Event: Represents a sequence of events

In zatonovo/kingsmen: A technique for detecting regime change in irregular time series

Description

An ordered sequence of events. This is essentially a list of tuples containing a date and an amount (some arbitrary value associated with the date).

Arguments

date	A date vector representing the dates of each event
amount	A numeric vector representing the actual event
df	A data.frame that contains a date and amount columns

Value

As this is a type constructor, the return is an EventGroup object.

Author(s)

Brian Lee Yung Rowe

Examples

d <- Sys.Date() + cumsum(round(c(runif(20,5,10), runif(20,25,30))))
e <- Event(d, abs(rnorm(length(d))))

zatonovo/kingsmen documentation built on May 4, 2019, 9:11 p.m.