lmForc (version 1.0.0)

subset_bytime: Subset a list of Forecast objects by origin or future values.

Description

Function for subsetting all forecasts in a list of Forecast objects based on origin or future values.

Usage

subset_bytime(forcs, values, slot)

Value

List of subsetted Forecast objects.

Arguments

forcs

List of Forecast objects.

values

Single time object or a vector of time objects. The class of the values must match the class of the origin and future values in the list of Forecast objects.

slot

Character representing whether the list of Forecasts will be subset by origin or future values. Must be either "origin" or "future".

Examples

forc1_1h <- Forecast(
  origin = as.Date(c("2010-02-17", "2010-05-14", "2010-07-22", "2010-12-05", "2011-03-10")),
  future = as.Date(c("2010-06-30", "2010-09-30", "2010-12-31", "2011-03-31", "2011-06-30")),
  forecast = c(4.27, 3.36, 4.78, 5.45, 5.12),
  realized = c(4.96, 4.17, 4.26, 4.99, 5.38),
  h_ahead = 1
)

forc2_1h <- Forecast(
  origin = as.Date(c("2010-02-17", "2010-05-14", "2010-07-22", "2010-12-22", "2011-03-27")),
  future = as.Date(c("2010-06-30", "2010-09-30", "2010-12-31", "2011-03-31", "2011-06-30")),
  forecast = c(4.01, 3.89, 3.31, 4.33, 4.61),
  realized = c(4.96, 4.17, 4.26, 4.99, 5.38),
  h_ahead = 1
)

forcs <- list(forc1_1h, forc2_1h)

subset_bytime(forcs, values = as.Date("2010-05-14"), slot = "origin")

subset_bytime(
   forcs, 
   values = as.Date(c("2010-09-30", "2010-12-31", "2011-03-31")), 
   slot = "future"
)