irts-functions

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Basic Functions for Irregular Time-Series Objects

Basic functions related to irregular time-series objects.

Keywords
ts
Usage
daysecond(object, tz = "GMT")
approx.irts(object, time, …)
is.businessday(object, tz = "GMT")
is.weekend(object, tz = "GMT")
read.irts(file, format = "%Y-%m-%d %H:%M:%S", tz = "GMT", …)
weekday(object, tz = "GMT")
write.irts(object, file = "", append = FALSE, quote = FALSE,
           sep = " ", eol = "\n", na = "NA", dec = ".",
           row.names = FALSE, col.names = FALSE, qmethod = "escape",
           format = "%Y-%m-%d %H:%M:%S", tz = "GMT", usetz = FALSE,
           format.value = NULL, …)
Arguments
object

an object of class "irts"; usually, a result of a call to irts.

format, tz, usetz

formatting related arguments, see format.POSIXct.

time

an object of class "POSIXct" specifying the times at which to interpolate the irregularly spaced time-series.

file, append, quote, sep, eol, na, dec, row.names, col.names, qmethod

reading and writing related arguments, see read.table and write.table.

format.value

a string which specifies the formatting of the values when writing an irregular time-series object to a file. format.value is passed unchanged as argument format to the function formatC.

further arguments passed to or from other methods: for approx.irts passed to approx; for read.irts passed to read.table; for write.irts passed to data.frame.

Details

daysecond and weekday return the number of seconds since midnight (the same day) and the weekday as a decimal number (0-6, Sunday is 0), respectively.

is.businessday and is.weekend test which entries of an irregular time-series object are recorded on business days and weekends, respectively.

approx.irts interpolates an irregularly spaced time-series at prespecified times.

read.irts is the function to read irregular time-series objects from a file.

write.irts is the function to write irregular time-series objects to a file.

Value

For daysecond and weekday a vector of decimal numbers representing the number of seconds and the weekday, respectively.

For is.businessday and is.weekend a vector of "logical" representing the test results for each time.

For approx.irts, read.irts and write.irts an object of class "irts".

See Also

irts, irts-methods

Aliases
  • irts-functions
  • approx.irts
  • daysecond
  • is.businessday
  • is.weekend
  • read.irts
  • weekday
  • write.irts
Examples
# NOT RUN {
n <- 10
t <- cumsum(rexp(n, rate = 0.1))
v <- rnorm(n)
x <- irts(t, v)

daysecond(x)
weekday(x)
is.businessday(x)
is.weekend(x)
x

approx.irts(x, seq(ISOdatetime(1970, 1, 1, 0, 0, 0, tz = "GMT"),
            by = "10 secs", length = 7), rule = 2)

# }
# NOT RUN {
file <- tempfile()

# To write an irregular time-series object to a file one might use
write.irts(x, file = file)

# To read an irregular time-series object from a file one might use
read.irts(file = file)

unlink(file)
# }
Documentation reproduced from package tseries, version 0.10-46, License: GPL-2

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