Time Frame Coding Kernel

A kernel of functions for programming time series methods in a way that is relatively independently of the representation of time. Also provides plotting, time windowing, and some other utility functions which are specifically intended for time series. See the Guide distributed as a vignette, or ?tframe.Intro for more details. (User utilities are in package tfplot.)


Changes in tframe version 2015.12-1

o Suppressed of error message generated within a try() when assigning time series attributes in non-standard cases (e.g. the matrix series of state tracking errrors generated by smoother(). The code was working but the error message was misleading. (Problem pointed out by Spencer Graves.)

o Added default package imports as now required by CRAN.

Changes in tframe version 2015.1-1

o Minor adjustments to add a package namespace reference in a zoo call.

Changes in tframe version 2012.8-1

o Fixed spelling error in DESCRIPTION file.

Changes in tframe version 2012.4-2

o Split tfplot and other user utilities into package tfplot.

Changes in tframe version 2012.4-1

o Fixed percentChange error when differencing zoo class series.

o Fixed tfplot to pass subtitle, legend, and legend.loc to tfOnePlot.

Changes in tframe version 2012.3-1

o Fixed tfOnePlot to handle zoo daily data in lastObs.

Changes in tframe version 2011.11-2

o Updated maintainer email address.

Changes in tframe version 2011.11-1

o Added lastObs and source optional arguments to tfplot.

o Added subtitle, footnoteLeft (synonym for footnote) and footnoteRight optional arguments to tfplot and tfOnePlot.

o Added title as a synonym for Title in tfplot and tfOnePlot.

o Restricted annualizedGrowth(), percentChange(), and ytoypc() to work only on tframed objects.

o Fix to tfOnePlot for lost date information in univariate case.

Changes in tframe version 2011.8-1

o Removed ... argument from tfOnePlot, since it seems unnecessary.

o Added arguments par, lastObs, source, and footnote to tfOnePlot.

Changes in tframe version 2011.3-1

o Changed periods() and tfperiods() (distinction no longer needed) to Tobs() to avoid conflicts with other packages.

Changes in tframe version 2009.10-2

o Removed see also link to dse so the package builds without having to check CRAN looking for existence of package dse.

Changes in tframe version 2009.10-1

o Fixed a few documentation problems found by R-2.10.0 (beta) quality checks.

o Fixed splice to work with vector series (previously assumed matrices).

Changes in tframe version 2009.02-1

o Cleaned up tframe so that data classes are not defined unless absolutely necessary. Tframe now attempts to use methods from the data classes where possible. (Classes for the tframe objects are still set when the tframe is not attached to data.)

o Also, in line with trying to use methods for existing classes, seriesNames() now uses dimnames[[2]] for matrices, and a class method if that is available. A "seriesNames" attribute is still set if there is no class methods available, as for vectors.

o Removed a try-error check for a condition that would never happen.

o Minor documentation corrections as found by a new R-devel.

o Made DESCRIPTION a file rather than building it.

Changes in tframe version 2008.5-1

o splits extensions for zoo and its as well as some new/experimental/less stable pieces into package tframePlus.

o fixed bug in tfExpand which lost multivariate series.

o fixed bug in tsWrite which lost date.

o default nseries changed to return zero for NULL

Changes in tframe version 2007.5-1

o the function freeze was moved from tframe to TSpadiFame (renamed TSpadi).

o tfplot and tfOnePlot were changed to call plot in place of matplot, so x scale for zoo time series works better.

o xlab was modified to allow vector argument specifying label for each plot.

o methods for zoo and its were added.

o tbind was modified to handle a possible NULL first argument, in order to make initialization for use in a loop easier.

o as.tframe was added to generate a tframe using start, end, frequency, periods.

o as.tframed was added to gaurantee an object is tframed.

o arguments start, end, and ... were added to tframed so it can be used more easily to generate default ts like time series.

o annualizedGrowth utility for calculating annualized growth
of a time series was added.

o tfL utility for shifting a tframe or tframed data was added. For data this is equivalent to lag but the default is to lag the data.

o tfdiff methods were replaced diff.tframe and diff.tframed.

o added utilities tsWrite and tsScan for reading and writing time series (csv) data files (wrappers for scan and write).

o tfSet was (re) introduced, as switching the dispatch order for tframe<- seems to be a much cleaner approach.

Changes in tframe version before2007.5-1

o The tframe package was previously part of the dse bundle. Earlier changes are documented in the NEWS for dse.

Reference manual

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2015.12-1.1 by Paul Gilbert, 2 years ago


Browse source code at https://github.com/cran/tframe

Authors: Paul Gilbert <[email protected]>

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-2 license

Imports stats

Imported by EvalEst, TSMySQL, TSPostgreSQL, TSSQLite, TScompare, TSdbi, TSfame, TSmisc, TSodbc, TSsdmx, TSsql, dse, sysid.

Depended on by tfplot, tframePlus.

Suggested by CDNmoney, TSdata.

See at CRAN