irts-functions {tseries} | R Documentation |
Basic functions related to irregular time-series objects.
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, ...)
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 . |
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.
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"
.
A. Trapletti
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) ## End(Not run)