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base-subsetting

Subsettig Time Series

Description

Subset a 'timeSeries' objects due to different aspects.

[ "[" method for a 'timeSeries' object,
[<- "[<-" method to assign value for a subset of a 'timeSeries' object,
window Windows a piece from a 'timeSeries' object,
cut A no longer used synonyme for window,
head Returns the head of a 'timeSeries' object,
tail Returns the tail of a 'timeSeries' object,
outliers Removes outliers from a 'timeSeries' object.

Usage

## S4 method for signature 'timeSeries'
window(x, start, end, ...)

## S4 method for signature 'timeSeries'
head(x, n = 6, recordIDs = FALSE, ...)
## S4 method for signature 'timeSeries'
tail(x, n = 6, recordIDs = FALSE, ...)

## S4 method for signature 'timeSeries'
outlier(x, sd = 3, complement = TRUE, ...)

## S4 method for signature 'timeSeries'
cut(x, from, to, ...)

Arguments

complement

[outlierSeries] -
a logical flag, should the outler series or its complement be returns, by default TRUE which returns the series free of outliers.

from, to

starting date and end date, to must be after from.

start, end

starting date and end date, end must be after start.

n

[head][tail] -
an integer specifying the number of lines to be returned. By default n=6.

recordIDs

[head][tail] -
a logical value. Should the recordIDs returned together with the data matrix and time series positions?

sd

[outlierSeries] -
a numeric value of standard deviations, e.g. 10 means that values larger or smaller tahn ten times the standard deviation will be removed from the series.

x

an object of class timeSeries.

...

arguments passed to other methods.

Value

All functions return an object of class 'timeSeries'.

Examples

## Create an Artificial timeSeries Object - 
   setRmetricsOptions(myFinCenter = "GMT")
   charvec <- timeCalendar()
   set.seed(4711)
   data <- matrix(exp(cumsum(rnorm(12, sd = 0.1))))
   tS <- timeSeries(data, charvec, units = "tS")
   tS
   
## Subset Series by Counts "[" - 
   tS[1:3, ]
       
## Subset the Head of the Series - 
   head(tS, 6)
timeSeries

Financial Time Series Objects (Rmetrics)

v3062.100
GPL (>= 2)
Authors
Diethelm Wuertz [aut] (original code), Tobias Setz [cre], Yohan Chalabi [ctb], Martin Maechler [ctb] (<https://orcid.org/0000-0002-8685-9910>)
Initial release
2020-01-24

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