tseries (version 0.10-49)

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 = "\n", 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, …)

Arguments

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.

Value

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".

Details

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.

See Also

irts, irts-methods

Examples

# NOT RUN {
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.out = 7), rule = 2)

# }
# NOT RUN {
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)
# }