TimeSeriesCoercion {fCalendar}R Documentation

timeSeries Class, Coercion and Transformation

Description

A collection and description of functions and methods dealing with the coercion of 'timeSeries' objects.

Functions to create 'timeSeries' objects from other objects:

as.timeSeries Generic function to convert a 'timeSeries' object,
as.timeSeries.default Returns unchanged the 'timeSeries' object,
as.timeSeries.numeric Converts from a numeric vector,
as.timeSseries.data.frame Converts from a numeric vector,
as.timeSeries.matrix Converts from a matrix,
as.timeSeries.ts Converts from an object of class 'ts',
as.timeSeries.character Converts from a named demo file,
as.timeSeries.zoo Converts an object of class zoo.

Functions to transform 'timeSeries' objects into other objects:

as.vector.timeSeries Coerces a 'timeSeries' to a vector,
as.matrix.timeSeries Coerces a 'timeSeries' to a matrix,
as.data.frame.timeSeries Coerces a 'timeSeries' to a data.frame,
as.ts.timeSeries S3: Coerces a 'timeSeries' to a 'ts' object.

Usage

   
is.timeSeries(object)
## S3 method for class 'numeric':
as.timeSeries(x, ...)
## S3 method for class 'data.frame':
as.timeSeries(x, ...)
## S3 method for class 'matrix':
as.timeSeries(x, ...)
## S3 method for class 'ts':
as.timeSeries(x, ...)
## S3 method for class 'character':
as.timeSeries(x, ...)
## S3 method for class 'zoo':
as.timeSeries(x, ...)
 
## S3 method for class 'timeSeries':
as.vector(x, mode = "any")
## S3 method for class 'timeSeries':
as.matrix(x)
## S3 method for class 'timeSeries':
as.data.frame(x, row.names = NULL, optional = NULL, ...)
## S3 method for class 'timeSeries':
as.ts(x, ...)

Arguments

mode a character string giving an atomic mode or "list", or (not for 'vector') "any".
object an object of class timeSeries.
optional A logical value. If TRUE, setting row names and converting column names (to syntactic names) is optional.
row.names NULL or a character vector giving the row names for the data frame. Missing values are not allowed.
x an object which is coerced according to the generic function.
... arguments passed to other methods.

Value

is.timeSeries
returns TRUE or FALSE depending on whether its argument is of timeSeries type or not.

as.timeSeries

returns a S4 object of class timeSeries.

as.vector
as.data.frame
as.matrix
as.ts
return depending on the generic function a numeric vector, a data frame, a matrix, or an object of class ts.

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

Examples

## SOURCE("fCalendar.4D-TimeSeriesCoercion")

## data - timeSeries:
   # Create an artificial timeSeries object:
   myFinCenter <<- "GMT"
   charvec = timeCalendar()
   data = matrix(rnorm(12))
   TS = timeSeries(data, charvec, units = "RAND")
   TS

## Test for timeSeries:
   is.timeSeries(TS)
   
## As Vector:
   as.vector(TS)
   
## As Matrix or Data Frame:
   as.matrix(TS)
   as.data.frame(TS)
   
## As Univariate Object of Class 'ts':
   as.ts(TS)
[Package fCalendar version 240.10068 Index]