timeSeries-class: Class 'timeSeries' in package timeSeries

In timeSeries: Financial Time Series Objects (Rmetrics)

Class 'timeSeries' in package timeSeries

Description

Class "timeSeries" in package timeSeries.

Objects from the Class

The main functions for creating objects from class "timeSeries" timeSeries and as.timeSeries.

Objects can also be created by calls of the form new("timeSeries", .Data, units, positions, format, FinCenter, recordIDs, title, documentation) but this is not recommended for routine work.

Slots

The structure of the "timeSeries" objects should, in general, be considered internal. The accessor functions to get and set the components should be used to get and set values of the slots.

.Data:

Object of class "matrix" containing the data, one column for each variable.

units:

Object of class "character", the unit (or variable, or column) names of the time series object.

positions:

Object of class "numeric", the datetime stamps. If the time series doesn't have datetime stamps, then positions is of length zero.

format:

Object of class "character", a datetime format (such as "%Y-%m-%d"). if there are no time stamps "format" is equal to "counts".

FinCenter:

Object of class "character", the financial center.

recordIDs:

Object of class "data.frame" ~~

title:

Object of class "character", a title for printing.

documentation:

Object of class "character", by default it is set to the current date.

Extends

Class "structure", from data part. Class "vector", by class "structure", distance 2, with explicit coerce.

Methods

Below is a list of the methods that have "timeSeries" in their signature. It can be useful for technical purposes, for example in reporting bugs but most methods that need explanation are documented with the corresponding functions and looking at their help pages is recommended.

There are short explanations for Methods for functions that are not supposed to be called directly.

[

signature(x = "timeSeries", i = "ANY", j = "index_timeSeries"): ...

[

signature(x = "timeSeries", i = "character", j = "character"): ...

[

signature(x = "timeSeries", i = "character", j = "index_timeSeries"): ...

[

signature(x = "timeSeries", i = "character", j = "missing"): ...

[

signature(x = "timeSeries", i = "index_timeSeries", j = "character"): ...

[

signature(x = "timeSeries", i = "index_timeSeries", j = "index_timeSeries"): ...

[

signature(x = "timeSeries", i = "index_timeSeries", j = "missing"): ...

[

signature(x = "timeSeries", i = "matrix", j = "missing"): ...

[

signature(x = "timeSeries", i = "missing", j = "character"): ...

[

signature(x = "timeSeries", i = "missing", j = "index_timeSeries"): ...

[

signature(x = "timeSeries", i = "missing", j = "missing"): ...

[

signature(x = "timeSeries", i = "time_timeSeries", j = "ANY"): ...

[

signature(x = "timeSeries", i = "time_timeSeries", j = "character"): ...

[

signature(x = "timeSeries", i = "time_timeSeries", j = "index_timeSeries"): ...

[

signature(x = "timeSeries", i = "time_timeSeries", j = "missing"): ...

[

signature(x = "timeSeries", i = "timeDate", j = "character"): ...

[

signature(x = "timeSeries", i = "timeDate", j = "index_timeSeries"): ...

[

signature(x = "timeSeries", i = "timeDate", j = "missing"): ...

[

signature(x = "timeSeries", i = "timeSeries", j = "index_timeSeries"): ...

[

signature(x = "timeSeries", i = "timeSeries", j = "missing"): ...

[<-

signature(x = "timeSeries", i = "character", j = "ANY"): ...

[<-

signature(x = "timeSeries", i = "character", j = "missing"): ...

[<-

signature(x = "timeSeries", i = "timeDate", j = "ANY"): ...

[<-

signature(x = "timeSeries", i = "timeDate", j = "missing"): ...

$

signature(x = "timeSeries"): ...

$<-

signature(x = "timeSeries", value = "ANY"): ...

$<-

signature(x = "timeSeries", value = "factor"): ...

$<-

signature(x = "timeSeries", value = "numeric"): ...

aggregate

signature(x = "timeSeries"): ...

align

signature(x = "timeSeries"): ...

apply

signature(X = "timeSeries"): ...

as.data.frame

signature(x = "timeSeries"): ...

as.list

signature(x = "timeSeries"): ...

as.matrix

signature(x = "timeSeries"): ...

as.ts

signature(x = "timeSeries"): ...

attach

signature(what = "timeSeries"): ...

cbind2

signature(x = "ANY", y = "timeSeries"): ...

cbind2

signature(x = "timeSeries", y = "ANY"): ...

cbind2

signature(x = "timeSeries", y = "missing"): ...

cbind2

signature(x = "timeSeries", y = "timeSeries"): ...

coerce

signature(from = "ANY", to = "timeSeries")

coerce

signature(from = "character", to = "timeSeries")

coerce

signature(from = "data.frame", to = "timeSeries")

coerce

signature(from = "timeSeries", to = "data.frame")

coerce

signature(from = "timeSeries", to = "list"):

coerce

signature(from = "timeSeries", to = "matrix")

coerce

signature(from = "timeSeries", to = "ts"):

coerce

signature(from = "ts", to = "timeSeries"): coerce should not be called directly. Use as(object, "target_class") instead.

colCummaxs

signature(x = "timeSeries"): ...

colCummins

signature(x = "timeSeries"): ...

colCumprods

signature(x = "timeSeries"): ...

colCumreturns

signature(x = "timeSeries"): ...

colCumsums

signature(x = "timeSeries"): ...

colMeans

signature(x = "timeSeries"): ...

colnames

signature(x = "timeSeries"): ...

colnames<-

signature(x = "timeSeries"): ...

colSums

signature(x = "timeSeries"): ...

comment

signature(x = "timeSeries"): ...

comment<-

signature(x = "timeSeries"): ...

coredata

signature(x = "timeSeries"): ...

coredata<-

signature(x = "timeSeries", value = "ANY"): ...

coredata<-

signature(x = "timeSeries", value = "matrix"): ...

cummax

signature(x = "timeSeries"): ...

cummin

signature(x = "timeSeries"): ...

cumprod

signature(x = "timeSeries"): ...

cumsum

signature(x = "timeSeries"): ...

diff

signature(x = "timeSeries"): ...

dim

signature(x = "timeSeries"): ...

dim<-

signature(x = "timeSeries"): ...

dimnames

signature(x = "timeSeries"): ...

dimnames<-

signature(x = "timeSeries", value = "list"): ...

end

signature(x = "timeSeries"): ...

filter

signature(x = "timeSeries"): ...

finCenter

signature(x = "timeSeries"): ...

finCenter<-

signature(x = "timeSeries"): ...

frequency

signature(x = "timeSeries"): ...

getDataPart

signature(object = "timeSeries"): ...

head

signature(x = "timeSeries"): ...

initialize

signature(.Object = "timeSeries"):

don't call "initialize", call new("timeSeries", ...) instead. Even better, call timeSeries.

is.na

signature(x = "timeSeries"): ...

is.unsorted

signature(x = "timeSeries"): ...

isDaily

signature(x = "timeSeries"): ...

isMonthly

signature(x = "timeSeries"): ...

isQuarterly

signature(x = "timeSeries"): ...

isRegular

signature(x = "timeSeries"): ...

lag

signature(x = "timeSeries"): ...

lines

signature(x = "timeSeries"): ...

median

signature(x = "timeSeries"): ...

merge

signature(x = "ANY", y = "timeSeries"): ...

merge

signature(x = "matrix", y = "timeSeries"): ...

merge

signature(x = "numeric", y = "timeSeries"): ...

merge

signature(x = "timeSeries", y = "ANY"): ...

merge

signature(x = "timeSeries", y = "matrix"): ...

merge

signature(x = "timeSeries", y = "missing"): ...

merge

signature(x = "timeSeries", y = "numeric"): ...

merge

signature(x = "timeSeries", y = "timeSeries"): ...

na.contiguous

signature(object = "timeSeries"): ...

na.omit

signature(object = "timeSeries"): ...

names

signature(x = "timeSeries"): ...

names<-

signature(x = "timeSeries"): ...

Ops

signature(e1 = "array", e2 = "timeSeries"): ...

Ops

signature(e1 = "timeSeries", e2 = "array"): ...

Ops

signature(e1 = "timeSeries", e2 = "timeSeries"): ...

Ops

signature(e1 = "timeSeries", e2 = "ts"): ...

Ops

signature(e1 = "timeSeries", e2 = "vector"): ...

Ops

signature(e1 = "ts", e2 = "timeSeries"): ...

Ops

signature(e1 = "vector", e2 = "timeSeries"): ...

outlier

signature(x = "timeSeries"): ...

plot

signature(x = "timeSeries"): ...

points

signature(x = "timeSeries"): ...

print

signature(x = "timeSeries"): ...

quantile

signature(x = "timeSeries"): ...

rank

signature(x = "timeSeries"): ...

rbind2

signature(x = "ANY", y = "timeSeries"): ...

rbind2

signature(x = "timeSeries", y = "ANY"): ...

rbind2

signature(x = "timeSeries", y = "missing"): ...

rbind2

signature(x = "timeSeries", y = "timeSeries"): ...

returns

signature(x = "timeSeries"): ...

rev

signature(x = "timeSeries"): ...

rowCumsums

signature(x = "timeSeries"): ...

rownames

signature(x = "timeSeries"): ...

rownames<-

signature(x = "timeSeries", value = "ANY"): ...

rownames<-

signature(x = "timeSeries", value = "timeDate"): ...

sample

signature(x = "timeSeries"): ...

scale

signature(x = "timeSeries"): ...

series

signature(x = "timeSeries"): ...

series<-

signature(x = "timeSeries", value = "ANY"): ...

series<-

signature(x = "timeSeries", value = "matrix"): ...

setDataPart

signature(object = "timeSeries"): ...

show

signature(object = "timeSeries"): ...

sort

signature(x = "timeSeries"): ...

start

signature(x = "timeSeries"): ...

str

signature(object = "timeSeries"): ...

t

signature(x = "timeSeries"): ...

tail

signature(x = "timeSeries"): ...

time

signature(x = "timeSeries"): ...

window

signature(x = "timeSeries"): ...

See Also

timeSeries and as.timeSeries for creating and converting to "timeSeries",

readSeries for importing from a text file,

dummyDailySeries for creation of dummy daily and monthly time series,

as.matrix, time, finCenter, getUnits, dim, start, etc., for accessing properties of the time series.

Examples

## see the help page for timeSeries()
showClass("timeSeries")

timeSeries documentation built on Aug. 26, 2023, 5:08 p.m.