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irts-methods

Methods for Irregular Time-Series Objects


Description

Methods for irregular time-series objects.

Usage

## S3 method for class 'irts'
lines(x, type = "l", ...)
## S3 method for class 'irts'
plot(x, type = "l", plot.type = c("multiple", "single"), 
     xlab = "Time", ylab = NULL, main = NULL, ylim = NULL,
     oma = c(6, 0, 5, 0), ...)
## S3 method for class 'irts'
points(x, type = "p", ...)                    
## S3 method for class 'irts'
print(x, format = "%Y-%m-%d %H:%M:%S", tz = "GMT",
      usetz = TRUE, format.value = NULL, ...)
## S3 method for class 'irts'
time(x, ...)
## S3 method for class 'irts'
value(x, ...)
## S3 method for class 'irts'
x[i, j, ...]

Arguments

x

an object of class "irts"; usually, a result of a call to irts.

type, plot.type, xlab, ylab, main, ylim, oma

graphical arguments, see plot, points, lines, par, and plot.ts.

format, tz, usetz

formatting related arguments, see format.POSIXct.

format.value

a string which specifies the formatting of the values when printing an irregular time-series object. format.value is passed unchanged as argument format to the function formatC.

i, j

indices specifying the parts to extract from an irregular time-series object.

...

further arguments passed to or from other methods: for lines passed to lines; for plot passed to plot, plot.default, and mtext; for points passed to points; for print passed to formatC; for time, value, and [.irts unused.

Details

plot is the method for plotting irregular time-series objects.

points and lines are the methods for drawing a sequence of points as given by an irregular time-series object and joining the corresponding points with line segments, respectively.

print is the method for printing irregular time-series objects.

time and value are the methods for extracting the sequence of times and the sequence of values of an irregular time-series object.

[.irts is the method for extracting parts of irregular time-series objects.

Value

For time an object of class "POSIXct" representing the sequence of times. For value a vector or matrix representing the sequence of values.

For [.irts an object of class "irts" representing the extracted part.

For plot, points, lines, and print the irregular time-series object.

Author(s)

A. Trapletti

See Also

Examples

n <- 10
t <- cumsum(rexp(n, rate = 0.1))
v <- rnorm(n)
x <- irts(t, v)

x
time(x)
value(x)
plot(x)
points(x)

t <- cumsum(c(t[1], rexp(n-1, rate = 0.2)))
v <- rnorm(n, sd = 0.1)
x <- irts(t, v)

lines(x, col = "red")
points(x, col = "red")

# Multivariate
t <- cumsum(rexp(n, rate = 0.1))
u <- rnorm(n)
v <- rnorm(n)
x <- irts(t, cbind(u, v))

x
x[,1]
x[1:3,]
x[1:3,1]
plot(x)

tseries

Time Series Analysis and Computational Finance

v0.10-48
GPL-2
Authors
Adrian Trapletti [aut], Kurt Hornik [aut, cre], Blake LeBaron [ctb] (BDS test code)
Initial release

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