its (version 0.1.2)

its-def: Irregularly Spaced Time-Series

Description

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.

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

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

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. These text dates are not used in computations - all computations use the POSIX representation. The dates are required to be in ascending order. When matrix multiplication is applied to an "its", the result is of class matrix. It is possible to restore the "its" class (see examples) - its() is in this sense idempotent i.e. its(mat)==its(its(mat)). its.format returns a formatting string, and assigns a format variable its..format globally, which persists in the session until reset.

See Also

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

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)