irts-functions            package:tseries            R Documentation

_B_a_s_i_c _F_u_n_c_t_i_o_n_s _f_o_r _I_r_r_e_g_u_l_a_r _T_i_m_e-_S_e_r_i_e_s _O_b_j_e_c_t_s

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

     Basic functions related to irregular time-series objects.

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

     daysecond(object, tz = "GMT")
     approx.irts(object, time, ...)
     is.businessday(object, tz = "GMT")
     is.weekend(object, tz = "GMT")
     read.irts(file, format = "%Y-%m-%d %H:%M:%S", tz = "GMT", ...)
     weekday(object, tz = "GMT")
     write.irts(object, file = "", append = FALSE, quote = FALSE,
                sep = " ", eol = "\n", na = "NA", dec = ".",
                row.names = FALSE, col.names = FALSE, qmethod = "escape",
                format = "%Y-%m-%d %H:%M:%S", tz = "GMT", usetz = FALSE,
                format.value = NULL, ...)

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

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

format, tz, usetz: formatting related arguments, see 'format.POSIXct'.

    time: an object of class '"POSIXct"' specifying the times at which
          to interpolate the irregularly spaced time-series.

file, append, quote, sep, eol, na, dec, row.names, col.names,
qmethod: 
          reading and writing related arguments, see 'read.table' and
          'write.table'.

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

     ...: further arguments passed to or from other methods: for
          'approx.irts' passed to 'approx'; for 'read.irts' passed to
          'read.table'; for 'write.irts' passed to 'data.frame'.

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

     'daysecond' and 'weekday' return the number of seconds since
     midnight (the same day) and the weekday as a decimal number (0-6,
     Sunday is 0), respectively.

     'is.businessday' and 'is.weekend' test which entries of an
     irregular time-series object are recorded on business days and
     weekends, respectively. 

     'approx.irts' interpolates an irregularly spaced time-series at
     prespecified times.

     'read.irts' is the function to read irregular time-series objects
     from a file.

     'write.irts' is the function to write irregular time-series
     objects to a file.

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

     For 'daysecond' and 'weekday' a vector of decimal numbers
     representing the number of seconds and the weekday, respectively.

     For 'is.businessday' and 'is.weekend' a vector of '"logical"'
     representing the test results for each time.

     For 'approx.irts', 'read.irts' and 'write.irts' an object of class
     '"irts"'.

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

     A. Trapletti

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

     'irts', 'irts-methods'

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

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

     daysecond(x)
     weekday(x)
     is.businessday(x)
     is.weekend(x)
     x

     approx.irts(x, seq(ISOdatetime(1970, 1, 1, 0, 0, 0, tz = "GMT"),
                 by = "10 secs", length = 7), rule = 2)

     ## Not run: 
     file <- tempfile()

     # To write an irregular time-series object to a file one might use
     write.irts(x, file = file)

     # To read an irregular time-series object from a file one might use
     read.irts(file = file)

     unlink(file)
     ## End(Not run)

