window: Periodic methods for base R functions

In GeoBosh/pcts: Periodically Correlated and Periodically Integrated Time Series

Periodic methods for base R functions

Description

Periodic methods for base R functions.

Usage

## S3 method for class 'PeriodicTS'
window(x, start = NULL, end = NULL, seasons = NULL, ...)

## S3 method for class 'PeriodicMTS'
window(x, start = NULL, end = NULL, seasons = NULL, ...)

## S3 method for class 'PeriodicTS'
na.trim(object, sides = c("both", "left", "right"), ...)

## S3 method for class 'PeriodicMTS'
na.trim(object, sides = c("both", "left", "right"), 
        is.na = c("any", "all"), ...)

## S3 method for class 'PeriodicTimeSeries'
frequency(x, ...)

## S3 method for class 'PeriodicTimeSeries'
deltat(x, ...)

## S3 method for class 'PeriodicTimeSeries'
cycle(x, ...)

## S3 method for class 'PeriodicTimeSeries'
time(x, offset = 0, ...)

## S3 method for class 'Cyclic'
start(x, ...)

## S3 method for class 'Cyclic'
end(x, ...)

Arguments

x,object	an object from the indicated periodic class.
start	numeric(2), start time.
end	numeric(2), end time.
seasons	numeric, a subset of 1:nSeasons(x).
...	Not used by these methods.
sides	which side to trim: start ("left"), end ("right"), or both ("both").
is.na	for multivariate time series: if "all", the observation at time t will be considered missing only if all variables are NA at that time. Otherwise, if "any", any variable with value NA will cause the observation at time t to be considered missing.
offset	currently ignored (:TODO:)

Details

Periodic methods for base R and other common functions for manipulation of time series. These methods work analogoulsly to their base R cousins and only the differences, if any, are discussed below.

window takes a part of x, preserving the class of the object. Argument seasons selects a subset of the seasons.

na.trim is a function defined in package zoo and re-exported by pcts. It trims NAs from one or both ends of the time series, as requested by the arguments. The arguments of the methods defined by pcts have the same meaning as those in zoo.

Value

for window and na.trim, an object from the same class as the original, representing the requested part of the time series.

for frequency, an integer number.

for deltat, a number (1/frequency).

for cycle and time, a "PeriodicTS" object.

for start and end, time of first/last observation, encoded as a pair of numbers.

See Also

window, frequency, na.trim for details on what these functions do.

availStart and availEnd give the times of the first and last non-NA observations.

Examples

pres <- pcts(presidents)
head(pres, 8)
availStart(pres)

tail(pres, 12)
availEnd(pres)

## Q3 and Q4 only
presQ3Q4 <- window(pres, seasons = 3:4)
head(presQ3Q4)

identical(na.trim(pres),
          window(pres, start = availStart(pres), end = availEnd(pres)))
## TRUE

GeoBosh/pcts documentation built on Dec. 8, 2023, 9:57 p.m.