extract_xts: Extracts time series data from grouping object.

In athompson1991/groupR: Comprehensive manipulation of dataset with applications in forecasting

Description

If one of the groups in a groupr object is a date, then the object can be manipulated into an xts based groupr object. This is done by casting the date column against the unique values in the other grouping columns. A value column must be chosen in order to "fill in" the returned dataframe. The combination between the unique group values for the groups which aren't dates can result in many columns per resultant dataframe, so caution should be exercised when producing xts based groupr objects.

Usage

extract_xts(groupr, value_choice, date_column = "dd_dt")

Arguments

groupr	Grouping object created with groupr
value_choice	The column which will has values that will be in time series. The function cast from the reshape package is called to aggregate data. The function will be sum but each value should be unique when cast against the remaining groups.
date_column	The column with date data which will represent unique index for the returned xts

Value

An xts_groupr object with the date column cast against the groups column, using sum to summarize the value column

Examples

permits_groupr <- groupr(
  permits,
  groups = c("issued_month", "existing_const_type")
)
permits_xts <- extract_xts(
  permits_groupr,
  value_choice = "count",
  date_column = "issued_month"
)

athompson1991/groupR documentation built on May 10, 2019, 2:09 p.m.