# irts: Irregularly Spaced Time-Series In tseries: Time Series Analysis and Computational Finance

 irts R Documentation

## Irregularly Spaced Time-Series

### Description

The function `irts` is used to create irregular time-series objects.

`as.irts` coerces an object to an irregularly spaced time-series. `is.irts` tests whether an object is an irregularly spaced time series.

### Usage

```irts(time, value)
as.irts(object)
is.irts(object)
```

### Arguments

 `time` a numeric vector or a vector of class `"POSIXct"` representing the time-stamps of the irregular time-series object. The elements of the numeric vector are construed as the (signed) number of seconds since the beginning of 1970, see `POSIXct`. `value` a numeric vector or matrix representing the values of the irregular time-series object. `object` an R object to be coerced to an irregular time-series object or an R object to be tested whether it is an irregular time-series object.

### Details

The function `irts` is used to create irregular time-series objects. These are scalar or vector valued time series indexed by a time-stamp of class `"POSIXct"`. Unlike objects of class `"ts"`, they can be used to represent irregularly spaced time-series.

### Value

A list of class `"irts"` with the following elements:

 `time` a vector of class `"POSIXct"`. `value` a numeric vector or matrix.

### Author(s)

A. Trapletti

`ts`, `POSIXct`, `irts-methods`, `irts-functions`

### Examples

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

as.irts(cbind(t, v))

is.irts(x)

# Multivariate
u <- rnorm(n)
irts(t, cbind(u, v))
```

tseries documentation built on Oct. 10, 2022, 5:06 p.m.