itsDef

0th

Percentile

Irregularly Spaced Time-Series

The function its is used to create irregular time-series objects from user-supplied data and time-stamps. newIts is used to create semi-regular time-series objects from user-supplied data, and rule for generating time-stamps. 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(),...)

newIts(x=NA,start=format(Sys.Date(),format=its.format()),
end,ncol=1,by="DSTday",extract=FALSE,format=its.format(),...)

as.its(x,...)

is.its(object)

its.format(formatDefault=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
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
ncol
number of columns of synthetic sequence of dates
by
time increment for synthetic sequence of dates, see seq.POSIXt
extract
logical flag: if TRUE, a subset of the synthetic sequence of dates is extracted, see extractIts
x
a numeric matrix representing the values of the irregular time-series object. In the case of coercion in as.its, the first column is taken to be the time-stamps, in seconds since the beginning of 1970, see
object
names
a vector of mode character
format
a formatting string, see format.POSIXct, defaults to its.format()
formatDefault
a formatting string, see format.POSIXct, defaults to "%Y-%m-%d" if formatDefault 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 objects, which have (S4) class "its". 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 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)). Note however that the dates will be taken from dimnames[[1]], so the accuracy of this operation depends on the format of the dates. newIts is a utility for creating a new "its" using a series of 'semi-regular' time-stamps, such as weekday, weekly, monthend etc. Conceptually the date sequence generation has two parts. The first part is the generation of a sequence using seq.POSIXt - the arguments from, to, and by are passed to this function. The second part (which is optional, and applies only if extract=TRUE) is an extraction, performed by extractIts. See extractIts for details of the arguments, which are passed via '...' . The function its.format assigns a private variable and returns its value. The value of this default format persists in the session until reset. The purpose of the function is one of convenience: to access and/or assign the default text format for dates in the "its" package, and hence reduce the need to define the format repeatedly in a session.

Value

  • For its, newIts 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 to be used in the "its" package, see format.POSIXct

See Also

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

Aliases
  • its
  • its-class
  • is.its
  • as.its
  • coerce,its,data.frame-method
  • its.format
  • newIts
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)
its.format("%a %d %b %Y")
newIts(start="2003-09-30",end="2005-05-05",format="%Y-%m-%d",period="month",find="last",extract=TRUE,weekday=TRUE)
newIts(start=ISOdate(2003,12,24,0),end=ISOdate(2004,1,10),extract=TRUE,weekday=TRUE)
its.format("%Y%m%d") 
as(newIts(),"data.frame")
Documentation reproduced from package its, version 1.0.3, License: GPL Version 2

Community examples

Looks like there are no examples yet.