moment 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("devtools")
devtools::install_github("mitchelloharawild/moment")Example
Creating moments.
library(moment)
yearmonth(0:11) # By default, time classes have an origin
#> <moment[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 moments without origins
#> <moment[12]>
#> [1] 0 months 1 month 2 months 3 months 4 months 5 months 6 months
#> [8] 7 months 8 months 9 months 10 months 11 months
yearquarter(0:3)
#> <moment[4]>
#> [1] 1970 Q1 1970 Q2 1970 Q3 1970 Q4
yearquarter(0:3) - yearquarter(0)
#> <moment[4]>
#> [1] 0 quarters 1 quarter 2 quarters 3 quarters
# Moments of different temporal granularities can be combined:
c(yearquarter(0:3), yearmonth(0:11))
#> <moment[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 DecSequences of moments.
seq(yearmonth(0), yearmonth(10), by = 1)
#> <moment[11]>
#> [1] 1970 Jan 1970 Feb 1970 Mar 1970 Apr 1970 May 1970 Jun 1970 Jul 1970 Aug
#> [9] 1970 Sep 1970 Oct 1970 NovIntegration with tsibble.
tsibble::tsibble(time = yearmonth(0:5), index = time)
#> # A tsibble: 6 x 1 [1M]
#> time
#> <moment>
#> 1 1970 Jan
#> 2 1970 Feb
#> 3 1970 Mar
#> 4 1970 Apr
#> 5 1970 May
#> 6 1970 Jun
tsibble::tsibble(time = c(year(0), yearquarter(0:3), yearmonth(0:5), Sys.Date()), index = time)
#> # A tsibble: 12 x 1 [1Y, 1Q, 1M, 1D]
#> time
#> <moment>
#> 1 1970
#> 2 1970 Q1
#> 3 1970 Q2
#> 4 1970 Q3
#> 5 1970 Q4
#> 6 1970 Jan
#> 7 1970 Feb
#> 8 1970 Mar
#> 9 1970 Apr
#> 10 1970 May
#> 11 1970 Jun
#> 12 2020-10-23Change granularities by updating the calendar.
x <- yearmonth(0:11)
tsibble::tsibble(
yearmonth = x,
yearquarter = set_time_units(x, tu_quarter(1)),
year = set_time_units(x, tu_year(1)),
index = yearmonth
)
#> # A tsibble: 12 x 3 [1M]
#> yearmonth yearquarter year
#> <moment> <moment> <moment>
#> 1 1970 Jan 1970 Q1 1970
#> 2 1970 Feb 1970 Q1 1970
#> 3 1970 Mar 1970 Q1 1970
#> 4 1970 Apr 1970 Q2 1970
#> 5 1970 May 1970 Q2 1970
#> 6 1970 Jun 1970 Q2 1970
#> 7 1970 Jul 1970 Q3 1970
#> 8 1970 Aug 1970 Q3 1970
#> 9 1970 Sep 1970 Q3 1970
#> 10 1970 Oct 1970 Q4 1970
#> 11 1970 Nov 1970 Q4 1970
#> 12 1970 Dec 1970 Q4 1970
