R/base-sample.R

In timeSeries: Financial Time Series Objects (Rmetrics)

#
#  This program is free software; you can redistribute it and/or modify
#  it under the terms of the GNU General Public License as published by
#  the Free Software Foundation; either version 2 of the License, or
#  (at your option) any later version.
#
#  This program is distributed in the hope that it will be useful,
#  but WITHOUT ANY WARRANTY; without even the implied warranty of
#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
#  GNU General Public License for more details.
#
#  A copy of the GNU General Public License is available at
#  ../../COPYING


################################################################################
# FUNCTION:                 DESCRIPTION:
#  sample,timeSeries         Resamples a 'timeSeries' object in time       
################################################################################


setMethod("sample", "timeSeries",
    function(x, size, replace = FALSE, prob = NULL)
    {
        x[sample(seq(NROW(x)), size, replace, prob), ]
    }
)


################################################################################