TimeSeriesSubsettings {fSeries}R Documentation

timeSeries Subsetting

Description

A collection and description of functions and methods for subsetting timeSeries objects.

"[" "[" method for 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

## S3 method for class 'timeSeries':
x[i = min(1, nrow(x@Data)):nrow(x@Data), 
    j = min(1, ncol(x@Data)):ncol(x@Data)]
## S3 method for class 'timeSeries':
window(x, from, to, ...)
## S3 method for class 'timeSeries':
head(x, n = 6, recordIDs = FALSE, ...)
## S3 method for class 'timeSeries':
tail(x, n = 6, recordIDs = FALSE, ...)
## S3 method for class 'timeSeries':
outlier(x, sd = 10, complement = TRUE, ...)

## S3 method for class '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.
i, j ["["] -
index arguments used for subsettings.
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.

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

Examples

## data - 
   # Create an artificial timeSeries object:
   myFinCenter <<- "GMT"
   charvec = timeCalendar()
   set.seed(4711)
   data = matrix(exp(cumsum(rnorm(12, sd = 0.1))))
   tS = timeSeries(data, charvec, units = "tS")
   tS
   
## "[" - 
   tS[1:3, ]
       
## head - 
   head(tS)

[Package fSeries version 260.73 Index]