select.fdata {far} | R Documentation |
Subscript of fdata
Description
Use this function to subscript some functional observations of a functional data.
Usage
select.fdata(data, date, name)
Arguments
data |
A |
date |
A vector of character containing the chosen dates (could
be |
name |
A vector giving the chosen name (could be |
Details
This function select one or several variables from data
and can also subset the dates. This is useful in order to
study the endogenous variables of a FARX process.
Value
A fdata
object.
Author(s)
J. Damon
See Also
Examples
# Simulation of a FARX process
data1 <- simul.farx(m=10,n=400,base=base.simul.far(20,5),
base.exo=base.simul.far(20,5),
d.a=matrix(c(0.5,0),nrow=1,ncol=2),
alpha.conj=matrix(c(0.2,0),nrow=1,ncol=2),
d.rho=diag(c(0.45,0.90,0.34,0.45)),
alpha=diag(c(0.5,0.23,0.018)),
d.rho.exo=diag(c(0.45,0.90,0.34,0.45)),
cst1=0.0)
print(data1)
print(data1.X <- select.fdata(data1,name="X"))
print(data2 <- select.fdata(data1,date=paste((1:5)*5)))
date.fdata(data2)
[Package far version 0.6-6 Index]