align: Time Series and Signal Interpolation and Alignment

Description

Aligns or interpolates a time series or signal to new positions.

Usage

align(x, pos, how="NA", error.how="NA", localzone=FALSE, matchtol=0, by, 
      k.by=1, week.align=NULL, holidays=timeDate())

Arguments

the object to be aligned or interpolated.

pos

the new positions to align or interpolate it to (either pos or by is required).

how

specifies how to treat unmatched positions. Must be one of the following: ll{ "NA" Insert a row of NA. "drop" Drop that position entirely. "nearest" Use the row with the nearest

error.how

specifies available actions when an out of bounds error occurs. (Such an error can occur when how is "before", "after", or "interp"). Must be one of the following: ll{ "NA"

localzone

if T (x must be a calendar-based time series), align by matching/interpolating with both x and pos in their local time zones, instead of with the absolute GMT times.

matchtol

the tolerance for matching positions. Positions that match within matchtol do not invoke the how argument methods.

if pos is missing and by is supplied for aligning a calendar-based time series, new positions are generated as a regular time/date sequence using one of the following:

by
k.by

k.by

a non-zero integer giving the width of the interval between consecutive values in the sequence in terms of the units given in by. Ignored if by is not a character string or if pos is given.

week.align

if not NULL, and by is "weeks", you can supply a character string (or a number, 0 to 6, with 0 being Sunday) to specify a weekday to align to. The character string must be sufficient to make a unique case-insen

holidays

the holidays for business day sequences. (Ignored if by is not a character string or if pos is given.)

Value

returns a new time series or a signal whose positions are the passed-in positions or positions generated from by, k.by, and so on, and whose rows are derived from x as specified in the arguments. (Can be a subset if how or error.how is "drop".)

Details

If either x or pos (or the generated sequence) has zero length, a zero-length series is returned.

Examples

Run this code

a <- signalSeries(pos=1:10, data=data.frame(a = 11:20, b = 5 * (1:10))) 
align(a, c(.2, 3, 7.8, 12), how = "interp", error.how = "nearest") 
a <- timeSeries(pos=as(1:10, "timeDate"), 
		data=data.frame(a = 11:20, b = 5 * (1:10))) 
alpos <- as(c(.2, 3, 7.8, 12), "timeDate") 
alpos@time.zone <- "JST" 
positions(a)@time.zone <- "PST" 
align(a, alpos, matchtol = 1, localzone = TRUE) 
align(a, matchtol=1, localzone=TRUE, by="days", k.by=2)