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tseries (version 0.10-24)

irts-functions: Basic Functions for Irregular Time-Series Objects

Description

Basic functions related to irregular time-series objects.

Usage

daysecond(object, tz = "GMT")
approx.irts(object, time, ...)
is.businessday(object, tz = "GMT")
is.weekend(object, tz = "GMT")
read.irts(file, format = "%Y-%m-%d %H:%M:%S", tz = "GMT", ...)
weekday(object, tz = "GMT")
write.irts(object, file = "", append = FALSE, quote = FALSE,
           sep = " ", eol = "", na = "NA", dec = ".",
           row.names = FALSE, col.names = FALSE, qmethod = "escape",
           format = "%Y-%m-%d %H:%M:%S", tz = "GMT", usetz = FALSE,
           format.value = NULL, ...)
object{an object of class "irts"; usually, a result 
    of a call to irts.}
  format, tz, usetz{formatting related arguments, see
    format.POSIXct.} 
  time{an object of class "POSIXct" specifying the times
    at which to interpolate the irregularly spaced time-series.}
  file, append, quote, sep, eol, na, dec, row.names, col.names,
    qmethod{reading and writing related arguments, see
    read.table and write.table.}
  format.value{a string which specifies the formatting of the
    values when writing an irregular time-series object to a
    file. format.value is passed unchanged as argument
    format to the function formatC.} 
  ...{further arguments passed to or from other methods: for
    approx.irts passed to approx; for
    read.irts passed to read.table; for
    write.irts passed to data.frame.}

daysecond and weekday return the number of seconds since
  midnight (the same day) and the weekday as a decimal number (0-6,
  Sunday is 0), respectively.
  is.businessday and is.weekend test which entries of an
  irregular time-series object are recorded on business days and
  weekends, respectively. 
  approx.irts interpolates an irregularly spaced time-series at
  prespecified times.
  read.irts is the function to read irregular time-series
  objects from a file.
  
  write.irts is the function to write irregular time-series
  objects to a file.

For daysecond and weekday a vector of decimal numbers
  representing the number of seconds and the weekday, respectively.
  For is.businessday and is.weekend a vector of
  "logical" representing the test results for each time.
  For approx.irts, read.irts and write.irts an
  object of class "irts".

[object Object]
irts,
  irts-methods
n <- 10
t <- cumsum(rexp(n, rate = 0.1))
v <- rnorm(n)
x <- irts(t, v)
daysecond(x)
weekday(x)
is.businessday(x)
is.weekend(x)
x
approx.irts(x, seq(ISOdatetime(1970, 1, 1, 0, 0, 0, tz = "GMT"),
            by = "10 secs", length = 7), rule = 2)
file <- tempfile()
# To write an irregular time-series object to a file one might use
write.irts(x, file = file)
# To read an irregular time-series object from a file one might use
read.irts(file = file)
unlink(file)

ts

Arguments