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fin-align

timeSeries Class, Functions and Methods


Description

Aligns a 'timeSeries' Object.

Usage

## S4 method for signature 'timeSeries'
align(x, by = "1d", offset = "0s",
    method = c("before", "after", "interp", "fillNA",
    "fmm", "periodic", "natural", "monoH.FC"),
    include.weekends = FALSE, ...)

Arguments

x

an object of class timeSeries.

by

a character string denoting the period

offset

a character string denoting the offset

method

a character string denoting the alignment approach.

include.weekends

a logical flag, should weekend be included.

...

Further arguments to be passed to the interpolating function.

Value

Returns an aligned S4 'timeSeries' object.

Examples

## Use MSFT and Compute Sample Size -
   dim(MSFT)

## Align the Series -
   MSFT.AL <- align(MSFT)

## Show the Size of the Aligned Series -
   dim(MSFT.AL)

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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