1% File src/library/stats/man/window.Rd
2% Part of the R package, https://www.R-project.org
3% Copyright 1995-2007 R Core Team
4% Distributed under GPL 2 or later
5
6\name{window}
7\title{Time (Series) Windows}
8\alias{window}
9\alias{window.default}
10\alias{window.ts}
11\alias{window<-}
12\alias{window<-.ts}
13
14\usage{
15window(x, \dots)
16\method{window}{ts}(x, \dots)
17\method{window}{default}(x, start = NULL, end = NULL,
18      frequency = NULL, deltat = NULL, extend = FALSE, ts.eps = getOption("ts.eps"), \dots)
19
20window(x, \dots) <- value
21\method{window}{ts}(x, start, end, frequency, deltat, \dots) <- value
22}
23\arguments{
24  \item{x}{a time-series (or other object if not replacing values).}
25  \item{start}{the start time of the period of interest.}
26  \item{end}{the end time of the period of interest.}
27  \item{frequency, deltat}{the new frequency can be specified by either
28    (or both if they are consistent).}
29  \item{extend}{logical.  If true, the \code{start} and \code{end} values
30    are allowed to extend the series.  If false, attempts to extend the
31    series give a warning and are ignored.}
32  \item{ts.eps}{time series comparison tolerance.  Frequencies are
33    considered equal if their absolute difference is less than
34    \code{ts.eps}.}
35  \item{\dots}{further arguments passed to or from other methods.}
36  \item{value}{replacement values.}
37}
38\description{
39  \code{window} is a generic function which
40  extracts the subset of the object \code{x}
41  observed between the times \code{start} and \code{end}. If a
42  frequency is specified, the series is then re-sampled at the new
43  frequency.
44}
45\details{
46  The start and end times can be specified as for \code{\link{ts}}. If
47  there is no observation at the new \code{start} or \code{end},
48  the immediately following (\code{start}) or preceding (\code{end})
49  observation time is used.
50
51  The replacement function has a method for \code{ts} objects, and
52  is allowed to extend the series (with a warning).  There is no default
53  method.
54}
55\value{
56  The value depends on the method. \code{window.default} will return a
57  vector or matrix with an appropriate \code{\link{tsp}} attribute.
58
59  \code{window.ts} differs from \code{window.default} only in
60  ensuring the result is a \code{ts} object.
61
62  If \code{extend = TRUE} the series will be padded with \code{NA}s if
63  needed.
64}
65\references{
66  Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988)
67  \emph{The New S Language}.
68  Wadsworth & Brooks/Cole.
69}
70\seealso{\code{\link{time}}, \code{\link{ts}}.}
71\examples{
72window(presidents, 1960, c(1969,4)) # values in the 1960's
73window(presidents, deltat = 1)  # All Qtr1s
74window(presidents, start = c(1945,3), deltat = 1)  # All Qtr3s
75window(presidents, 1944, c(1979,2), extend = TRUE)
76
77pres <- window(presidents, 1945, c(1949,4)) # values in the 1940's
78window(pres, 1945.25, 1945.50) <- c(60, 70)
79window(pres, 1944, 1944.75) <- 0 # will generate a warning
80window(pres, c(1945,4), c(1949,4), frequency = 1) <- 85:89
81pres
82}
83\keyword{ts}
84