its (version 1.0.3)

itsSubset: Range and Extract for Irregular Time-Series Objects

Description

Range and extract for objects of class "its".

Usage

rangeIts(x,start=dates(x)[1],end=dates(x)[nrow(x)],format=its.format(),...)
extractIts(x,weekday=FALSE,find=c("all","last","first"),period=c("week","month"),partials=TRUE,select)
x[i,j,dates]

Arguments

x

an object of class "its"

start, end

POSIXct or character representation of the start or end time-stamp, if character, then the format is as specified by the argument format

format

format of "start" and "end" dates, see format.POSIXct.

i,j

indices specifying the parts to be extracted from the irregular time-series object

dates

POSIX dates specifying the timestamps of rows to be extracted from the irregular time-series object

...

further arguments passed to as.POSIXct

weekday

logical, defines whether only weekdays are to be returned

find

to find the first, last, or all samples within each period

period

the period within which 'find' and/or 'select' operate

partials

defines whether the first (possibly incomplete) period is processed for find=first, and whether the last is processed for find=last

select

an integer vector defining one or more days to select. The integer specifies wday (for period=week) or mday (for period=month). See as.POSIXlt

Value

• An object of class "its".

Details

rangeIts selects a range of rows that fall between two times, specified in text format. extractIts selects a subset of rows that obey some sort of semi-regular rule such as monthends, weekdays, and so on. The order of application is weekday, find, then select. x[i,j,dates] extractor method for an irregular time-series: i and dates are mutually exclusive alternatives for specifying rows. It proceeds as for a matrix, with the exception that drop=FALSE is enforced, so the result always inherits from matrix.

See Also

ts, POSIXct, itsFile, itsLags, itsJoin, itsTimes, itsSubset, itsFin, itsDisp, itsInfo, itsCumdif, itsArith itsInterp

Examples

its.format("%Y-%m-%d")
b <- newIts(start="2003-01-01",end="2003-01-20")
rangeIts(b,start = "2003-01-05" ,end= "2003-01-15")
rangeIts(b,start = ISOdate(2003,1,5,hour=0) ,end= ISOdate(2003,1,15,hour=0))
b[1:3,]
b[,1]
b[,dates=ISOdate(2003,1,1,hour=0)]
its.format("%a %d %b %Y")
c <- newIts()
extractIts(c,weekday=TRUE,period="month",find="last")  #the last weekdays of the month in c

Run the code above in your browser using DataCamp Workspace