R: Basic Functions for Irregular Time-Series Objects

irts-functions {tseries} | R Documentation

## Basic Functions for Irregular Time-Series Objects

### Description

Basic functions related to irregular time-series objects.

### Usage

    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, ...)

### Arguments

`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`.

### Details

`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.

### Value

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"`.

### Author(s)

A. Trapletti

### See Also

`irts`, `irts-methods`

### Examples

    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)

[Package tseries version 0.10-47 Index]