calculations
4. Extraction
5. Special datetime classes from lubridate package
6. timeDate package for holidays, daylight savings, and more
7. Brief mention of time series classes

?DateTimeClasses

Date vs. POSIX datetime

Sys.Date()

[1] "2013-11-14"

Sys.time()

[1] "2013-11-14 10:58:53 PST"

Best practices: if you only need a date, use a Date

now = Sys.time()
now = as.numeric(now)
format(now, scientific=FALSE)

[1] "1384455533"

lt = as.POSIXlt(Sys.time())
attr(lt, 'names')

[1] "sec"   "min"   "hour"  "mday"  "mon"   "year"  "wday"  "yday"  "isdst"

lt$hour

[1] 10

lt$wday

[1] 4

ISOdatetime(2013, 10, 2, 8, 30, 15)

[1] "2013-10-02 08:30:15 PDT"

as.POSIXct('2013-10-02 08:30:15')

[1] "2013-10-02 08:30:15 PDT"

as.Date('10/2/13', format='%m/%d/%y')

[1] "2013-10-02"

Datetimes come to you in many forms

as.Date('2013-10-02')

[1] "2013-10-02"

as.Date('02/10/13')

[1] "0002-10-13"

print(try(as.Date('October 2, 2013')))

[1] "Error in charToDate(x) : \n  character string is not in a standard unambiguous format\n"
attr(,"class")
[1] "try-error"
attr(,"condition")
<simpleError in charToDate(x): character string is not in a standard unambiguous format>

The most important advice in the whole presentation.

require(lubridate)
mdy('10/2/13')

[1] "2013-10-02 UTC"

Reason #1: A family of convenient parsing functions:
ymd, dmy, dym, mdy, dmy_h, dmy_hms...

origin

[1] "1970-01-01 UTC"

today()

[1] "2013-11-14"

now()

[1] "2013-11-14 10:58:53 PST"

days_in_month(today())

Nov 
 30 

decimal_date(now())

[1] 2013.8697

ceiling_date(now(), unit='hour')

[1] "2013-11-14 11:00:00 PST"

floor_date(now(), unit='day')

[1] "2013-11-14 PST"

Base R has POSIXt methods for seq, cut, trunc, round

week = seq(from=today(), to=today() + 7, by='day')
print(week)

[1] "2013-11-14" "2013-11-15" "2013-11-16" "2013-11-17" "2013-11-18"
[6] "2013-11-19" "2013-11-20" "2013-11-21"

cut(week, breaks=2)

[1] 2013-11-14 2013-11-14 2013-11-14 2013-11-14 2013-11-18 2013-11-18
[7] 2013-11-18 2013-11-18
Levels: 2013-11-14 2013-11-18

getOption('digits.secs')

Default value is zero, can be set to any integer from 0 to 6.

Sys.time()

[1] "2013-11-14 10:58:53 PST"

options(digits.secs=2)
Sys.time()

[1] "2013-11-14 10:58:53.53 PST"

Operators available in base package are addition, subtraction and the logical comparison operators: ==, !=, <, >, <=, >=

now = Sys.time()
later = now + 100
later - now

Time difference of 1.6666667 mins

later > now

[1] TRUE

Difftime sets the time units based on the size of the time difference!

difftime(now, now + 150)

Time difference of -2.5 mins

difftime(now, now + 10)

Time difference of -10 secs

When you use subtraction operator on date-time objects, it calls the difftime method. As a best practice, don't use the subtraction operator in code, instead call difftime, and always set the units parameter explicitly.

dt.test = difftime(now, later)
dt.test

Time difference of -1.6666667 mins

attributes(dt.test)

$units
[1] "mins"

$class
[1] "difftime"

as.numeric(dt.test)

[1] -1.6666667

• durations: exact time units between two time points
  
• periods: like durations, but follow clock time
• intervals: like periods, but connected to the calendar

now() - ddays(14) # duration

[1] "2013-10-31 11:58:53.72 PDT"

now() - days(14) # period

[1] "2013-10-31 10:58:53.72 PDT"

today() %within% new_interval(ymd('2013-10-01'), ymd('2013-12-01'))

[1] TRUE

today() %m+% months(3)

[1] "2014-02-14"

today() %m-% years(2)

[1] "2011-11-14"

require(timeDate)
USThanksgivingDay(year=2014)

GMT
[1] [2014-11-27]

CAThanksgivingDay(year=2014)

GMT
[1] [2014-10-13]

Some of my favorite function names…

And for some reason, they have skew and kurtosis methods for POSIX objects.

Days when NY stock exchange is closed:

holidayNYSE(year=2014)

NewYork
[1] [2014-01-01] [2014-01-20] [2014-02-17] [2014-04-18] [2014-05-26]
[6] [2014-07-04] [2014-09-01] [2014-11-27] [2014-12-25]

DST rules for a large number of world cities:

head(Phoenix())

              Phoenix offSet isdst TimeZone     numeric
1 1901-12-14 20:45:52 -25200     0      MST -2147397248
2 1918-03-31 09:00:00 -21600     1      MDT -1633273200
3 1918-10-27 08:00:00 -25200     0      MST -1615132800
4 1919-03-30 09:00:00 -21600     1      MDT -1601823600
5 1919-10-26 08:00:00 -25200     0      MST -1583683200
6 1942-02-09 09:00:00 -21600     1      MWT  -880210800

alignQuarterly(today())

GMT
[1] [2013-12-31]

tC = timeCalendar()
align(tC, by='2w', offset='3d')

GMT
 [1] [2013-01-04] [2013-01-18] [2013-02-01] [2013-02-15] [2013-03-01]
 [6] [2013-03-15] [2013-03-29] [2013-04-12] [2013-04-26] [2013-05-10]
[11] [2013-05-24] [2013-06-07] [2013-06-21] [2013-07-05] [2013-07-19]
[16] [2013-08-02] [2013-08-16] [2013-08-30] [2013-09-13] [2013-09-27]
[21] [2013-10-11] [2013-10-25] [2013-11-08] [2013-11-22]

Base R comes with a time-series class ts. This is a vector where the index is a datetime class (instead of the usual integer type). The ts class index is a regular time series, there are several other time series classes that faciliate more complex time series needs.

• ts
• its
• fts
• xts
• zoo

Look at the time series task view