Irregularly Spaced Time-Series
The function irts is used to create irregular time-series
objects.
as.irts coerces an object to an irregularly spaced
time-series. is.irts tests whether an object is an irregularly
spaced time series.
irts(time, value) as.irts(object) is.irts(object)
time |
a numeric vector or a vector of class |
value |
a numeric vector or matrix representing the values of the irregular time-series object. |
object |
an R object to be coerced to an irregular time-series object or an R object to be tested whether it is an irregular time-series object. |
The function irts is used to create irregular time-series
objects. These are scalar or vector valued time series indexed by a
time-stamp of class "POSIXct". Unlike objects of class
"ts", they can be used to represent irregularly spaced
time-series.
A list of class "irts" with the following elements:
time |
a vector of class |
value |
a numeric vector or matrix. |
A. Trapletti
n <- 10 t <- cumsum(rexp(n, rate = 0.1)) v <- rnorm(n) x <- irts(t, v) x as.irts(cbind(t, v)) is.irts(x) # Multivariate u <- rnorm(n) irts(t, cbind(u, v))
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