Time-based filtering

Introducing filter_time()

filter_time() attempts to make filtering data frames by date much easier than dplyr::filter(). It includes a flexible shorthand notation that allows you to specify entire date ranges with very little typing. The general form of the time_formula that you will use to filter rows is from ~ to, where the left hand side (LHS) is the character start date, and the right hand side (RHS) is the character end date. Both endpoints are included in the result. Each side of the time_formula can be maximally specified as the character 'YYYY-MM-DD HH:MM:SS'.

Datasets required

library(tibbletime)
library(dplyr)

# Facebook stock prices.
data(FB)

# Convert FB to tbl_time
FB <- as_tbl_time(FB, index = date)

# FANG stock prices
data(FANG)

# Convert FANG to tbl_time and group
FANG <- as_tbl_time(FANG, index = date) %>%
  group_by(symbol)

Year filtering example

In dplyr, if you wanted to get the dates for 2013 in the FB dataset, you might do something like this:

filter(FB, date >= as.Date("2013-01-01"), date <= as.Date("2013-12-31"))

That's a lot of typing for one filter step. With tibbletime, because the index was specified at creation, we can do this:

filter_time(FB, time_formula = '2013-01-01' ~ '2013-12-31')

At first glance, this might not look like less code, but this is before any shorthand is applied. Note how the filtering condition is specified as a formula separated by a ~.

Using filter_time shorthand, this can be written:

filter_time(FB, '2013' ~ '2013')

Or even more succinctly as:

filter_time(FB, ~'2013')

The shorthand notation works as follows. In the first example, '2013' ~ '2013' is expanded to '2013-01-01 + 00:00:00' ~ '2013-12-31 + 23:59:59'. It works by identifying the periodicity of the provided input (yearly), and expanding it to the beginning and end of that period. The one sided formula ~'2013' works similarly, and is useful when you want to select every date inside a period.

Month filtering example

As another example of this shorthand, if you wanted to select every date in March, 2015:

filter_time(FB, ~'2015-03')

# In dplyr it looks like this
# (and you have to think, does March have 30 or 31 days?)
# filter(FB, date >= as.Date("2015-03-01"), date <= as.Date("2015-03-31"))

Keywords

Two keywords are available to assist with filtering:

This filters from the start of the series to the end of 2015.

filter_time(FB, 'start' ~ '2015')

Grouped example

Working with grouped tbl_time objects is just as you might expect.

FANG %>%
  filter_time('2013-01-01' ~ '2013-01-04')

Finer periods

Filtering can also be done by hour / minute / second. Note that the form of this is slightly different than the standard, 'YYYY-MM-DD HH:MM:SS'.

# Dummy example. Every second in a day
example <- create_series(~'2013-01-01', period = 's')

# The first 2 minutes of the day
example %>%
  filter_time('2013-01-01' ~ '2013-01-01 00:02')

# 3 specific hours of the day
# Equivalent to:
# '2013-01-01 + 03:00:00' ~ '2013-01-01 + 06:59:59'
example %>%
  filter_time('2013-01-01 3' ~ '2013-01-01 6')

[ syntax

For interactive use, to get an even quicker look at a dataset you can use the traditional extraction operator [ with the formula syntax.

FB[~'2013']
FB['2013'~'2014-02', c(1,2,3)]

Using variables in the filter

Each side of the time formula is unquoted and evaluated in the environment that is was created using rlang. This means that you can use variables inside the call the filter_time().

date_var <- as.Date("2014-01-01")
filter_time(FB, 'start' ~ date_var)

date_char <- "2014-02"
filter_time(FB, ~ date_char)


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tibbletime documentation built on Feb. 12, 2019, 1:04 a.m.