itsLags {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, itsFile, itsLags itsJoin itsTimes itsSubset itsFin itsInterp

Examples

b <- newIts(1:10)
lagIts(b)
lagdistIts(b[,1],1,3)

[Package its version 1.1.7 Index]