Subgrouping: Divide into subgroups

Description Usage Arguments Value Author(s) See Also Examples

View source: R/Subgrouping.R

Description

Function divides the data series into subgroups according to the given criteria.

Usage

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Subgrouping(Data, SubgroupCriteria, CountSgps)

Arguments

Data

a series of time series data (data type: zoo or xts)

SubgroupCriteria

length of the subgroups based on time, eg. "weeks", "months", if using daliy data

CountSgps

subgroups sizes further increase using CountSgps=2,3,4 eg. SubgroupCriteria="weeks", CountSgps=2 gives subgroups size of two weeks

Value

Subgropus

Author(s)

Nadeeka Premarathna

See Also

PartitioningSgps

Examples

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SubgroupCriteria="weeks"
data(AAPL)
require(zoo)
StockPrice=window(AAPL[,"Close"],start=as.Date("2012-01-02"),end=as.Date("2014-12-31"))
Subgroups=Subgrouping(StockPrice,SubgroupCriteria,CountSgps=1)

npremara/QCCTS documentation built on May 5, 2019, 3:51 a.m.