mixtime

mixtime provides flexible time classes for representing mixed temporal granularities and custom calendar structures.

The feature wishlist for this package includes:

• Multiple temporal granularities (sub-daily, daily, weekly, monthly, quarterly, etc.)
• Optional and custom temporal origins
• Custom calendar structures (working days/hours, holiday effects, trading days)
• Mixed temporal classes (daily and weekly granularities in same vector)

Stretch goals for the package include:

• Representing temporal nesting (2020-01-05 is nested by 2020-01 is nested by 2020)
• time_join() operation which respects temporal nesting

Installation

The development version can be installed from GitHub with:

# install.packages("remotes")
remotes::install_github("mitchelloharawild/mixtime")

Example

Creating mixtimes.

library(mixtime)
#> Registered S3 method overwritten by 'tsibble':
#>   method               from 
#>   as_tibble.grouped_df dplyr
yearmonth(0:11) # By default, time classes have an origin
#> <mixtime[12]>
#>  [1] 1970 Jan 1970 Feb 1970 Mar 1970 Apr 1970 May 1970 Jun 1970 Jul 1970 Aug
#>  [9] 1970 Sep 1970 Oct 1970 Nov 1970 Dec
yearmonth(0:11) - yearmonth(0) # However some operations can produce mixtimes without origins
#> <vecvec[12]>
#>  [1]  0  1  2  3  4  5  6  7  8  9 10 11

yearquarter(0:3)
#> <mixtime[4]>
#> [1] 1970 Q1 1970 Q2 1970 Q3 1970 Q4
yearquarter(0:3) - yearquarter(0)
#> <vecvec[4]>
#> [1] 0 1 2 3

# Different temporal granularities can be combined:
c(yearquarter(0:3), yearmonth(0:11))
#> <mixtime[16]>
#>  [1] 1970 Q1  1970 Q2  1970 Q3  1970 Q4  1970 Jan 1970 Feb 1970 Mar 1970 Apr
#>  [9] 1970 May 1970 Jun 1970 Jul 1970 Aug 1970 Sep 1970 Oct 1970 Nov 1970 Dec

Integration with tsibble.

tsibble::tsibble(time = yearmonth(0:5), index = time)
#> # A tsibble: 6 x 1 [1M]
#>        time
#>   <mixtime>
#> 1  1970 Jan
#> 2  1970 Feb
#> 3  1970 Mar
#> 4  1970 Apr
#> 5  1970 May
#> 6  1970 Jun
tsibble::tsibble(time = c(year(2010:2013), yearquarter(0:3), yearmonth(0:5), as.Date("2010-03-05") + 0:4), index = time)
#> # A tsibble: 19 x 1 [1Y, 1Q, 1M, 1D]
#>          time
#>     <mixtime>
#>  1       2010
#>  2    1970 Q1
#>  3   1970 Jan
#>  4 2010-03-05
#>  5       2011
#>  6    1970 Q2
#>  7   1970 Feb
#>  8 2010-03-06
#>  9       2012
#> 10    1970 Q3
#> 11   1970 Mar
#> 12 2010-03-07
#> 13       2013
#> 14    1970 Q4
#> 15   1970 Apr
#> 16 2010-03-08
#> 17   1970 May
#> 18 2010-03-09
#> 19   1970 Jun