TimeSeriesSubsettings {timeSeries}R Documentation

Subsetting time series

Description

Subset a "timeSeries" objects in different ways.

[ "[" method for a "timeSeries" object,
[<- "[<-" method to assign value for a subset of a "timeSeries" object,
head Returns the head of a "timeSeries" object,
tail Returns the tail of a "timeSeries" object,
outlier Removes outliers from a "timeSeries" object.

Usage

## S4 method for signature 'timeSeries'
head(x, n = 6, recordIDs = FALSE, ...)
## S4 method for signature 'timeSeries'
tail(x, n = 6, recordIDs = FALSE, ...)

## S4 method for signature 'timeSeries'
outlier(x, sd = 3, complement = TRUE, ...)

Arguments

x

an object of class timeSeries.

n

an integer specifying the number of lines to be returned. By default n=6.

recordIDs

a logical value. Should the recordIDs returned together with the data matrix and time series positions?

sd

a numeric value of standard deviations, e.g. 10 means that values larger or smaller tahn ten times the standard deviation will be removed from the series.

complement

a logical flag, should the outler series or its complement be returns, by default TRUE which returns the series free of outliers.

...

arguments passed to other methods.

Value

All functions return an object of class "timeSeries".

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)

[Package timeSeries version 4021.105 Index]