irts                 package:tseries                 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 '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.

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

     irts(time, value)
     as.irts(object)
     is.irts(object)

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

    time: a numeric vector or 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 (signed) number of seconds since the beginning of 1970,
          see 'POSIXct'.

   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.

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

     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.

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

     A list of class '"irts"' with the following elements: 

    time: a vector of class '"POSIXct"'.

   value: a numeric vector or matrix.

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

     A. Trapletti

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

     'ts', 'POSIXct', 'irts-methods', 'irts-functions'

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

     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))

