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tsbox (version 0.3.1)

tsbox-package: tsbox: Class-Agnostic Time Series

Description

The R ecosystem knows a vast number of time series classes: ts, xts, zoo, tsibble, tibbletime, tis, or timeSeries. The plethora of standards causes confusion. As different packages rely on different classes, it is hard to use them in the same analysis. tsbox provides a set of tools that make it easy to switch between these classes. It also allows the user to treat time series as plain data frames, facilitating the use with tools that assume rectangular data.

Arguments

Author

Christoph Sax christoph.sax@gmail.com

Details

The package is built around a set of functions that convert time series of different classes to each other. They are frequency-agnostic, and allow the user to combine multiple non-standard and irregular frequencies. Because coercion works reliably, it is easy to write functions that work identically for all classes. So whether we want to smooth, scale, differentiate, chain-link, forecast, regularize or seasonally adjust a time series, we can use the same tsbox-command for any time series class.

The best way to start is to check out the package website.