event.dates: Extract Dates

Description

Extract the dates from a one column LOGICAL Fts object where value is TRUE

Usage

1

Arguments

x

An Fts object

Details

removes NA values before extracting dates

Value

a vector of dates

Author(s)

Whit Armstrong

Examples

1
2
3
4
5
6
7
x <- fts(index=seq(from=Sys.Date(),by="days",length.out=100),data=rnorm(100))
x.bool <- x > 10
event.dates(x.bool)

## ignores NA's
x.bool[10:20] <- NA
event.dates(x.bool)

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.