| TimeSeriesSubsettings {timeSeries} | R Documentation |
Subset a 'timeSeries' objects due to different aspects.
[ | "[" method for a 'timeSeries' object, |
[<- | "[<-" method to assign value for a subset of a 'timeSeries' object, |
window | Windows a piece from a 'timeSeries' object, |
cut | A no longer used synonyme for window, |
head | Returns the head of a 'timeSeries' object, |
tail | Returns the tail of a 'timeSeries' object, |
outliers | Removes outliers from a 'timeSeries' object. |
## S4 method for signature 'timeSeries': window(x, start, end, ...) ## 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 = 10, complement = TRUE, ...) ## S4 method for signature 'timeSeries': cut(x, from, to, ...)
complement |
[outlierSeries] - a logical flag, should the outler series or its complement be returns, by default TRUE
which returns the series free of outliers.
|
from, to |
starting date and end date, to must be after from.
|
start, end |
starting date and end date, end must be after start.
|
n |
[head][tail] - an integer specifying the number of lines to be returned. By default n=6.
|
recordIDs |
[head][tail] - a logical value. Should the recordIDs returned together
with the data matrix and time series positions?
|
sd |
[outlierSeries] - 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. |
x |
an object of class timeSeries.
|
... |
arguments passed to other methods. |
all functions return an object of class timeSeries.
## 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)