irts-methods: Methods for Irregular Time-Series Objects In tseries: Time Series Analysis and Computational Finance

 irts-methods R Documentation

Methods for Irregular Time-Series Objects

Description

Methods for irregular time-series objects.

Usage

``````## S3 method for class 'irts'
lines(x, type = "l", ...)
## S3 method for class 'irts'
plot(x, type = "l", plot.type = c("multiple", "single"),
xlab = "Time", ylab = NULL, main = NULL, ylim = NULL,
oma = c(6, 0, 5, 0), ...)
## S3 method for class 'irts'
points(x, type = "p", ...)
## S3 method for class 'irts'
print(x, format = "%Y-%m-%d %H:%M:%S", tz = "GMT",
usetz = TRUE, format.value = NULL, ...)
## S3 method for class 'irts'
time(x, ...)
## S3 method for class 'irts'
value(x, ...)
## S3 method for class 'irts'
x[i, j, ...]
``````

Arguments

 `x` an object of class `"irts"`; usually, a result of a call to `irts`. `type, plot.type, xlab, ylab, main, ylim, oma` graphical arguments, see `plot`, `points`, `lines`, `par`, and `plot.ts`. `format, tz, usetz` formatting related arguments, see `format.POSIXct`. `format.value` a string which specifies the formatting of the values when printing an irregular time-series object. `format.value` is passed unchanged as argument `format` to the function `formatC`. `i, j` indices specifying the parts to extract from an irregular time-series object. `...` further arguments passed to or from other methods: for `lines` passed to `lines`; for `plot` passed to `plot`, `plot.default`, and `mtext`; for `points` passed to `points`; for `print` passed to `formatC`; for `time`, `value`, and `[.irts` unused.

Details

`plot` is the method for plotting irregular time-series objects.

`points` and `lines` are the methods for drawing a sequence of points as given by an irregular time-series object and joining the corresponding points with line segments, respectively.

`print` is the method for printing irregular time-series objects.

`time` and `value` are the methods for extracting the sequence of times and the sequence of values of an irregular time-series object.

`[.irts` is the method for extracting parts of irregular time-series objects.

Value

For `time` an object of class `"POSIXct"` representing the sequence of times. For `value` a vector or matrix representing the sequence of values.

For `[.irts` an object of class `"irts"` representing the extracted part.

For `plot`, `points`, `lines`, and `print` the irregular time-series object.

Author(s)

A. Trapletti

`irts`, `irts-functions`

Examples

``````n <- 10
t <- cumsum(rexp(n, rate = 0.1))
v <- rnorm(n)
x <- irts(t, v)

x
time(x)
value(x)
plot(x)
points(x)

t <- cumsum(c(t[1], rexp(n-1, rate = 0.2)))
v <- rnorm(n, sd = 0.1)
x <- irts(t, v)

lines(x, col = "red")
points(x, col = "red")

# Multivariate
t <- cumsum(rexp(n, rate = 0.1))
u <- rnorm(n)
v <- rnorm(n)
x <- irts(t, cbind(u, v))

x
x[,1]
x[1:3,]
x[1:3,1]
plot(x)
``````

tseries documentation built on May 2, 2023, 5:11 p.m.