I am looking for help with the following problem.
Suppose I have an indicator variable:
ind <- c(0,1,1,1,0,0,0,0,0,1,0,0,1,1,0,0,0,0,1,1,1,1,1,0,0,0,1,1,0)
My indicator variable is much longer so this is not a specific problem.
I am interested in writing a loop which does the following:
if the succession of 1's in the vector above is less than 3, keep it zero.
I.e. I want to remove frequent regime shifts where 1 is only 1 or two periods.
The final vector should thus look as follows:
ind <- c(0,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,0,0,0,0,0,0)
Any help in making this dynamic will be appreciated!
Nic
We can use rle to do this. We get the rle of 'ind', change the 'values' by subsetting 'lengths' less than 3 for values that are 1 (!!values), assign the corresponding 'values' to 0, and use inverse.rle to convert back the output to vector.
inverse.rle(within.list(rle(ind), values[!!values][lengths[!!values]<3] <- 0))
#[1] 0 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 0 0 0 0 0 0
Or a more compact version is
inverse.rle(within.list(rle(ind), values[values & lengths<3] <- 0))
# [1] 0 1 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 0 0 0 0 0 0