API for zoo
-
by David Edgar Liebke
Full namespace name:
incanter.zoo
Overview
This is a port of Zoo from R in order to create the basis
of a library for time series data.
This library is built on Parallel Colt
(http://sites.google.com/site/piotrwendykier/software/parallelcolt),
an extension of the Colt numerics library
(http://acs.lbl.gov/~hoschek/colt/).
Public Variables and Functions
$$
function
Usage: ($$ ind ts)
($$ ind cols ts)
($$ ind-1 ind-2 cols ts)
This is the equivalent of :: in xts. That is, it slices out the timeseries between ind-1 and ind-2. These are any values that can be coerced into clj-time values.
Source
aligned?
function
Usage: (aligned? & zs)
Is the :index column identical for all zs.
Source
coredata
function
Usage: (coredata x)
Return the :rows of a dataset, with :index dissoc'd.
Intended to be used internally time series function to get at data.
Source
lag
function
Usage: (lag z)
(lag z n)
Return the timeseries lagged by n units or 1 if not specified. No time calculations
are made in the index column. The output timeseries is of the same length as the input.
Source
roll-apply
function
Usage: (roll-apply f n coll)
A generic function for applying a function to rolling window of a collection.
Arguments:
f -- function to be applied
n -- size of rolling window
coll -- collection of data
Source
roll-max
function
Usage: (roll-max n coll)
Returns the rolling max of the previous n elements.
Source
function
Usage: (roll-median n coll)
Returns the rolling median of the previous n elements.
Source
roll-min
function
Usage: (roll-min n coll)
Returns the rolling min of the previous n elements.
Source
within-zoo?
function
Usage: (within-zoo? t z)
Is t between the first and last indices.
Source
zoo
function
Usage: (zoo x)
(zoo x index-col)
Return the given dataset as a zoo value which is simply a dataset
that contains an column of clj-time values specified by index-col, default :index.
That column must contain values that can be coerced into Jodas using the TimeCoercible Protocol.
Source
zoo-apply
function
Usage: (zoo-apply f n zoo column & args)
Behave as for roll-apply but accept a zoo and a single column upon which to roll-apply f. Returns a zoo of the same length as input zoo with pre-pended nils
Source
zoo-row-map
function
Usage: (zoo-row-map f & zs)
Accept a number of aligned zoo object and pass them row-wise into f, return a zoo. f must accept and return maps. The :index column is stripped out before f is applied, and then replaced afterwards with the :index of the first.
Source
zoo-row-map-
function
Usage: (zoo-row-map- f & zs)
Accept a number of aligned zoo object and pass them row-wise into f, return a seq of maps of the output of the output. f must accept and return maps. The :index column is stripped out before f is applied, and then replaced afterwards.
Source
zoo-row-map-occupied
function
Usage: (zoo-row-map-occupied f & s)
zoo-row-map- and remove the empties. This returns a seq of maps
Source