dtts (version 0.1.3)

ops: Arithmetic operations on two data.table time-series

Description

ops returns the y time-series on which the x time-series values are applied using the specified operator op.

Usage

ops(x, y, op_string)
# S4 method for data.table,data.table,character
ops(x, y, op_string)

Arguments

x

the data.table time-series that determines the left operand

y

the data.table time-series that determines the right operand nanoperiod.

op_string

string defining the operation to apply; the supported values for op are "*", "/", "+", "-".

Details

The n elements of the x time-series operand define a set of n-1 intervals, and the value associated with each interval is applied to all the observations in the y time-series operand that fall in the interval. Note that the interval is closed at the beginning and open at the end. The supported values for op are "*", "/", "+", "-".

There has to be one numeric column in x and y; there has to be either a one to one correspondance between the number of numeric columns in x and y, or there must be only one numeric column in x that will be applied to all numeric columns in y. Non-numeric columns must not appear in x, whereas they will be skipped of they appear in y.

Examples

if (FALSE) {
one_second_duration  <- as.nanoduration("00:00:01")
t1 <- nanotime(1:2 * one_second_duration * 3)
t2 <- nanotime(1:4 * one_second_duration)
dt1 <- data.table(index=t1, data1 = 1:length(t1))
setkey(dt1, index)
dt2 <- data.table(index=t2, data1 = 1:length(t2))
setkey(dt2, index)
ops(dt1, dt2, "+")
}