Description Usage Arguments Details Value See Also
Utilities for comparing time series from different databases.
1 2 3 4 5 6 7 | TScompare(ids, con1, con2, na.rm=FALSE, fuzz=1e-14)
doubleCheck(x, con1=x$con1, con2=x$con2, na.rm=FALSE, fuzz=1e-10)
tfDetails(x, con1=x$con1, con2=x$con2, na.rm=FALSE)
## S3 method for class 'TScompare'
summary(object, ...)
## S3 method for class 'TScompare'
tfplot(x, con1=x$con1, con2=x$con2, diff=FALSE, ...)
|
ids |
matrix with one or two columns of character strings indicating pairs of series identifiers. (See details.) |
x |
a TScompare object as returned by TScompare. |
con1 |
a database connection as returned by TSconnect. |
con2 |
a database connection as returned by TSconnect. |
na.rm |
a logical indicating if NA values should be removed from the beginning and end of series. |
fuzz |
a small value indicating the tolerance within which values are considered to be the same. |
object |
a |
diff |
logical indicating if the difference should be plotted, rather than the two series. |
... |
other arguments. (Not currently used.) |
TScompare
compares series from two databases (con1
and
con2
) to check if the series are the same.
If ids
is a vector or matrix with one column then the same series
identifiers are used for both databases. Ifids
is a matrix with two
columns then the first columns indicates the series ids on first database and
the second column indicates corresponding id on the second database.
Series are first checked to see that they cover the same time window.
If the window comparison fails (is FALSE
) then the value comparison
is also indicated as FALSE
. When the window comparison is TRUE
then the value comparison is set TRUE
if all values are within
fuzz
in absolute value.
The function doubleCheck
reruns value comparisons using a different
(relaxed) fuzz
. It only checks FALSE
results, and returns the new result with a different fuzz. (It will be much
quicker on very long checks if most series do not need to be rechecked.)
Connections (cons) may have expired if there is a long delay bfore running this,
in which case they need to be re-established.
The method summary.TScompare
summarizes the result returned by TScompare
or doubleCheck
.
The method tfplot.TScompare
plots differences in the series.
The function tfDetails
provides details about differences in the time
window for series that are not equal.
depends.
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