R: Fts: a fast timeseries library

fts {fts} | R Documentation

## Fts: a fast timeseries library

### Description

create an fts object by specifying index and data

### Usage

    fts(index,data)

### Arguments

`index` | a vector of dates
`data` | a matrix, dataframe, or vector

### Details

fts is an S3 class in which the fts object is represented as a native R matrix and the dates are attached as an attribute to the matrix

### Value

a fts object

### Author(s)

Whit Armstrong

### See Also

`as.fts`

### Examples

    x <- fts(index=seq(from=Sys.Date(),by="months",length.out=24),data=1:24)
    y <- fts(index=seq(from=Sys.Date(),by="months",length.out=12),data=13:24)
    xx <- x[1:10,]

    ## intersection of dates is taken for Arith methods
    xyp <- x + y
    xys <- x - y
    xym <- x * y
    xyd <- x / y
    xyg <- x > y
    xyl <- x < y

    cxy <- cbind(x,y)
    rxy <- rbind(x,y)
    print(x)
    plot(x)

[Package fts version 0.9.9.2 Index]