ts_: Constructing ts-Functions

In christophsax/tsbox: Class-Agnostic Time Series

Constructing ts-Functions

Description

ts_ turns an existing function into a function that can deal with ts-boxable time series objects.

Usage

load_suggested(pkg)

ts_(fun, class = "ts", vectorize = FALSE, reclass = TRUE)

ts_apply(x, fun, ...)

Arguments

pkg	external package, to be suggested (automatically added by ts_) predict(). (See examples)
fun	function, to be made available to all time series classes
class	class that the function uses as its first argument
vectorize	should the function be vectorized? (not yet implemented)
reclass	logical, should the new function return the same same ts-boxable output as imputed?
x	ts-boxable time series, an object of class ts, xts, zoo, zooreg, data.frame, data.table, tbl, tbl_ts, tbl_time, tis, irts or timeSeries.
...	arguments passed to subfunction

Details

The ts_ function is a constructor function for tsbox time series functions. It can be used to wrap any function that works with time series. The default is set to R base "ts" class. ts_ deals with the conversion stuff, 'vectorizes' the function so that it can be used with multiple time series.

Value

A function that accepts ts-boxable time series as an input.

See Also

ts_examples, for a few useful examples of functions generated by ts_.

Vignette on how to make arbitrary functions ts-boxable.

Examples

ts_(rowSums)(ts_c(mdeaths, fdeaths))
ts_plot(mean = ts_(rowMeans)(ts_c(mdeaths, fdeaths)), mdeaths, fdeaths)
ts_(function(x) predict(prcomp(x)))(ts_c(mdeaths, fdeaths))
ts_(function(x) predict(prcomp(x, scale = TRUE)))(ts_c(mdeaths, fdeaths))
ts_(dygraphs::dygraph, class = "xts")

# attach series to serach path
ts_attach <- ts_(attach, class = "tslist", reclass = FALSE)
ts_attach(EuStockMarkets)
ts_plot(DAX, SMI)
detach()

christophsax/tsbox documentation built on Sept. 22, 2023, 2:35 p.m.