incanter.zoo — incanter/incanter-zoo 1.9.3

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/).

$$ clj

($$ 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.

aligned? clj

(aligned? & zs)

Is the :index column identical for all zs.

coredata clj

(coredata x)

Return the :rows of a dataset, with :index dissoc'd. Intended to be used internally time series function to get at data.

JodaCoercible clj protocol

to-date-time clj

(to-date-time x)

lag clj

(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.

roll-apply clj

(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

roll-max clj

(roll-max n coll)

Returns the rolling max of the previous n elements.

roll-mean clj

(roll-mean n coll)

Returns the unweighted mean of the previous n data points.

References: http://en.wikipedia.org/wiki/Moving_average#Simple_moving_average http://www.learningclojure.com/2010/03/moving-average-of-list.html

roll-median clj

(roll-median n coll)

Returns the rolling median of the previous n elements.

roll-min clj

(roll-min n coll)

Returns the rolling min of the previous n elements.

within-zoo? clj

(within-zoo? t z)

Is t between the first and last indices.

zoo clj

(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.

zoo-apply clj

(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

zoo-row-map clj

(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.

zoo-row-map- clj

(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.

zoo-row-map-occupied clj

(zoo-row-map-occupied f & s)

zoo-row-map- and remove the empties. This returns a seq of maps