its-lags {its}R Documentation

Lag Functions for Irregular Time-Series Objects

Description

Lag functions for objects of class "its".

Usage

lagIts(x,k=1)
lagdistIts(x,kmin,kmax)

Arguments

x an object of class "its"
k, kmin, kmax integer lag; positive value mean earlier data is assigned to a later timestamp

Details

lagIts returns an object with the same time-stamps, but with the data shifted. lagdistIts applies lagIts over a range of lags, and appends these columns

Value

An object of class "its".

Author(s)

Giles Heywood

See Also

ts, POSIXct, its-file, its-lags its-join its-times its-subset its-fin its-disp its-info its-cumdif its-arith

Examples


a <- matrix(c(seq(by=24*60*60,length=20),1:20,41:60),nrow=20,ncol=3)
b <- as.its(a)
lagIts(b)
lagdistIts(b[,1],1,3)


[Package Contents]