tfwindow: Truncate a Time Series

In tframe: Time Frame Coding Kernel

Description

Truncate a time series object to a time window.

Usage

    tfwindow(x, tf=NULL, start=tfstart(tf), end=tfend(tf), warn=TRUE)
    ## Default S3 method:
tfwindow(x, tf=NULL, start=tfstart(tf), end=tfend(tf), warn=TRUE)
    ## S3 method for class 'ts'
tfwindow(x, tf=NULL, start=tfstart(tf), end=tfend(tf), warn=TRUE)
    ## S3 method for class 'tframe'
tfwindow(x, tf=NULL, start=tfstart(tf), end=tfend(tf), warn=TRUE)
    

Arguments

x	A time series object.
start	A start date of a format compatible with the time series
end	An end date of a format compatible with the time series
tf	A tframe or tframed object
warn	A logical indicating if warning should be produced

Details

If start or end are omitted and tf is specified then the start or end is taken from the tf object. For ts class objects this function calls window but makes more effort to preserve seriesNames if x has them. It also supports the optional argument warn to suppress warning messages. Frequently it is convenient to write code which always truncates to a window without first checking if the data is already within the window. Since window produces a warning in this situation, the optional argument is frequently useful when tfwindow is used by other code. In Splus tfwindow also corrects for some bugs in older versions of window.

The method for windowing a tframe is a utility to be used by other programs and would not typically be called by a user.

Value

A time series object similar to x, but typically spanning a shorter time period.

Examples

  z <- ts(matrix(rnorm(24),24,1), start=c(1980,1), frequency=4)
  zz <- tfwindow(z, start=c(1982,2))
  zzz <- matrix(rnorm(24),24,1)
  tframe(zzz) <- tframe(z)
  tfwindow(zzz, tf=tframe(zz))

Example output

            Qtr1        Qtr2        Qtr3        Qtr4
1982             -1.42199103 -0.62407313 -0.35225768
1983 -0.43670335  1.67514224 -0.59119750  1.31375934
1984 -0.83336298 -0.08260172 -0.44937595  1.18785955
1985 -1.43246395 -1.33687236 -0.51749994  0.60971787

tframe documentation built on May 31, 2019, 1:03 a.m.