timetk (version 2.9.0)

tk_ts: Coerce time series objects and tibbles with date/date-time columns to ts.

Description

Coerce time series objects and tibbles with date/date-time columns to ts.

Usage

tk_ts(
  data,
  select = NULL,
  start = 1,
  end = numeric(),
  frequency = 1,
  deltat = 1,
  ts.eps = getOption("ts.eps"),
  silent = FALSE
)
tk_ts_(
  data,
  select = NULL,
  start = 1,
  end = numeric(),
  frequency = 1,
  deltat = 1,
  ts.eps = getOption("ts.eps"),
  silent = FALSE
)

Value

Returns a ts object.

Arguments

data

A time-based tibble or time-series object.

select

Applicable to tibbles and data frames only. The column or set of columns to be coerced to ts class.

start

the time of the first observation. Either a single number or a vector of two numbers (the second of which is an integer), which specify a natural time unit and a (1-based) number of samples into the time unit. See the examples for the use of the second form.

end

the time of the last observation, specified in the same way as start.

frequency

the number of observations per unit of time.

deltat

the fraction of the sampling period between successive observations; e.g., 1/12 for monthly data. Only one of frequency or deltat should be provided.

ts.eps

time series comparison tolerance. Frequencies are considered equal if their absolute difference is less than ts.eps.

silent

Used to toggle printing of messages and warnings.

Details

tk_ts() is a wrapper for stats::ts() that is designed to coerce tibble objects that have a "time-base" (meaning the values vary with time) to ts class objects. There are two main advantages:

1. Non-numeric columns get removed instead of being populated by NA's.

2. The returned ts object retains a "timetk index" (and various other attributes) if detected. The "timetk index" can be used to coerce between tbl, xts, zoo, and ts data types.

The select argument is used to select subsets of columns from the incoming data.frame. Only columns containing numeric data are coerced. At a minimum, a frequency and a start should be specified.

For non-data.frame object classes (e.g. xts, zoo, timeSeries, etc) the objects are coerced using stats::ts().

tk_ts_ is a nonstandard evaluation method.

See Also

tk_index(), tk_tbl(), tk_xts(), tk_zoo(), tk_zooreg()

Examples

library(dplyr)

### tibble to ts: Comparison between tk_ts() and stats::ts()
data_tbl <- tibble::tibble(
    date = seq.Date(as.Date("2016-01-01"), by = 1, length.out = 5),
    x    = rep("chr values", 5),
    y    = cumsum(1:5),
    z    = cumsum(11:15) * rnorm(1))

# as.ts: Character columns introduce NA's; Result does not retain index
stats::ts(data_tbl[,-1], start = 2016)

# tk_ts: Only numeric columns get coerced; Result retains index in numeric format
data_ts <- tk_ts(data_tbl, start = 2016)
data_ts

# timetk index
tk_index(data_ts, timetk_idx = FALSE)   # Regularized index returned
tk_index(data_ts, timetk_idx = TRUE)    # Original date index returned

# Coerce back to tibble
data_ts %>% tk_tbl(timetk_idx = TRUE)


### Using select
tk_ts(data_tbl, select = y)


### NSE: Enables programming
select   <- "y"
tk_ts_(data_tbl, select = select)