gts: Create a simts TS object using time series data

Description Usage Arguments Value Author(s) Examples

View source: R/gts.R

Description

Takes a time series and turns it into a time series oriented object that can be used for summary and graphing functions in the simts package.

Usage

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gts(data, start = 0, end = NULL, freq = 1, unit_ts = NULL,
  unit_time = NULL, name_ts = NULL, name_time = NULL, data_name = NULL,
  Time = NULL, time_format = NULL)

Arguments

data

A one-column matrix, data.frame, or a numeric vector.

start

A numeric that provides the time of the first observation.

end

A numeric that provides the time of the last observation.

freq

A numeric that provides the rate/frequency at which the time series is sampled. The default value is 1.

unit_ts

A string that contains the unit of measure of the time series. The default value is NULL.

unit_time

A string that contains the unit of measure of the time. The default value is NULL.

name_ts

A string that provides an identifier for the time series data. Default value is NULL.

name_time

A string that provides an identifier for the time. Default value is NULL.

data_name

A string that contains the name of the time series data.

Time

A numeric or character vector containing the times of observations. Default value is NULL. See x object in as.Date function.

time_format

A string specifiying the format of 'Time'. If not provided, 'Time' is assumed to be all integers. Default value is NULL. See format argument in as.Date function.

Value

A gts object

Author(s)

James Balamuta and Wenchao Yang

Examples

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m = data.frame(rnorm(50))
x = gts(m, unit_time = 'sec', name_ts = 'example')
plot(x)

x = gen_gts(50, WN(sigma2 = 1))
x = gts(x, freq = 100, unit_time = 'sec')
plot(x)

SMAC-Group/simts documentation built on Sept. 5, 2018, 7:45 p.m.