simts: gts – R documentation

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gts

Create a simts TS object using time series data

Description

Takes a time series and turns it into a time series oriented object that can be used for summary and graphing functions in the simts package.

Usage

gts(data, start = 0, end = NULL, freq = 1, unit_ts = NULL,
  unit_time = NULL, name_ts = NULL, name_time = NULL,
  data_name = NULL, Time = NULL, time_format = NULL)

Arguments

`data`	A one-column `matrix`, `data.frame`, or a numeric `vector`.
`start`	A `numeric` that provides the time of the first observation.
`end`	A `numeric` that provides the time of the last observation.
`freq`	A `numeric` that provides the rate/frequency at which the time series is sampled. The default value is 1.
`unit_ts`	A `string` that contains the unit of measure of the time series. The default value is `NULL`.
`unit_time`	A `string` that contains the unit of measure of the time. The default value is `NULL`.
`name_ts`	A `string` that provides an identifier for the time series data. Default value is `NULL`.
`name_time`	A `string` that provides an identifier for the time. Default value is `NULL`.
`data_name`	A `string` that contains the name of the time series data.
`Time`	A numeric or character `vector` containing the times of observations. Default value is `NULL`. See `x` object in `as.Date` function.
`time_format`	A `string` specifiying the format of 'Time'. If not provided, 'Time' is assumed to be all integers. Default value is `NULL`. See `format` argument in `as.Date` function.

Value

A gts object

Author(s)

James Balamuta and Wenchao Yang

Examples

m = data.frame(rnorm(50))
x = gts(m, unit_time = 'sec', name_ts = 'example')
plot(x)

x = gen_gts(50, WN(sigma2 = 1))
x = gts(x, freq = 100, unit_time = 'sec')
plot(x)

simts

Time Series Analysis Tools

v0.1.1

AGPL-3 | file LICENSE

Authors

Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]

Initial release

2019-07-21

gts