timeSeries (version 4021.104)

TimeSeriesSubsettings: Subsettig Time Series

Description

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,
outliers	Removes outliers from a 'timeSeries' object.

Usage

# S4 method for timeSeries
window(x, start, end, ...)
# S4 method for timeSeries
head(x, n = 6, recordIDs = FALSE, ...)
# S4 method for timeSeries
tail(x, n = 6, recordIDs = FALSE, ...)
# S4 method for timeSeries
outlier(x, sd = 3, complement = TRUE, ...)
# S4 method for timeSeries
cut(x, from, to, ...)

Value

All functions return an object of class 'timeSeries'.

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.

Examples

## 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)