Extract/Replacing the Time Windows of Objects

Description

Methods for extracting time windows of “zoo” objects and replacing it.

Usage

## S3 method for class 'zoo'
window(x, index. = index(x), start = NULL, end = NULL, ...)
## S3 replacement method for class 'zoo'
window(x, index. = index(x), start = NULL, end = NULL, ...) <- value

Arguments

x	an object.
index.	the index/time window which should be extracted.
start	an index/time value. Only the indexes in index which are greater or equal to start are used. If the index class supports comparisons to character variables, as does “Date” class, “yearmon” class, “yearqtr” class and the chron package classes “dates” and “times” then start may alternately be a character variable.
end	an index/time value. Only the indexes in index which are lower or equal to end are used. Similar comments about character variables mentioned under start apply here too.
value	a suitable value object for use with window(x).
…	currently not used.

Value

Either the time window of the object is extracted (and hence return a “zoo” object) or it is replaced.

See Also

zoo

Examples

library("zoo")

suppressWarnings(RNGversion("3.5.0"))
set.seed(1)

## zoo example
x.date <- as.Date(paste(2003, rep(1:4, 4:1), seq(1,19,2), sep = "-"))
x <- zoo(matrix(rnorm(20), ncol = 2), x.date)
x

                                 
2003-01-01 -0.6264538  1.51178117
2003-01-03  0.1836433  0.38984324
2003-01-05 -0.8356286 -0.62124058
2003-01-07  1.5952808 -2.21469989
2003-02-09  0.3295078  1.12493092
2003-02-11 -0.8204684 -0.04493361
2003-02-13  0.4874291 -0.01619026
2003-03-15  0.7383247  0.94383621
2003-03-17  0.5757814  0.82122120
2003-04-19 -0.3053884  0.59390132

window(x, start = as.Date("2003-02-01"), end = as.Date("2003-03-01"))

                                 
2003-02-09  0.3295078  1.12493092
2003-02-11 -0.8204684 -0.04493361
2003-02-13  0.4874291 -0.01619026

window(x, index = x.date[1:6], start = as.Date("2003-02-01"))

                                 
2003-02-09  0.3295078  1.12493092
2003-02-11 -0.8204684 -0.04493361

window(x, index = x.date[c(4, 8, 10)])

                                
2003-01-07  1.5952808 -2.2146999
2003-03-15  0.7383247  0.9438362
2003-04-19 -0.3053884  0.5939013

window(x, index = x.date[c(4, 8, 10)]) <- matrix(1:6, ncol = 2)
x

                                 
2003-01-01 -0.6264538  1.51178117
2003-01-03  0.1836433  0.38984324
2003-01-05 -0.8356286 -0.62124058
2003-01-07  1.0000000  4.00000000
2003-02-09  0.3295078  1.12493092
2003-02-11 -0.8204684 -0.04493361
2003-02-13  0.4874291 -0.01619026
2003-03-15  2.0000000  5.00000000
2003-03-17  0.5757814  0.82122120
2003-04-19  3.0000000  6.00000000

## for classes that support comparisons with "character" variables
## start and end may be "character".
window(x, start = "2003-02-01")

                                 
2003-02-09  0.3295078  1.12493092
2003-02-11 -0.8204684 -0.04493361
2003-02-13  0.4874291 -0.01619026
2003-03-15  2.0000000  5.00000000
2003-03-17  0.5757814  0.82122120
2003-04-19  3.0000000  6.00000000

## zooreg example (with plain numeric index)
z <- zooreg(rnorm(10), start = 2000, freq = 4)
window(z, start = 2001.75)

   2001 Q4    2002 Q1    2002 Q2 
-1.4707524 -0.4781501  0.4179416 

window(z, start = c(2001, 4))

    2000 Q2     2000 Q4     2001 Q1     2001 Q2     2001 Q3     2001 Q4 
 0.78213630 -1.98935170  0.61982575 -0.05612874 -0.15579551 -1.47075238 
    2002 Q1     2002 Q2 
-0.47815006  0.41794156 

## replace data at times of d0 which are in dn
d1 <- d0 <- zoo(1:10) + 100
dn <- - head(d0, 4)
window(d1, time(dn)) <- coredata(dn)

## if the underlying time index is a float, note that the index may
## print in the same way but actually be different (e.g., differing
## by 0.1 second in this example)
zp <- zoo(1:4, as.POSIXct("2000-01-01 00:00:00") + c(-3600, 0, 0.1, 3600))
## and then the >= start and <= end may not select all intended
## observations and adding/subtracting some "fuzz" may be needed
window(zp, end = "2000-01-01 00:00:00")

1999-12-31 23:00:00 2000-01-01 00:00:00 
                  1                   2 

window(zp, end = as.POSIXct("2000-01-01 00:00:00") + 0.5)

1999-12-31 23:00:00 2000-01-01 00:00:00 2000-01-01 00:00:00 
                  1                   2                   3