timeSeries (version 4030.106)

TimeSeriesSubsettings: Subsetting time series

Description

Subset a "timeSeries" objects in different ways.

[	"[" method for a "timeSeries" object,
[<-	"[<-" method to assign value for a subset of a "timeSeries" object,
head	Returns the head of a "timeSeries" object,
tail	Returns the tail of a "timeSeries" object,
outlier	Removes outliers from a "timeSeries" object.

Usage

# 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, ...)

Value

All functions return an object of class "timeSeries".

Arguments

x

an object of class timeSeries.

n

an integer specifying the number of lines to be returned. By default n=6.

recordIDs

a logical value. Should the recordIDs returned together with the data matrix and time series positions?

sd

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.

complement

a logical flag, should the outler series or its complement be returns, by default TRUE which returns the series free of outliers.

...

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)