Hat off to James Holtman for his neat solution to this issue.
Yannis
x.flag <- lapply(1:nrow(Exclude), function(x) tab$Date >= Exclude$start[x]
& tab$Date <= Exclude$end[x])
totalEx <- do.call("|", x.flag)
new.frame <- tab[!totalEx,]
Original Question:
Hello,
I have a little date puzzle and I wonder if there is an easy way to do
solve it:
I have two tables:
One looks like this:
Date theSignal theUnderlier
1 01/01/1990 741 674.477138
2 02/01/1990 729 605.619423
3 03/01/1990 667 492.864283
4 04/01/1990 688 296.630065
5 05/01/1990 553 150.533697
6 06/01/1990 336 26.129553
7 07/01/1990 471 5.747558
8 08/01/1990 521 5.169847
9 09/01/1990 490 52.409640
10 10/01/1990 700 219.585063
...
The other, ExclusionDates, contains periods that I would like to drop from
the first table and looks like this:
> ExclusionDates.df
startDate endDate
1 01/01/1998 06/01/1999
2 01/01/1995 04/01/1996
....
Is there an easy way to exclude all rows from Table A that fall in any of
the ranges described in table B by the start and end dates of each row?
The numbers of rows in each table are not static and the rows in the first
table can cover a decade or two. All dates are set at the first of the
month.
I work with SPLUS 6.2 and Finmetrics.
Thanks,
Yannis
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