subset_bytime: Subset a list of Forecast objects by origin or future values.

In lmForc: Linear Model Forecasting

Subset a list of Forecast objects by origin or future values.

Description

Function for subsetting all forecasts in a list of Forecast objects based on origin or future values.

Usage

subset_bytime(forcs, values, slot)

Arguments

forcs	List of Forecast objects.
values	Single time object or a vector of time objects. The class of the values must match the class of the origin and future values in the list of Forecast objects.
slot	Character representing whether the list of Forecasts will be subset by origin or future values. Must be either "origin" or "future".

Value

List of subsetted Forecast objects.

Examples

forc1_1h <- Forecast(
  origin = as.Date(c("2010-02-17", "2010-05-14", "2010-07-22", "2010-12-05", "2011-03-10")),
  future = as.Date(c("2010-06-30", "2010-09-30", "2010-12-31", "2011-03-31", "2011-06-30")),
  forecast = c(4.27, 3.36, 4.78, 5.45, 5.12),
  realized = c(4.96, 4.17, 4.26, 4.99, 5.38),
  h_ahead = 1
)

forc2_1h <- Forecast(
  origin = as.Date(c("2010-02-17", "2010-05-14", "2010-07-22", "2010-12-22", "2011-03-27")),
  future = as.Date(c("2010-06-30", "2010-09-30", "2010-12-31", "2011-03-31", "2011-06-30")),
  forecast = c(4.01, 3.89, 3.31, 4.33, 4.61),
  realized = c(4.96, 4.17, 4.26, 4.99, 5.38),
  h_ahead = 1
)

forcs <- list(forc1_1h, forc2_1h)

subset_bytime(forcs, values = as.Date("2010-05-14"), slot = "origin")

subset_bytime(
   forcs, 
   values = as.Date(c("2010-09-30", "2010-12-31", "2011-03-31")), 
   slot = "future"
)

lmForc documentation built on Sept. 11, 2024, 8:14 p.m.