aggregate.time.series | R Documentation |
Aggregate measurements from a fine scaled time series into
a coarse time series. This is similar to functions from the
xts
package, but it can handle aggregation from weeks to
months.
AggregateTimeSeries(fine.series, contains.end, membership.fraction, trim.left = any(membership.fraction < 1), trim.right = NULL, byrow = TRUE)
fine.series |
A numeric vector or matrix giving the fine scale time series to be aggregated. |
contains.end |
A logical vector corresponding to
|
membership.fraction |
A numeric vector corresponding to
|
trim.left |
Logical indicating whether the first observation in the coarse aggregate should be removed. |
trim.right |
Logical indicating whether the final observation in the coarse aggregate should be removed. |
byrow |
Logical. If |
A matrix (if fine.series
is a matrix) or vector
(otherwise) containing the aggregated values of fine.series
.
Steven L. Scott steve.the.bayesian@gmail.com
week.ending <- as.Date(c("2011-11-05", "2011-11-12", "2011-11-19", "2011-11-26", "2011-12-03", "2011-12-10", "2011-12-17", "2011-12-24", "2011-12-31")) membership.fraction <- GetFractionOfDaysInInitialMonth(week.ending) which.month <- MatchWeekToMonth(week.ending, as.Date("2011-11-01")) contains.end <- WeekEndsMonth(week.ending) weekly.values <- rnorm(length(week.ending)) monthly.values <- AggregateTimeSeries(weekly.values, contains.end, membership.fraction)
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