timeplyr (version 1.1.0)

time_is_regular: Is time a regular sequence? (Experimental)

Description

This function is a fast way to check if a time vector is a regular sequence, possibly for many groups. Regular in this context means that the lagged time differences are a whole multiple of the specified time unit.
This means x can be a regular sequence with or without gaps in time.

Usage

time_is_regular(
  x,
  timespan = granularity(x),
  g = NULL,
  use.g.names = TRUE,
  na.rm = TRUE,
  allow_gaps = FALSE,
  allow_dups = FALSE
)

Value

A logical vector the same length as the number of supplied groups.

Arguments

x

Time vector.
E.g. a Date, POSIXt, numeric or any time-based vector.

timespan

timespan.

g

Grouping object passed directly to collapse::GRP(). This can for example be a vector or data frame.
Note that when g is supplied the output is a logical with length matching the number of unique groups.

use.g.names

Should the result include group names? Default is TRUE.

na.rm

Should NA values be removed before calculation? Default is TRUE.

allow_gaps

Should gaps be allowed? Default is FALSE.

allow_dups

Should duplicates be allowed? Default is FALSE.

Examples

library(timeplyr)
library(lubridate)
library(dplyr)
# \dontshow{
.n_dt_threads <- data.table::getDTthreads()
.n_collapse_threads <- collapse::get_collapse()$nthreads
data.table::setDTthreads(threads = 1L)
collapse::set_collapse(nthreads = 1L)
# }
x <- 1:5
y <- c(1, 1, 2, 3, 5)

# No duplicates or gaps allowed by default
time_is_regular(x)
time_is_regular(y)

increment <- 1

# duplicates and gaps allowed
time_is_regular(x, increment, allow_dups = TRUE, allow_gaps = TRUE)
time_is_regular(y, increment, allow_dups = TRUE, allow_gaps = TRUE)

# No gaps allowed
time_is_regular(x, increment, allow_dups = TRUE, allow_gaps = FALSE)
time_is_regular(y, increment, allow_dups = TRUE, allow_gaps = FALSE)

# Grouped
eu_stock <- ts_as_tbl(EuStockMarkets)
eu_stock <- eu_stock %>%
  mutate(date = as_date(
    date_decimal(time)
  ))

time_is_regular(eu_stock$date, g = eu_stock$group, timespan = 1,
                allow_gaps = TRUE)
# This makes sense as no trading occurs on weekends and holidays
time_is_regular(eu_stock$date, g = eu_stock$group,
                timespan = 1,
                allow_gaps = FALSE)
# \dontshow{
data.table::setDTthreads(threads = .n_dt_threads)
collapse::set_collapse(nthreads = .n_collapse_threads)
# }