zoo: S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations)
- CRAN: http://cran.r-project.org/web/packages/zoo/index.html
- Vignettes:
- URL: http://zoo.R-Forge.R-project.org/
> library(zoo)
バージョン: 1.7.13
| 関数名 | 概略 |
|---|---|
MATCH |
Value Matching |
ORDER |
Ordering Permutation |
aggregate.zoo |
Compute Summary Statistics of zoo Objects |
as.zoo |
Coercion from and to zoo |
coredata |
Extracting/Replacing the Core Data of Objects |
frequency<- |
Replacing the Index of Objects |
ggplot2.zoo |
Convenience Functions for Plotting zoo Objects with ggplot2 |
index |
Extracting/Replacing the Index of Objects |
is.regular |
Check Regularity of a Series |
lag.zoo |
Lags and Differences of zoo Objects |
make.par.list |
Make a List from a Parameter Specification |
merge.zoo |
Merge Two or More zoo Objects |
na.StructTS |
Fill NA or specified positions. |
na.aggregate |
Replace NA by Aggregation |
na.approx |
Replace NA by Interpolation |
na.fill |
Fill NA or specified positions. |
na.locf |
Last Observation Carried Forward |
na.trim |
Trim Leading/Trailing Missing Observations |
plot.zoo |
Plotting zoo Objects |
read.zoo |
Reading and Writing zoo Series |
rollapply |
Apply Rolling Functions |
rollmean |
Rolling Means/Maximums/Medians/Sums |
window.zoo |
Extract/Replacing the Time Windows of Objects |
xblocks |
Plot contiguous blocks along x axis. |
xyplot.zoo |
Plot zoo Series with Lattice |
yearmon |
An Index Class for Monthly Data |
yearqtr |
An Index Class for Quarterly Data |
zoo |
Z's Ordered Observations |
zooreg |
Regular zoo Series |
MATCH
Arguments
- x
- table
- nomatch
- units
- eps
- ...
> MATCH(x = c(1:5), table = c(2:3))
[1] NA 1 2 NA NA
ORDER
> set.seed(123)
> rnorm(5)
[1] -0.56047565 -0.23017749 1.55870831 0.07050839 0.12928774
> set.seed(123)
> ORDER(rnorm(5))
[1] 1 2 4 5 3
as.zoo
zooクラスオブジェクト
> rnorm(5) %>% as.zoo() %>% {
+ print(.)
+ class(.)
+ }
1 2 3 4 5
1.7150650 0.4609162 -1.2650612 -0.6868529 -0.4456620
[1] "zoo"
ggplot2.zoo / facet_free / yearmon_trans / scale_x_yearmon / scale_y_yearmon / yearqtr_trans / scale_x_yearqtr / scale_y_yearqtr
Arguments
- object
- geom
- facets
- ...
- model
- data
- melt
- margins
- scales
- format
- n
> library(ggplot2)
> zoo(rnorm(5), as.Date(paste(2003, 02, c(1, 3, 7, 9, 14), sep = "-"))) %>% autoplot(facets = Series ~ .)
>
> as.zoo(EuStockMarkets) %>% autoplot(facets = NULL) + scale_x_yearmon()
merge.zoo
zooクラスオブジェクトの結合
Arguments
- ...
- all
- fill
- suffixes
- check.names
- retclass
- drop
> y1 <- zoo(matrix(1:10, ncol = 2), 1:5)
> y2 <- zoo(matrix(rnorm(10), ncol = 2), 3:7)
> merge(y1, y2, all = FALSE)
y1.1 y1.2 y2.1 y2.2
3 3 8 1.2240818 1.7869131
4 4 9 0.3598138 0.4978505
5 5 10 0.4007715 -1.9666172
na.fill
欠損補完
Arguments
- object
- fill
- ix
- ...
> (z <- zoo(c(NA, 2, NA, 1, 4, 5, 2, NA)))
1 2 3 4 5 6 7 8
NA 2 NA 1 4 5 2 NA
> na.fill(z, "extend")
1 2 3 4 5 6 7 8
2.0 2.0 1.5 1.0 4.0 5.0 2.0 2.0
> na.fill(z, c("extend", NA))
1 2 3 4 5 6 7 8
2 2 NA 1 4 5 2 2
> na.fill(z, -(1:3))
1 2 3 4 5 6 7 8
-1 2 -2 1 4 5 2 -3
> na.fill(z, list(NA, NULL, NA))
1 2 4 5 6 7 8
NA 2 1 4 5 2 NA
na.StructTS
> z <- zooreg(rep(10 * seq(8), each = 4) + rep(c(3, 1, 2, 4), times = 8),
+ start = as.yearqtr(2000), freq = 4)
> z[25] <- NA
> na.StructTS(z)
2000 Q1 2000 Q2 2000 Q3 2000 Q4 2001 Q1 2001 Q2 2001 Q3 2001 Q4
13.00000 11.00000 12.00000 14.00000 23.00000 21.00000 22.00000 24.00000
2002 Q1 2002 Q2 2002 Q3 2002 Q4 2003 Q1 2003 Q2 2003 Q3 2003 Q4
33.00000 31.00000 32.00000 34.00000 43.00000 41.00000 42.00000 44.00000
2004 Q1 2004 Q2 2004 Q3 2004 Q4 2005 Q1 2005 Q2 2005 Q3 2005 Q4
53.00000 51.00000 52.00000 54.00000 63.00000 61.00000 62.00000 64.00000
2006 Q1 2006 Q2 2006 Q3 2006 Q4 2007 Q1 2007 Q2 2007 Q3 2007 Q4
72.99682 71.00000 72.00000 74.00000 83.00000 81.00000 82.00000 84.00000
na.aggregate
欠損値の置換
> (z <- zoo(c(1, NA, 3:9),
+ c(as.Date("2010-01-01") + 0:2,
+ as.Date("2010-02-01") + 0:2,
+ as.Date("2011-01-01") + 0:2)))
2010-01-01 2010-01-02 2010-01-03 2010-02-01 2010-02-02 2010-02-03
1 NA 3 4 5 6
2011-01-01 2011-01-02 2011-01-03
7 8 9
> na.aggregate(z)
2010-01-01 2010-01-02 2010-01-03 2010-02-01 2010-02-02 2010-02-03
1.000 5.375 3.000 4.000 5.000 6.000
2011-01-01 2011-01-02 2011-01-03
7.000 8.000 9.000
> na.aggregate(z, as.yearmon)
2010-01-01 2010-01-02 2010-01-03 2010-02-01 2010-02-02 2010-02-03
1 2 3 4 5 6
2011-01-01 2011-01-02 2011-01-03
7 8 9
> na.aggregate(z, months)
2010-01-01 2010-01-02 2010-01-03 2010-02-01 2010-02-02 2010-02-03
1.0 5.6 3.0 4.0 5.0 6.0
2011-01-01 2011-01-02 2011-01-03
7.0 8.0 9.0
read.zoo
Arguments
- file
- format
- tz
- FUN
- regular
- index.column
- drop
- x
- index.name
- row.names
- FUN2
- split
> Lines <- "2013-12-24 2
+ 2013-12-25 3
+ 2013-12-26 8"
> read.zoo(text = Lines, tz = "Asia/Tokyo", FUN = as.Date)
2013-12-24 2013-12-25 2013-12-26
2 3 8
yearmon
> as.yearmon(2000 + seq(0, 23)/12)
[1] " 1 2000" " 2 2000" " 3 2000" " 4 2000" " 5 2000" " 6 2000" " 7 2000"
[8] " 8 2000" " 9 2000" "10 2000" "11 2000" "12 2000" " 1 2001" " 2 2001"
[15] " 3 2001" " 4 2001" " 5 2001" " 6 2001" " 7 2001" " 8 2001" " 9 2001"
[22] "10 2001" "11 2001" "12 2001"
> as.yearmon("mar07", "%b%y")
[1] NA
> as.yearmon("2007-12")
[1] "12 2007"
zoo
> zoo(1:10, seq(2000, 2002.25, by = 0.25), frequency = 4)
2000(1) 2000(2) 2000(3) 2000(4) 2001(1) 2001(2) 2001(3) 2001(4) 2002(1)
1 2 3 4 5 6 7 8 9
2002(2)
10