TimeSeriesSubsettings

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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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