A Class for Working with Time Series Data Based on 'data.table' and 'R6' with Largely Optional Reference Semantics
Aggregate values
Alter time series
Clone object
Apply function column-wise
Get column names
DTSg class
Get column vector
Linear interpolation
Merge two objects
List missing values
Plot time series data
Print object
Object integrity
Rolling window function
Rollback of months
Aggregate values row-wise
Combine rows
S3 wrapper method generator
Set column names
Set column values
Subset time series data
Summarise time series data
Temporal Aggregation Level Functions (TALFs)
Get values
Basic time series functionalities such as listing of missing values, application of arbitrary aggregation as well as rolling (asymmetric) window functions and automatic detection of periodicity. As it is mainly based on 'data.table', it is fast and (in combination with the 'R6' package) offers reference semantics. In addition to its native R6 interface, it provides an S3 interface for those who prefer the latter. Finally yet importantly, its functional approach allows for incorporating functionalities from many other packages.