Alignment functions and other utilities for
data.table allows the creation of time-series by creating a first
column with a temporal type. The functions in this package assume this
temporal type is
All the standard
data.table functions can be used with such a
time-series. The goal of this package is to consolidate this
functionality with functions that are specialized for time-series such
as alignment functions.
The alignment functions that are proposed in this package are
particularly versatile and allow to build higher-level functions quite
easily. And example of this is shown in the package itself with the
The following function creates a time-series of 100 rows spaced every 1 seconds. It then aligns this time series on a time vector that is spaced every 10 seconds and applies the column means to the observations that are being aligned.
library(dtts.utils); library(data.table) one_second <- 1e9 cols <- 3 rows <- 100 t1 <- nanotime(1:rows * one_second) dt1 <- data.table(index=t1, matrix(1:(rows*cols), rows, cols)) t2 <- nanotime(1:10 * one_second * 10) align(dt1, t2, start=-10*one_second, func=function(x) colMeans(as.data.frame(x)))
The package is in the very early stages and is largely untested.
See the issue tickets for an up to date list of potentially desirable, possibly planned, or at least discussed items.
GPL (>= 2)
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