tk_zooreg: 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_zooreg(
  data,
  select = NULL,
  date_var = NULL,
  start = 1,
  end = numeric(),
  frequency = 1,
  deltat = 1,
  ts.eps = getOption("ts.eps"),
  order.by = NULL,
  silent = FALSE
)
tk_zooreg_(
  data,
  select = NULL,
  date_var = NULL,
  start = 1,
  end = numeric(),
  frequency = 1,
  deltat = 1,
  ts.eps = getOption("ts.eps"),
  order.by = NULL,
  silent = FALSE
)

Value

Returns a zooreg 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 zooreg class.
date_var: Applicable to tibbles and data frames only. Column name to be used to order.by. NULL by default. If NULL, function will find the date or date-time column.
start: the time of the first observation. Either a single number or a vector of two integers, which specify a natural time unit and a (1-based) number of samples into the time unit.
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.
order.by: a vector by which the observations in x are ordered. If this is specified the arguments start and end are ignored and zoo(data, order.by, frequency) is called. See zoo for more information.
silent: Used to toggle printing of messages and warnings.

Details

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

Non-numeric columns get removed instead causing coercion issues.
If an index is present, the returned zooreg object retains an index retrievable using tk_index().

The select argument is used to select subsets of columns from the incoming data.frame. The date_var can be used to specify the column with the date index. If date_var = NULL, the date / date-time column is interpreted. Optionally, the order.by argument from the underlying xts::xts() function can be used. The user must pass a vector of dates or date-times if order.by is used. 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 zoo::zooreg().

tk_zooreg_ is a nonstandard evaluation method.

Examples

Run this code

### tibble to zooreg: Comparison between tk_zooreg() and zoo::zooreg()
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))

# zoo::zooreg: Values coerced to character; Result does not retain index
data_zooreg <- zoo::zooreg(data_tbl[,-1], start = 2016, freq = 365)
data_zooreg                # Numeric values coerced to character
rownames(data_zooreg)      # NULL, no dates retained

# tk_zooreg: Only numeric columns get coerced; Result retains index as rownames
data_tk_zooreg <- tk_zooreg(data_tbl, start = 2016, freq = 365)
data_tk_zooreg             # No inadvertent coercion to character class

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

### Using select and date_var
tk_zooreg(data_tbl, select = y, date_var = date, start = 2016, freq = 365)


### NSE: Enables programming
select   <- "y"
date_var <- "date"
tk_zooreg_(data_tbl, select = select, date_var = date_var, start = 2016, freq = 365)