irts: Irregularly Spaced Time-Series

Description

The function irts is used to create irregular time-series objects.

as.irts coerces an object to an irregularly spaced time-series. is.irts tests whether an object is an irregularly spaced time series.

Usage

irts(time, value)
as.irts(object)
is.irts(object)

Value

A list of class "irts" with the following elements:

time: a vector of class "POSIXct".
value: a numeric vector or matrix.

Arguments

time: a numeric vector or a vector of class "POSIXct" representing the time-stamps of the irregular time-series object. The elements of the numeric vector are construed as the (signed) number of seconds since the beginning of 1970, see POSIXct.
value: a numeric vector or matrix representing the values of the irregular time-series object.
object: an R object to be coerced to an irregular time-series object or an R object to be tested whether it is an irregular time-series object.

Author

A. Trapletti

Details

The function irts is used to create irregular time-series objects. These are scalar or vector valued time series indexed by a time-stamp of class "POSIXct". Unlike objects of class "ts", they can be used to represent irregularly spaced time-series.

Examples

Run this code

n <- 10
t <- cumsum(rexp(n, rate = 0.1))
v <- rnorm(n)
x <- irts(t, v)
x

as.irts(cbind(t, v))

is.irts(x)

# Multivariate
u <- rnorm(n)
irts(t, cbind(u, v))

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