Regulation of a time series using splines
Transform an irregular time series in a regular time series, or fill gaps in regular time series using splines
regspline(x, y=NULL, xmin=min(x), n=length(x),
deltat=(max(x) - min(x))/(n - 1), rule=1, periodic=FALSE)x |
a vector with time in the irregular series. Missing values are allowed |
y |
a vector of same length as |
xmin |
allows to respecify the origin of time in the calculated regular time series. By default, the origin is not redefined and it is equivalent to the smallest value in |
n |
the number of observations in the regular time series. By default, it is the same number than in the original irregular time series (i.e., |
deltat |
the time interval between two observations in the regulated time series |
rule |
the rule to use for extrapolated values (outside of the range in the initial irregular time series) in the regular time series. With |
periodic |
indicates if the time series should be considered as periodic ( |
Missing values are interpolated using cubic splines between observed values.
An object of type 'regul' is returned. It has methods print(), summary(), plot(), lines(), identify(), hist(), extract() and specs().
This function uses spline() for internal calculations. However, interpolated values are not allowed to be higher than the largest initial observation or lower than the smallest one.
Frédéric Ibanez (ibanez@obs-vlfr.fr), Philippe Grosjean (phgrosjean@sciviews.org)
Lancaster, P. & K. Salkauskas, 1986. Curve and surface fitting. Academic Press, England, 280 pp.
data(releve) reg <- regspline(releve$Day, releve$Melosul) plot(releve$Day, releve$Melosul, type="l") lines(reg$x, reg$y, col=2)
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