Resample 'timeSeries' objects

Takes a sample of the specified size from the elements of a "timeSeries".

Usage

# S4 method for timeSeries
sample(x, size, replace = FALSE, prob = NULL)

Arguments

x

an object from class "timeSeries".

size

a non-negative integer giving the number of items to choose.

replace

sample with replacement if TRUE, otherwise without replacement.

prob

a vector of probability weights for obtaining the elements of the vector being sampled.

Details

The function takes a sample of size size from the elements of the time series with or without replacement depending on argument replace. The result is returned as a "timeSeries" object.

For details about the arguments see the documentation of base:sample.

Value

an object from class "timeSeries"

See also

sample (sample in base R),

sample (the "timeDate" method)

Examples

## Monthly Calendar Series -    
   x <- daily2monthly(LPP2005REC[, 1:2])[3:14, ]
   
set.seed(1234)
## Resample the Series with respect to the time stamps -    
   resampled <- sample(x)
   resampled
#> GMT 
#>                     SBI          SPI
#> 2006-12-31  0.001144121 -0.001101976
#> 2006-10-31  0.002819157 -0.008238610
#> 2006-06-30 -0.000548353  0.014473814
#> 2006-05-31  0.000233945  0.009323326
#> 2006-04-30  0.001330360 -0.002943741
#> 2006-07-31  0.000077800  0.000267236
#> 2006-01-31 -0.000152952  0.002736095
#> 2006-09-30 -0.001218862  0.001409431
#> 2006-02-28  0.001071074 -0.011956984
#> 2006-08-31  0.000921518 -0.001466397
#> 2006-11-30  0.000453412 -0.008646808
#> 2006-03-31  0.000232369 -0.000929251
   is.unsorted(resampled)
#> [1] TRUE