ContinuousProcess-class: Class "ContinuousProcess"

Description Objects from the Class Slots Methods Author(s) See Also Examples

Description

An object of class ContinuousProcess is a container for data obtained as discrete observations of univariate or multivariate continuous time processes.

Objects from the Class

Objects can be created by calls of the function continuousProcess.

The object contains time points or positions in one-dimensional space and corresponding observations of a univariate or multivariate process. The data structure can hold data for several units, or individuals.

The class extends ProcessData and is extended by the classes MarkedPointProcess and JumpProcess. These classes form an infrastructure for storing and handling general stochastic process data.

Slots

equiDistance:

a numeric. The interdistance between equidistant sampled observations or 0 indicating non-equidistant observations.

factorColNames:

a character.

iSubset:

an integer vector. References for subsetting.

jSubset:

an integer vector. References for subsetting.

numericColNames:

a character.

positionVar:

a character.

Methods

colNames

signature(object = "ContinuousProcess", type = "character"): Returns the column names if type is missing. If type is not missing, it must be either 'unit', 'factor', 'numeric', resulting in the column names for the specific column type only.

dim

signature(x = "ContinuousProcess"): Returns the dimensions.

getId

signature(object = "ContinuousProcess"): Returns the identification variable with name in slot idVar.

getEquiDistance

signature(object = "ContinuousProcess"): Returns the value of the equiDistance slot. A value of 0 means that the observations are not equidistant.

getPosition

signature(object = "ContinuousProcess"): Returns the time/position of the observations.

getTime

signature(object = "ContinuousProcess"): Same as getPosition.

getNumerics

signature(object = "ContinuousProcess"): Returns the numeric columns as a "matrix".

getFactors

signature(object = "ContinuousProcess"): Returns the factor columns as a "list".

getValue

signature(object = "ContinuousProcess"): Same as getNumerics.

getUnitData

signature(object = "ContinuousProcess"): Returns the unit data as a "data.frame" with row names the unit identifications.

summary

signature(object = "ContinuousProcess"): Computes and prints a summary of the information in the object.

Other methods are documented in their respective help pages.

Author(s)

Niels Richard Hansen, Niels.R.Hansen@math.ku.dk

See Also

ProcessData, continuousProcess.

Examples

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showClass("ContinuousProcess")
CP <- continuousProcess(data.frame(id = rep(c(1,2), each = 10),
                                   time = rep(seq(0.1,1,0.1), 2),
                                   value = rnorm(20)))  
subset(CP, id == 1)
subset(CP, time >= 0.5)

processdata documentation built on May 2, 2019, 5:23 p.m.