Fts: a fast timeseries library

Description

create an fts object by specifying index and data

Usage

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fts(index,data)

Arguments

index

a vector of dates

data

a matrix, dataframe, or vector

Details

fts is an S3 class in which the fts object is represented as a native R matrix and the dates are attached as an attribute to the matrix

Value

a fts object

Author(s)

Whit Armstrong

See Also

as.fts

Examples

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x <- fts(index=seq(from=Sys.Date(),by="months",length.out=24),data=1:24)
y <- fts(index=seq(from=Sys.Date(),by="months",length.out=12),data=13:24)
xx <- x[1:10,]

## intersection of dates is taken for Arith methods
xyp <- x + y
xys <- x - y
xym <- x * y
xyd <- x / y
xyg <- x > y
xyl <- x < y

cxy <- cbind(x,y)
rxy <- rbind(x,y)
print(x)
plot(x)