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 afterfrom
. - start, end
-
starting date and end date,
end
must be afterstart
. - 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'.
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)
Community examples
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