sigex.weekly2daily: De-embeds a weekly time series as a daily time series

In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

De-embeds a weekly time series as a daily time series

Description

De-embeds a weekly time series as a daily time series

Usage

sigex.weekly2daily(data.ts, first.day)

Arguments

data.ts	A T x 7 matrix ts object; any values to be imputed must be encoded with NA in that entry. The NA is for missing value, or an enforced imputation (e.g. extreme-value adjustment).
first.day	A number between 1 and 7 that indicates what day of the week should correspond to the first component of the 7-vector. So 1 = Sunday, 2 = Monday, 3 = Tuesday, 4 = Wednesday, 5 = Thursday, 6 = Friday, 7 = Sunday.

Value

data.ts: a T x 1 matrix ts object; any values to be imputed are marked with NA in that entry. The NA is for missing value.

jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.