ts_asfreq: Frequency Conversion Function of Setting Frequency of...

In chriszheng2016/zstmodelr: Stock Factor Models for China Stock Market Investment

Description

Generic function tp convert timeseries at specified frequency by setting new frequency of data index

Usage

ts_asfreq(
  ts_dataset,
  freq_rule = c("day", "month", "quarter", "year"),
  fillna_method = c("nfill", "ffill", "bfill"),
  ...
)

## S3 method for class 'tbl_df'
ts_asfreq(
  ts_dataset,
  freq_rule = c("day", "month", "quarter", "year"),
  fillna_method = c("nfill", "ffill", "bfill"),
  ...,
  date_index_field = c("date"),
  key_fields = NULL,
  parallel = getOption("zstmodelr.common.parallel", TRUE)
)

## S3 method for class 'timeSeries'
ts_asfreq(
  ts_dataset,
  freq_rule = c("day", "month", "quarter"),
  fillna_method = c("nfill", "ffill", "bfill"),
  ...
)

Arguments

ts_dataset	A timeseries of tibble/timeSeries.
freq_rule	A offset string or object representing target conversion, e.g. "day", "month", "quarter", "year", default "day".
fillna_method	A method to fill NAs in reindexed Series, e.g. "nfill", "ffill", "bfill" . Default "nfill" don't fill NAs; "ffill" means to use data before NAs to fill NAs; "bfill" means to use data after NAs to fill NAs.
...	Extra arguments to be passed to methods.
date_index_field	Name of date index field of ts_df for refrequecy, default 'date', Column must be date-like. Only be used for tibble dataset.
key_fields	A character vector of key fields, which identify unique observation in each date. Only be used for tibble dataset.
parallel	A logic to determine whether to use parallel processing. Only be used for tibble dataset.

Details

Convert timeseries to specified frequency by refrequencing date index. Optionally provide filling method to pad/backfill missing values. Return original data conformed to a new index with the specified frequency.

ts_asfreq is more appropriate if use original the data at the new frequency.

Value

       A converted timeseres

Methods (by class)

• tbl_df: Set new frequency for timeseries of tibble dataset

• timeSeries: Set new frequency for timeSeries of timeSeries dataset

See Also

Other utils_timeseries: ts_lag(), ts_resample()

chriszheng2016/zstmodelr documentation built on June 13, 2021, 8:59 p.m.