fts: event.dates – R documentation

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event.dates

Extract Dates

Description

Extract the dates from a one column LOGICAL Fts object where value is TRUE

Usage

event.dates(x)

Arguments

`x`	An Fts object

Details

removes NA values before extracting dates

Value

a vector of dates

Author(s)

Whit Armstrong

Examples

x <- fts(index=seq(from=Sys.Date(),by="days",length.out=100),data=rnorm(100))
x.bool <- x > 10
event.dates(x.bool)

## ignores NA's
x.bool[10:20] <- NA
event.dates(x.bool)

fts

R Interface to 'tslib' (a Time Series Library in C++)

v0.9.9.2

GPL-3

Authors

Whit Armstrong <armstrong.whit@gmail.com>

Initial release