bimets: bimetsConf – R documentation

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bimetsConf

BIMETS Global Options Configuration

Description

BIMETS package depends on some options in order to transform and to present time series data. These options can be read or changed by using the functions:
setBIMETSconf(opt,value) and getBIMETSconf(opt)

Usage

setBIMETSconf(opt=NULL, value=NULL, suppressOutput=FALSE)
getBIMETSconf(opt=NULL)

Arguments

`opt`	Name of the BIMETS option. Available option names are: BIMETS_CONF_DIP: Date In Period. Users can associate to each observation in a time series the first or the last date in the period, i.e. 1 January or 31 December in the case of an yearly time series, 1 January/1 July or 30 June/31 December in the case of a semiannual time series, 1 January/31 January in the case of an monthly time series in January, etc. The assignments by date to time series (e.g. `ts['2000-01-01']=value`) need to be coherent to the value of this global option. Accepted values are: LAST: (default) each observation has associated the last date of the period, e.g. 31 Mar for a quarterly time series, 31 January for a monthly time series in the first period, etc. FIRST: each observation has associated the first date of the period, e.g. 1 Jan for a quarterly time series, 1 Feb for a monthly time series in the second period, etc. BIMETS_CONF_CCT: Constructor Class Type. The package supports `ts()` and `xts()` time series as input arguments; furthermore the user can select the base class of a BIMETS time series, i.e. the class used when a time series is created with `TIMESERIES()` or converted to BIMETS with `as.bimets()`. This is a global option; Users can locally override the selection of the output class by using the `class='TS'` or `class='XTS'` argument in the `TIMESERIES()` function. The option `BIMETS_CONF_CCT` can be assigned to the following values: TS: (default) the time series constructor `TIMESERIES()` and the conversion function `as.bimets()` return an object of class `ts()` XTS: the time series constructor `TIMESERIES()` and the conversion function `as.bimets()` return an object of class `xts()`. Please note that BIMETS package performs better with BIMETS_CONF_CCT='TS' BIMETS_CONF_NOC: NO Compliance test. If this option is set `TRUE` then the compliance control check on input time series, i.e. `is.bimets()`, will be globally disabled. The default is set to `FALSE`. The compliance check on input time series should generally be active, otherwise a malformed input time series can produce unwanted results in operations.
`value`	The value to be assigned to the BIMETS option.
`suppressOutput`	If `TRUE`, the output messages will be disabled.

Value

This function set or read global BIMETS options, and return a NULL value.

Examples

#default BIMETS_CONF_DIP is LAST
	#create ts
	ts1=TSERIES((1:10),START=c(2000,1),FREQ=1)
	
	#transform to xts and print
	xt1=fromBIMETStoXTS(ts1)
	print(xt1)  #....dates as of 31 Dec
	
	#set configuration BIMETS_CONF_DIP to FIRST
	setBIMETSconf('BIMETS_CONF_DIP','FIRST')
	
	#create ts
	ts1=TSERIES((1:10),START=c(2000,1),FREQ=1)
	
	#transform to xts and print
	xt1=fromBIMETStoXTS(ts1)
	print(xt1)  #....dates as of 1 Jan
	
	#set configuration BIMETS_CONF_DIP to LAST
	setBIMETSconf('BIMETS_CONF_DIP','LAST')
	
	#work on XTS
	setBIMETSconf('BIMETS_CONF_CCT','XTS')
	
	#check compliance of xt1 and fail...	
	is.bimets(xt1) #... FALSE
	
	#set configuration BIMETS_CONF_DIP to FIRST
	setBIMETSconf('BIMETS_CONF_DIP','FIRST')
	
	#check compliance of xt1 and ok...	
	is.bimets(xt1) #... TRUE
	
	print(getBIMETSconf('BIMETS_CONF_DIP')) # ... returns FIRST		
	print(getBIMETSconf('BIMETS_CONF_CCT')) # ... returns XTS
	
	print(is.xts(TSERIES(1:10,START=c(2000,1),FREQ=1))) #...print TRUE
	print(is.ts(TSERIES(1:10,START=c(2000,1),FREQ=1,class='TS'))) #...print TRUE
	
	
	
	#NOC
	setBIMETSconf('BIMETS_CONF_CCT','XTS')
	is.bimets(xts()) #FALSE
	setBIMETSconf('BIMETS_CONF_NOC',TRUE) 
	is.bimets(xts()) #TRUE
	
	
	#...back to default
	setBIMETSconf('BIMETS_CONF_DIP','LAST')
	setBIMETSconf('BIMETS_CONF_CCT','TS')
	setBIMETSconf('BIMETS_CONF_NOC',FALSE)

bimets

Time Series and Econometric Modeling

v1.5.3

GPL-3

Authors

Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]

Initial release

2021-02-04