ctbi.timeseries: ctbi.timeseries

In fritte2/ctbi: A Procedure to Clean, Decompose and Aggregate Timeseries

ctbi.timeseries

Description

Calculate the sequence of bin sides that encompasses the original time series based on a bin period and a bin side (or a bin center). The sequence of bin centers is calculated as well.

Usage

ctbi.timeseries(x.t, bin.period, bin.side, bin.center = NULL)

Arguments

x.t	original time series (date, POSIXct or numeric)
bin.period	time interval between two sides of a bin. If x.t is numeric, bin.period is numeric. If x.t is POSIXct or Date, bin.period = 'k units', with k an integer and units = (seconds, minutes, hours, days, weeks, half-months, months, years, decades, centuries, millenaries)
bin.side	one side of a bin (same class as x.t)
bin.center	if bin.side is not specified, one center of a bin (same class as x.t)

Value

A list that contains:

seq.bin.side, the sequence of bin sides (same class as bin.side)

seq.bin.center, the sequence of bin centers (same class as bin.side)

time.step.median, the median time step (numeric)

Examples

x.t <- seq(from=as.Date('2001-01-01'),to=as.Date('2010-12-01'),by='1 month')
bin.side <- as.Date('2003-10-01')
bin.period <- '4 months'
list.ts <- ctbi.timeseries(x.t,bin.period,bin.side)
seq.bin.side.Date <- list.ts$seq.bin.side
seq.bin.center.Date <- list.ts$seq.bin.center

x.t <- seq(from=as.POSIXct('2001-01-01 12:45:23'),to=as.POSIXct('2001-01-01 13:34:21'),by='18 s')
bin.side <- as.POSIXct('2001-01-01 13:00:00')
bin.period <- '1 minute' # '60 s', '60 sec', '60 seconds', '1 min' are also possible
list.ts <- ctbi.timeseries(x.t,bin.period,bin.side)
seq.bin.side.POSIXct <- list.ts$seq.bin.side
seq.bin.center.POSIXct <- list.ts$seq.bin.center

x.t <- seq(from= - 50000,to= 2000 ,by=1000)
bin.side <- 0
bin.period <- 10000
list.ts <- ctbi.timeseries(x.t,bin.period,bin.side)
seq.bin.side.numeric <- list.ts$seq.bin.side
seq.bin.center.numeric <- list.ts$seq.bin.center

fritte2/ctbi documentation built on Feb. 7, 2023, 5:43 a.m.