[Xts-commits] r630 - in pkg/xtsExtra: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jun 13 19:55:02 CEST 2012
Author: weylandt
Date: 2012-06-13 19:55:01 +0200 (Wed, 13 Jun 2012)
New Revision: 630
Added:
pkg/xtsExtra/R/StructTS.R
pkg/xtsExtra/man/HoltWinters.xts.Rd
pkg/xtsExtra/man/StructTS.xts.Rd
Modified:
pkg/xtsExtra/NAMESPACE
pkg/xtsExtra/R/arima.R
pkg/xtsExtra/man/acf.xts.Rd
pkg/xtsExtra/man/arima.xts.Rd
Log:
Added HW & StructTS; also cleaned up calls for arima[0] functions
Modified: pkg/xtsExtra/NAMESPACE
===================================================================
--- pkg/xtsExtra/NAMESPACE 2012-06-13 16:31:40 UTC (rev 629)
+++ pkg/xtsExtra/NAMESPACE 2012-06-13 17:55:01 UTC (rev 630)
@@ -28,4 +28,13 @@
S3method(arima0, default)
S3method(arima0, xts)
+export("StructTS")
+
+S3method(StructTS, default)
+S3method(StructTS, xts)
+
+export("HoltWinters")
+S3method(HoltWinters, default)
+S3method(HoltWinters, xts)
+
## Data frame capability
\ No newline at end of file
Added: pkg/xtsExtra/R/StructTS.R
===================================================================
--- pkg/xtsExtra/R/StructTS.R (rev 0)
+++ pkg/xtsExtra/R/StructTS.R 2012-06-13 17:55:01 UTC (rev 630)
@@ -0,0 +1,41 @@
+StructTS <- function(x, ...){
+ UseMethod("StructTS")
+}
+
+StructTS.default <- function(x, ...){
+ stats::StructTS(x, ...)
+}
+
+StructTS.xts <- function(x, ...){
+ check.xts.stats(x)
+
+ ans <- StructTS(coredata(x[, 1, drop = FALSE]), ...)
+
+ ans$data <- xts(ans$data, time(x))
+ ans$residuals <- xts(ans$residuals, time(x))
+
+ class(ans) <- c("xtsStructTS","StructTS")
+
+ ans
+}
+
+HoltWinters <- function(x, ...){
+ UseMethod("HoltWinters")
+}
+
+HoltWinters.default <- function(x, ...){
+ stats::HoltWinters(x, ...)
+}
+
+HoltWinters.xts <- function(x, ...){
+ check.xts.stats(x)
+
+ ans <- HoltWinters(coredata(x[, 1, drop = FALSE]), ...)
+
+ ans$fitted <- as.xts(ans$fitted)
+ ans$x <- xts(ans$x, time(x))
+
+ class(ans) <- c("xtsHoltWinters","HoltWinters")
+
+ ans
+}
\ No newline at end of file
Modified: pkg/xtsExtra/R/arima.R
===================================================================
--- pkg/xtsExtra/R/arima.R 2012-06-13 16:31:40 UTC (rev 629)
+++ pkg/xtsExtra/R/arima.R 2012-06-13 17:55:01 UTC (rev 630)
@@ -3,15 +3,23 @@
}
arima.default <- function(x, ...){
- stats::arima(x, ...)
+ series <- deparse(substitute(x))
+ ans <- stats::arima(x, ...)
+ ans$series <- series
+ ans$call <- match.call()
+
+ ans
}
arima.xts <- function(x, ...){
+ series <- deparse(substitute(x))
check.xts.stats(x)
ans <- arima(coredata(x[, 1, drop = FALSE]), ...)
ans$residuals <- xts(ans$residuals, time(x))
+ ans$call <- match.call()
+ ans$series <- series
class(ans) <- c("xtsArima","Arima")
@@ -23,16 +31,24 @@
}
arima0.default <- function(x, ...){
- stats::arima(x, ...)
+ series <- deparse(substitute(x))
+
+ ans <- stats::arima0(x, ...)
+ ans$call <- match.call()
+ ans$series <- series
+
+ ans
}
arima0.xts <- function(x, ...){
+ series <- deparse(substitute(x))
check.xts.stats(x)
ans <- arima0(coredata(x[, 1, drop = FALSE]), ...)
ans$residuals <- xts(ans$residuals, time(x))
-
+ ans$call <- match.call()
+ ans$series <- series
class(ans) <- c("xtsarima0","arima0")
ans
Added: pkg/xtsExtra/man/HoltWinters.xts.Rd
===================================================================
--- pkg/xtsExtra/man/HoltWinters.xts.Rd (rev 0)
+++ pkg/xtsExtra/man/HoltWinters.xts.Rd 2012-06-13 17:55:01 UTC (rev 630)
@@ -0,0 +1,25 @@
+\name{HoltWinters.xts}
+
+\alias{HoltWinters}
+\alias{HoltWinters.default}
+\alias{HoltWinters.xts}
+
+\title{ HoltWinters for xts Objects }
+\description{Holt-Winters Filtering for xts objects}
+\usage{
+\method{HoltWinters}{xts}(x, ...)
+}
+\arguments{
+ \item{x}{ an \code{xts} object }
+ \item{...}{ additional arguments to be passed to the \code{stats} function which drives these methods.}
+}
+\details{
+ Currently little more than thin wrappers to \code{stats::HoltWinters} for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.
+}
+\value{A \code{HoltWinters} object with the residuals and fitted values coerced back to xts objects.}
+\author{ Michael Weylandt }
+
+\examples{
+# Hopefully we don't break this
+example("HoltWinters","stats")
+}
\ No newline at end of file
Added: pkg/xtsExtra/man/StructTS.xts.Rd
===================================================================
--- pkg/xtsExtra/man/StructTS.xts.Rd (rev 0)
+++ pkg/xtsExtra/man/StructTS.xts.Rd 2012-06-13 17:55:01 UTC (rev 630)
@@ -0,0 +1,25 @@
+\name{StructTS.xts}
+
+\alias{StructTS}
+\alias{StructTS.default}
+\alias{StructTS.xts}
+
+\title{ StructTS for xts Objects }
+\description{Fitting structural time series models for xts objects}
+\usage{
+\method{StructTS}{xts}(x, ...)
+}
+\arguments{
+ \item{x}{ an \code{xts} object }
+ \item{...}{ additional arguments to be passed to the \code{stats} function which drives these methods.}
+}
+\details{
+ Currently little more than thin wrappers to \code{stats::StructTS} for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.
+}
+\value{A \code{StructTS} object with the residuals and fitted values coerced back to xts objects.}
+\author{ Michael Weylandt }
+
+\examples{
+# Hopefully we don't break this
+example("StructTS","stats")
+}
\ No newline at end of file
Modified: pkg/xtsExtra/man/acf.xts.Rd
===================================================================
--- pkg/xtsExtra/man/acf.xts.Rd 2012-06-13 16:31:40 UTC (rev 629)
+++ pkg/xtsExtra/man/acf.xts.Rd 2012-06-13 17:55:01 UTC (rev 630)
@@ -17,4 +17,10 @@
Currently little more than thin wrappers to \code{stats::acf} and \code{stats::pacf.default} for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.
}
\value{An \code{acf} or \code{pacf} object as appropriate.}
-\author{ Michael Weylandt }
\ No newline at end of file
+\author{ Michael Weylandt }
+
+\examples{
+# Hopefully we don't break this
+example("acf", "stats")
+example("pacf", "stats")
+}
\ No newline at end of file
Modified: pkg/xtsExtra/man/arima.xts.Rd
===================================================================
--- pkg/xtsExtra/man/arima.xts.Rd 2012-06-13 16:31:40 UTC (rev 629)
+++ pkg/xtsExtra/man/arima.xts.Rd 2012-06-13 17:55:01 UTC (rev 630)
@@ -22,4 +22,10 @@
Currently little more than thin wrappers to \code{stats::arima} and \code{stats::arima0} for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.
}
\value{An \code{Arima} or \code{arima0} object as appropriate with the residuals coerced back to xts objects.}
-\author{ Michael Weylandt }
\ No newline at end of file
+\author{ Michael Weylandt }
+
+\examples{
+# Hopefully we don't break this
+example("arima","stats")
+example("arima0","stats")
+}
\ No newline at end of file
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