align
Time Series and Signal Interpolation and Alignment
Description
Aligns or interpolates a time series or signal to new positions.
Usage
align(x, pos, how="NA", error.how="NA", localzone=FALSE, matchtol=0, by,
k.by=1, week.align=NULL, holidays=timeDate())
Arguments
| x |
the object to be aligned or interpolated.
|
| pos |
the new positions to align or interpolate it to
(either pos or by is required).
|
| how |
specifies how to treat unmatched positions. Must be one of the following:
|
"NA" | Insert a row of NA. | |
"drop" | Drop that position entirely. | |
"nearest" | Use the row with the nearest position. | |
"before" | Use the data from the row whose position
is just before the unmatched position. | |
"after" | Use the data from the row whose position is
just after the unmatched position. | |
"interp" | Interpolate linearly between "before" and "after".
|
|
| error.how |
specifies available actions when an out of bounds error occurs. (Such an error can occur
when how is "before", "after", or "interp"). Must be one of
the following:
|
"NA" | Insert a row of NA. | |
"drop" | Drop that position entirely. | |
"nearest" | Use the row with the nearest position.
|
|
| localzone |
if T (x must be a calendar-based time series),
align by matching/interpolating with both x and
pos in their local time zones, instead of with
the absolute GMT times.
|
| matchtol |
the tolerance for matching positions. Positions that match within matchtol do
not invoke the how argument methods.
|
| by |
if pos is missing and by is supplied for aligning a
calendar-based time series, new positions are generated as a regular
time/date sequence using one of the following:
- by
- k.by
- week.align
- holidays
by gives the spacing between successive values in the sequence.
This can be a timeSpan, timeRelative, or numeric value,
in which case k.by is ignored.
Alternatively, it can be one of the following character strings:
- "milliseconds"
- "seconds"
- "minutes"
- "hours"
- "days"
- "weekdays"
- "bizdays"
- "weeks"
- "months"
- "quarters"
- "years"
These strings give the time units of intervals between values in
the sequence.
|
| k.by |
a non-zero integer giving the width of the interval between consecutive
values in the sequence in terms of the units given in by. Ignored if
by is not a character string or if pos is given.
|
| week.align |
if not NULL, and by is "weeks",
you can supply a character
string (or a number, 0 to 6, with 0 being Sunday)
to specify a weekday to align to. The character string must
be sufficient to make a unique case-insensitive match to the strings
in timeSeriesOptions("time.day.name"). Ignored if
by is not a character string or if a pos is given.
|
| holidays |
the holidays for business day sequences. (Ignored if by is not
a character string or if pos is given.)
|
Details
If either x or pos (or the generated sequence) has zero length,
a zero-length series is returned.
Value
returns a new time series or a signal whose positions are the passed-in positions or
positions generated from by, k.by, and so on, and whose
rows are derived from x as specified in the arguments.
(Can be a subset if how or error.how is "drop".)
See Also
Examples
a <- signalSeries(pos=1:10, data=data.frame(a = 11:20, b = 5 * (1:10)))
align(a, c(.2, 3, 7.8, 12), how = "interp", error.how = "nearest")
a <- timeSeries(pos=as(1:10, "timeDate"),
data=data.frame(a = 11:20, b = 5 * (1:10)))
alpos <- as(c(.2, 3, 7.8, 12), "timeDate")
alpos@time.zone <- "JST"
positions(a)@time.zone <- "PST"
align(a, alpos, matchtol = 1, localzone = TRUE)
align(a, matchtol=1, localzone=TRUE, by="days", k.by=2)