durations
From timeSeries v3022.101.2
by Tobias Setz
Durations from a Time Series
Computes durations from an object of class 'timeSeries'.
- Keywords
- chron
Usage
durations(x, trim = FALSE, units = c("secs", "mins", "hours", "days"))
Arguments
- x
-
an object of class
timeSeries
. - trim
-
a logical value. By default
TRUE
, the first missing observation in the return series will be removed. - units
- a character value or vector which allows to set the units in which the durations are measured. By default durations are measured in seconds.
Details
Durations measure how long it takes until we get the next record in a
timesSeries
object. We return a time series in which for each
time stamp we get the length of the period from when we got the
last record. This period is measured in length specified by the
argument units
, for daily data use units="days"
.
Value
- returns an object of class
timeSeries
.Examples
library(timeSeries)
## Compute Durations in days for the MSFT Sereries -
head(durations(MSFT, units = "days"))
head(durations(MSFT, trim = TRUE, units = "days"))
## The same in hours -
head(durations(MSFT, trim = TRUE, units = "hours"))
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