Basic Functions for Irregular Time-Series Objects
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 |
format, tz, usetz |
formatting related arguments, see
|
time |
an object of class |
file, append, quote, sep, eol, na, dec, row.names, col.names,
qmethod |
reading and writing related arguments, see
|
format.value |
a string which specifies the formatting of the
values when writing an irregular time-series object to a
file. |
... |
further arguments passed to or from other methods: for
|
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)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.