far (version 0.6-7)

select.fdata: Subscript of fdata

Description

Use this function to subscript some functional observations of a functional data.

Usage

select.fdata(data, date, name)

Value

A fdata object.

Arguments

data

A fdata object.

date

A vector of character containing the chosen dates (could be NULL).

name

A vector giving the chosen name (could be NULL).

Author

J. Damon

Details

This function select one or several variables from data and can also subset the dates. This is useful in order to study the endogenous variables of a FARX process.

See Also

fdata

Examples

  # Simulation of a FARX process
  data1 <- simul.farx(m=10,n=400,base=base.simul.far(20,5),
                base.exo=base.simul.far(20,5),
                d.a=matrix(c(0.5,0),nrow=1,ncol=2),
                alpha.conj=matrix(c(0.2,0),nrow=1,ncol=2),
                d.rho=diag(c(0.45,0.90,0.34,0.45)),
                alpha=diag(c(0.5,0.23,0.018)),
                d.rho.exo=diag(c(0.45,0.90,0.34,0.45)),
                cst1=0.0)

  print(data1)
  print(data1.X <- select.fdata(data1,name="X"))
  print(data2 <- select.fdata(data1,date=paste((1:5)*5)))
  date.fdata(data2)