its-def

0th

Percentile

Irregularly Spaced Time-Series

The function its is used to create irregular time-series objects. as.its coerces an object to an irregularly spaced time-series. is.its tests whether an object is an irregularly spaced time series.

Keywords
ts
Usage
its(x,dates=as.POSIXct(x=strptime(dimnames(x)[[1]],format=its.format())),
names=dimnames(x)[[2]],format=its.format(),...)
as.its(x,...)
is.its(object)
its.format(format=NULL)
Arguments
dates
a vector of class "POSIXct" representing the time-stamps of the irregular time-series object. The elements of the numeric vector are construed as the number of seconds since the beginning of 1970, see
x
a numeric matrix representing the values of the irregular time-series object. In the case of coercion, the first column is taken to be the time-stamps, in seconds since the beginning of 1970, see POSIX
object
an irregular time-series object
names
a vector of mode character
format
a formatting string, see format.POSIXct, defaults to "%Y-%m-%d" if format is not specified.
...
further arguments passed to or from other methods: for its passed to format.POSIXct.; for as.its passed to its
Details

The function its is used to create irregular time-series ("its") objects. An object of class "its" is a matrix with rows indexed by a time-stamp of class "POSIXct". Unlike objects of class "ts", it can be used to represent irregularly spaced time-series. The object consists of a matrix, with a single slot, the named POSIX vector named "dates". An object of class its inherits matrix arithmetic methods. The matrix has dimnames: dimnames[[1]] is populated with a text representation of "dates", using a format which is defined by the function its.format. its.format returns a formatting string, and assigns a format variable its..format globally, which persists in the session until reset.

Value

  • For its and as.its, an object of class "its", inheriting from matrix, with a single slot named 'dates', which is a vector of class POSIXct For is.its, a logical representing the result of a test for class membership For its.format, a text representation of dates formatting for dimnames, see format.POSIXct

See Also

ts, POSIXct, its-file, its-lags its-join its-times its-subset its-fin its-disp its-info its-cumdif its-arith

Aliases
  • its
  • is.its
  • as.its
  • its.format
Examples
its.format("%Y-%m-%d")    #defines text format of dates read from dimnames
mat <- structure(1:6,dim=c(2,3),dimnames=list(c("2003-01-01","2003-01-04"),letters[1:3]))
its(mat)
its.format("%Y%m%d")    #defines text format of dates written to dimnames
times <- as.POSIXct(strptime(c("1999-12-31 01:00:00","2000-01-01 02:00:00"),format="%Y-%m-%d %X"))
its(mat,times)
its.format("%Y-%m-%d %X")
its(mat,times)
is.its(its(mat,times))
its.format("%Y%m%d %X")   #defines text format of dates written to dimnames
as.its(mat)
Documentation reproduced from package its, version 0.1.1, License: GPL, Commerzbank Securities disclaimer.

Community examples

Looks like there are no examples yet.