File: base-subsetting.Rd

package info (click to toggle)
r-cran-timeseries 4041.111-1
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid, trixie
  • size: 2,704 kB
  • sloc: makefile: 14
file content (160 lines) | stat: -rw-r--r-- 4,484 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
\name{TimeSeriesSubsettings}
\alias{TimeSeriesSubsettings}

\alias{$,timeSeries-method}

\alias{[,timeSeries,ANY,index_timeSeries-method}
\alias{[,timeSeries,character,character-method}
\alias{[,timeSeries,character,index_timeSeries-method}
\alias{[,timeSeries,character,missing-method}
\alias{[,timeSeries,index_timeSeries,character-method}
\alias{[,timeSeries,index_timeSeries,index_timeSeries-method}
\alias{[,timeSeries,index_timeSeries,missing-method}
\alias{[,timeSeries,matrix,missing-method}
\alias{[,timeSeries,missing,character-method}
\alias{[,timeSeries,missing,index_timeSeries-method}
\alias{[,timeSeries,missing,missing-method}
\alias{[,timeSeries,time_timeSeries,ANY-method}
\alias{[,timeSeries,time_timeSeries,character-method}
\alias{[,timeSeries,time_timeSeries,index_timeSeries-method}
\alias{[,timeSeries,time_timeSeries,missing-method}
\alias{[,timeSeries,timeDate,character-method}
\alias{[,timeSeries,timeDate,index_timeSeries-method}
\alias{[,timeSeries,timeDate,missing-method}
\alias{[,timeSeries,timeSeries,index_timeSeries-method}
\alias{[,timeSeries,timeSeries,missing-method}


\alias{$<-,timeSeries,ANY-method}
\alias{$<-,timeSeries,factor-method}
\alias{$<-,timeSeries,numeric-method}

\alias{[<-,timeSeries,character,ANY-method}
\alias{[<-,timeSeries,character,missing-method}
\alias{[<-,timeSeries,timeDate,ANY-method}
\alias{[<-,timeSeries,timeDate,missing-method}


\alias{head}
%\alias{head,timeSeries-method}
\alias{head.timeSeries}

\alias{tail}
%\alias{tail,timeSeries-method}
\alias{tail.timeSeries}

\alias{outlier}
\alias{outlier,timeSeries-method}
\alias{outlier,ANY-method}


\title{Subsetting time series}

\description{
  
  Objects from class \code{"timeSeries"} can be subsetted in different
  ways.  Methods are defined for the subsetting operators \code{"$"},
  \code{"["} and their assignment versions, as well as for some related
  functions from base \R. A function to drop or extract outliers is also
  described here.
  
}

% \method{[}{timeSeries}(x, i, j, drop)
% \method{[}{timeSeries}(x, i, j) <- value
\usage{
\method{head}{timeSeries}(x, n = 6, recordIDs = FALSE, \dots)
\method{tail}{timeSeries}(x, n = 6, recordIDs = FALSE, \dots)

outlier(x, sd = 5, complement = TRUE, ...)
}


\arguments{
  
  \item{x}{
    an object of class \code{timeSeries}.
  }
  % \item{from, to}{
  %    starting date and end date, \code{to} must be after \code{from}.
  %    }
  % \item{start, end}{
  %    starting date and end date, \code{end} must be after \code{start}.
  %    }
  % \item{i, j}{
  %    ["["] - \cr 
  %    index arguments used for subsettings.
  % }       
  \item{n}{
    an integer specifying the number of lines to be returned. 
    By default \code{n=6}.
  }
  \item{recordIDs}{
    a logical value. Should the \code{recordIDs} be returned together
    with the data matrix and time series positions?
  }
  \item{sd}{
    
    a numeric value of standard deviations, e.g. 10 means that values
    larger or smaller than ten times the standard deviation will be
    removed from the series.

  }
  \item{complement}{
    
    a logical flag. If \code{TRUE}, the default, return the series free
    of outliers. If \code{FALSE}, return the outliers series.

  }
  % \item{value}{
  %   a numeric value to use as a replacement. It will be repeated a
  %   whole number of times if necessary. 
  % }
  \item{\dots}{
    arguments passed to other methods.
  }
}

\details{

  The \code{"timeSeries"} methods for the subsetting operators \code{"$"},
  \code{"["} and their assignment versions, as well as for the functions
  \code{head} and \code{tail} are meant to do what the user expects.

  \strong{TODO:} Further details are needed here, despite the above
  paragraph.

  \code{outlier} drops the outliers if \code{complement = TRUE} and
  returns only them if \code{complement = FALSE}.

  All functions described here return \code{"timeSeries"} objects.

  See also \code{\link{window}} which extracts the sub-series between
  two datetimes.
  
}
        
\value{
  All functions return an object of class \code{"timeSeries"}.
}

\seealso{
  \code{\link{window}}
}
\examples{
## Create an Artificial 'timeSeries' Object
setRmetricsOptions(myFinCenter = "GMT")
charvec <- timeCalendar()
set.seed(4711)
data <- matrix(exp(cumsum(rnorm(12, sd = 0.1))))
tS <- timeSeries(data, charvec, units = "tS")
tS
   
## Subset Series by Counts "["
tS[1:3, ]
       
## Subset the Head of the Series
head(tS, 6)
}

\keyword{chron}