ctbi (version 2.0.5)

ctbi.timeseries: ctbi.timeseries

Description

Calculate the sequence of bin sides that encompasses the original time series based on a bin period and a bin side (or a bin center). The sequence of bin centers is calculated as well.

Usage

ctbi.timeseries(x.t, bin.period, bin.side, bin.center = NULL)

Value

A list that contains:

seq.bin.side, the sequence of bin sides (same class as bin.side)

seq.bin.center, the sequence of bin centers (same class as bin.side)

time.step.median, the median time step (numeric)

Arguments

x.t

original time series (date, POSIXct or numeric)

bin.period

time interval between two sides of a bin. If x.t is numeric, bin.period is numeric. If x.t is POSIXct or Date, bin.period = 'k units', with k an integer and units = (seconds, minutes, hours, days, weeks, half-months, months, years, decades, centuries, millenaries)

bin.side

one side of a bin (same class as x.t)

bin.center

if bin.side is not specified, one center of a bin (same class as x.t)

Examples

x.t <- seq(from=as.Date('2001-01-01'),to=as.Date('2010-12-01'),by='1 month')
bin.side <- as.Date('2003-10-01')
bin.period <- '4 months'
list.ts <- ctbi.timeseries(x.t,bin.period,bin.side)
seq.bin.side.Date <- list.ts$seq.bin.side
seq.bin.center.Date <- list.ts$seq.bin.center

x.t <- seq(from=as.POSIXct('2001-01-01 12:45:23'),to=as.POSIXct('2001-01-01 13:34:21'),by='18 s')
bin.side <- as.POSIXct('2001-01-01 13:00:00')
bin.period <- '1 minute' # '60 s', '60 sec', '60 seconds', '1 min' are also possible
list.ts <- ctbi.timeseries(x.t,bin.period,bin.side)
seq.bin.side.POSIXct <- list.ts$seq.bin.side
seq.bin.center.POSIXct <- list.ts$seq.bin.center

x.t <- seq(from= - 50000,to= 2000 ,by=1000)
bin.side <- 0
bin.period <- 10000
list.ts <- ctbi.timeseries(x.t,bin.period,bin.side)
seq.bin.side.numeric <- list.ts$seq.bin.side
seq.bin.center.numeric <- list.ts$seq.bin.center