signalSeries {QRMlib}R Documentation

signalSeries object

Description

Structured after the S-Plus signalSeries object. It contains a data slot of any type and a NUMERIC positions slot rather than the date slot of a timeSeries. In other words, each data value has a numeric value associated with its position in the overall list

Usage

signalSeries(data, positions., units, units.position, from = 1, by = 1)

Arguments

data a component which is typically a dataframe
positions. a numeric component describing the positions of the data values
units character vector describing the type of units used in the data structure
units.position character vector describing the type of units used for the positions
from starting value of positions
by amount to skip between positions

Details

If no arguments are supplied, the default (empty) signalSeries object is returned. Otherwise, a signalSeries object is created with the given positions and data, and units if they are supplied. As an alternative to supplying the positions directly, they can be supplied by giving from and by, in which case the positions are generated as a numeric sequence with the right length to match the data

Value

a signalSeries object with the given data and positions

See Also

aggregateSignalSeries

Examples

signalSeries(); #default object with no data or positions
#Create matrix of simulated values from multivariate-t distribution
m <- 90; n <- 3000;
dataSim <- rmt(m*n,df=3,rho=0.5,d=2);
dataSimSS <- signalSeries(dataSim); 

[Package QRMlib version 1.4.4 Index]