itsLags {its}R Documentation

Lag Functions for Irregular Time-Series Objects

Description

Lag functions for objects of class "its".

Usage

lagIts(x,k=1)
lagdistIts(x,kmin,kmax)

Arguments

x an object of class "its"
k, kmin, kmax integer lag; positive value mean earlier data is assigned to a later timestamp

Details

lagIts returns an object with the same time-stamps, but with the data shifted. lagdistIts applies lagIts over a range of lags, and appends these columns

Value

An object of class "its".

Author(s)

Giles Heywood

See Also

ts, POSIXct, itsFile, itsLags itsJoin itsTimes itsSubset itsFin itsDisp itsInfo itsCumdif itsArith itsInterp

Examples

b <- newIts(1:10)
lagIts(b)
lagdistIts(b[,1],1,3)
[Package its version 1.1.1 Index]