TimeSeriesSubsettings

From timeSeries v3022.101.2 by Tobias Setz

Subsettig Time Series

Subset a 'timeSeries' objects due to different aspects.

[

"[" method for a 'timeSeries' object,

[<-

"[<-" method to assign value for a subset of a 'timeSeries' object,

window

Windows a piece from a 'timeSeries' object,

cut

A no longer used synonyme for window,

head

Returns the head of a 'timeSeries' object,

tail

Returns the tail of a 'timeSeries' object,

Keywords: chron

Usage

"window"(x, start, end, ...)
"head"(x, n = 6, recordIDs = FALSE, ...)
"tail"(x, n = 6, recordIDs = FALSE, ...)
"outlier"(x, sd = 3, complement = TRUE, ...)
"cut"(x, from, to, ...)

Arguments

complement: [outlierSeries] - a logical flag, should the outler series or its complement be returns, by default TRUE which returns the series free of outliers.
from, to: starting date and end date, to must be after from.
start, end: starting date and end date, end must be after start.
n: [head][tail] - an integer specifying the number of lines to be returned. By default n=6.
recordIDs: [head][tail] - a logical value. Should the recordIDs returned together with the data matrix and time series positions?
sd: [outlierSeries] - a numeric value of standard deviations, e.g. 10 means that values larger or smaller tahn ten times the standard deviation will be removed from the series.
x: an object of class timeSeries.
...: arguments passed to other methods.

Value

All functions return an object of class 'timeSeries'.

Aliases

TimeSeriesSubsettings
[,timeSeries,ANY,index_timeSeries-method
[,timeSeries,character,character-method
[,timeSeries,character,index_timeSeries-method
[,timeSeries,character,missing-method
[,timeSeries,index_timeSeries,character-method
[,timeSeries,index_timeSeries,index_timeSeries-method
[,timeSeries,index_timeSeries,missing-method
[,timeSeries,matrix,index_timeSeries-method
[,timeSeries,matrix,missing-method
[,timeSeries,missing,character-method
[,timeSeries,missing,index_timeSeries-method
[,timeSeries,missing,missing-method
[,timeSeries,timeDate,character-method
[,timeSeries,timeDate,index_timeSeries-method
[,timeSeries,timeDate,missing-method
[,timeSeries,timeSeries,index_timeSeries-method
[,timeSeries,timeSeries,missing-method
[,timeSeries,time_timeSeries,ANY-method
[,timeSeries,time_timeSeries,character-method
[,timeSeries,time_timeSeries,index_timeSeries-method
[,timeSeries,time_timeSeries,missing-method
$,timeSeries-method
[<-,timeSeries,timeDate,index_timeSeries-method
[<-,timeSeries,timeDate,missing-method
[<-,timeSeries,timeSeries,index_timeSeries-method
[<-,timeSeries,timeSeries,missing-method
[<-,timeSeries,character,character-method
[<-,timeSeries,character,index_timeSeries-method
[<-,timeSeries,character,missing-method
[<-,timeSeries,index_timeSeries,character-method
[<-,timeSeries,matrix,character-method
[<-,timeSeries,timeDate,character-method
[<-,timeSeries,timeSeries,character-method
[<-,timeSeries,character,ANY-method
[<-,timeSeries,timeDate,ANY-method
$<-,timeSeries,ANY-method
$<-,timeSeries,factor-method
$<-,timeSeries,numeric-method
$<-,timeSeries,ANY,ANY-method
$<-,timeSeries,ANY,factor-method
$<-,timeSeries,ANY,numeric-method
window,timeSeries-method
cut,timeSeries-method
head,timeSeries-method
tail,timeSeries-method
window.timeSeries
cut.timeSeries
head.timeSeries
tail.timeSeries
outlier
outlier,timeSeries-method
outlier,ANY-method

Examples

library(timeSeries)

## Create an Artificial timeSeries Object - 
   setRmetricsOptions(myFinCenter = "GMT")
   charvec <- timeCalendar()
   set.seed(4711)
   data <- matrix(exp(cumsum(rnorm(12, sd = 0.1))))
   tS <- timeSeries(data, charvec, units = "tS")
   tS
   
## Subset Series by Counts "[" - 
   tS[1:3, ]
       
## Subset the Head of the Series - 
   head(tS, 6)

Documentation reproduced from package timeSeries, version 3022.101.2, License: GPL (>= 2)

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