itsDef                  package:its                  R Documentation

_I_r_r_e_g_u_l_a_r_l_y _S_p_a_c_e_d _T_i_m_e-_S_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     The function 'its' is used to create irregular time-series objects
     from user-supplied data and time-stamps. 'newIts' is used to
     create semi-regular time-series objects from user-supplied data,
     and rule for generating time-stamps. 'as.its' coerces an object to
     an irregularly spaced time-series. 'is.its' tests whether an
     object is an irregularly spaced time series.

_U_s_a_g_e:

     its(x,dates=as.POSIXct(x=strptime(dimnames(x)[[1]],format=its.format())),
     names=dimnames(x)[[2]],format=its.format(),...)

     newIts(x=NA,start=format(Sys.time(),format=its.format()),
     end,ncol=1,by="DSTday",extract=FALSE,format=its.format(),...)

     as.its(x,...)

     is.its(object)

     its.format(formatDefault=NULL)

_A_r_g_u_m_e_n_t_s:

   dates: a vector of class '"POSIXct"' representing the time-stamps of
          the irregular time-series object. The elements of the numeric
          vector are construed as the number of seconds since the
          beginning of 1970, see 'POSIXct'.

start, end: POSIXct or character representation of the start or end
          time-stamp,  if character, then the format is as specified by
          the argument 'format'

    ncol: number of columns of synthetic sequence of dates

      by: time increment for synthetic sequence of dates, see
          'seq.POSIXt'

 extract: logical flag: if TRUE, a subset of the synthetic sequence of
          dates is extracted,  see 'extractIts'

       x: a numeric matrix representing the values of the irregular
          time-series object.  In the case of coercion in as.its, the
          first column is taken to be the time-stamps, in seconds since
          the beginning of 1970, see 'POSIXct'.

  object: 

   names: a vector of mode character

  format: a formatting string, see 'format.POSIXct', defaults to 
          'its.format()'

formatDefault: a formatting string, see 'format.POSIXct', defaults to
          '"%Y-%m-%d"' if 'formatDefault' is not specified.

     ...: further arguments passed to or from other methods: for 'its'
          passed to 'format.POSIXct'.; for 'as.its' passed to 'its'.;
          for 'newIts' passed to 'extractIts'.

_D_e_t_a_i_l_s:

     The function 'its' is used to create irregular time-series
     objects, which have (S4) class "its". An object of class "its" is
     a matrix with rows indexed by a time-stamp of class "POSIXct".
     Unlike objects of class "ts", it can be used to represent
     irregularly spaced time-series.  The object consists of a matrix,
     with a single slot, the named POSIX vector named "dates". An
     object of class "its" inherits matrix arithmetic methods.  The
     matrix has dimnames: dimnames[[1]] is populated with a text
     representation of "dates", using a format which is defined by the
     function its.format. These dates are not used in computations -
     all computations use the  POSIX representation.  The dates are
     required to be in ascending order.

     When matrix multiplication is applied to an "its", the result is
     of class matrix.  It is possible to restore the "its" class (see
     examples) - its()  is in this sense idempotent i.e.
     its(mat)==its(its(mat)).  Note however that the dates will be
     taken from dimnames[[1]], so the accuracy of this operation
     depends on the format of the dates.

     'newIts' is a utility for creating a new "its" using a series of
     'semi-regular'  time-stamps, such as weekday, weekly, monthend
     etc.  Conceptually the date sequence generation has two parts. The
     first part is the generation of a sequence using 'seq.POSIXt' -
     the arguments from, to, and by are passed to this function.  The
     second  part (which is optional, and applies only if extract=TRUE)
     is an extraction,  performed by 'extractIts'. See 'extractIts' for
     details of the arguments, which are passed via '...' .

     The function 'its.format' assigns a private variable and returns
     its value. The  value of this default format persists in the
     session until reset.  The purpose of the function is one of
     convenience: to access and/or assign the default text format for
     dates  in the "its" package, and hence reduce the need to define
     the format repeatedly in a session.

_V_a_l_u_e:

     For 'its', 'newIts' and 'as.its', an object of class '"its"',
     inheriting from matrix, with a single slot named ''dates'', which
     is a vector of class 'POSIXct'

     For 'is.its', a logical representing the result of a test for
     class membership

     For 'its.format', a text representation of dates formatting to be
     used in the "its" package, see 'format.POSIXct'

_A_u_t_h_o_r(_s):

     Giles Heywood

_S_e_e _A_l_s_o:

     'ts', 'POSIXct', 'itsFile', 'itsLags', 'itsJoin', 'itsTimes',
     'itsSubset', 'itsFin', 'itsDisp', 'itsInfo', 'itsCumdif',
     'itsArith'

_E_x_a_m_p_l_e_s:

     its.format("%Y-%m-%d")    #defines text format of dates read from dimnames
     mat <- structure(1:6,dim=c(2,3),dimnames=list(c("2003-01-01","2003-01-04"),letters[1:3]))
     its(mat)
     its.format("%Y%m%d")    #defines text format of dates written to dimnames
     times <- as.POSIXct(strptime(c("1999-12-31 01:00:00","2000-01-01 02:00:00"),format="%Y-%m-%d %X"))
     its(mat,times)
     its.format("%Y-%m-%d %X")
     its(mat,times)
     is.its(its(mat,times))
     its.format("%Y%m%d %X")   #defines text format of dates written to dimnames
     as.its(mat)
     its.format("%a %d %b %Y")
     newIts(start="2003-09-30",end="2005-05-05",format="%Y-%m-%d",period="month",find="last",extract=TRUE,weekday=TRUE)
     newIts(start=ISOdate(2003,12,24,0),end=ISOdate(2004,1,10),extract=TRUE,weekday=TRUE)

