Irregular Time Series Object

DESCRIPTION:

Constructs a univariate or multivariate time series with arbitrary sampling time intervals.

USAGE:

its(x, times, units = NULL, names = NULL) 
is.its(x) 

REQUIRED ARGUMENTS:

x
a vector, matrix, factor, or data frame containing the data values for the time series.
times
either a numeric vector or a vector of class "dates" giving the times in ascending order at which successive observations are sampled.

OPTIONAL ARGUMENTS:

units
character string giving the units in which the time domain is measured. This can also be an attribute of the vector times. (Default is NULL)
names
(multivariate data only): a vector of character strings to be used as names for the component series of the multivariate series. The default is to use the dimnames for x if x is a matrix, or a data frame, or the strings "Series 1", "Series 2", ..., etc. if dimnames(x) = NULL. In the case of data frames, names overrides existing column names.

VALUE:

its returns an object of class "its" with data values given by x, and observation times given by times.

is.its returns TRUE if x is of class "its" and FALSE otherwise.

DETAILS:

The times vector is kept as the tspar attribute of the series. When the series is printed, only the first and last times of observation are printed.

SEE ALSO:

, , , .

EXAMPLES:

whitenoise <-  matrix(rnorm(50), ncol = 2) 
obs.times <- sort(runif(25, 0, 10)) # make up some observation times  
x <- its(whitenoise, times = obs.times, names = c("error1","error2")) 
is.its(x) 
birthdays <- dates(c("01/02/78", "10/21/81", "06/23/86",  
                       "01/19/90", "06/29/92")) 
ages <- c(15, 11, 7, 3, 1) 
its(ages, times = birthdays)