--- title: "User defined ts-functions" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{User defined ts-functions} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ## Writing ts-functions It is straightforward to turn existing functions into functions that can deal with any ts-boxable object. The `ts_` function is a constructor function for tsbox time series functions. It can be used to wrap any function that works with time series. The default is set to R base `"ts"` class, so wrapping functions for `"ts"` time series (or vectors or matrices) is as simple as: ```r ts_rowsums <- ts_(rowSums) ts_rowsums(ts_c(mdeaths, fdeaths)) ``` Note that `ts_` returns a function, which can be with or without a name. Let' have a closer look at how `ts_rowsums` looks like: ```r ts_rowsums #> function (x, ...) #> { #> stopifnot(ts_boxable(x)) #> z <- rowSums(ts_ts(x), ...) #> copy_class(z, x) #> } ``` This is how most ts-functions work. They use a specific converter function (here: `ts_ts`) to convert a ts-boxable object to the desired class. They then perform the main operation on the object (here: `rowSums`). Finally they convert the result back to the original class, using `copy_class`. The resulting function has a `...` argument. You can use it to pass arguments to the underlying functions. E.g., ```r ts_rowsums(ts_c(mdeaths, fdeaths), na.rm = TRUE) ``` ## Functions from external packages Here is a slightly more complex example, which uses a post processing function: ```r ts_prcomp <- ts_(function(x) predict(prcomp(x, scale = TRUE))) ts_prcomp(ts_c(mdeaths, fdeaths)) ``` It is easy to make functions from external packages ts-boxable, by wrapping them into `ts_`. ```r ts_dygraphs <- ts_(dygraphs::dygraph, class = "xts") ts_forecast <- ts_(function(x, ...) forecast::forecast(x, ...)$mean, vectorize = TRUE) ts_seas <- ts_(function(x, ...) seasonal::final(seasonal::seas(x, ...)), vectorize = TRUE) ts_dygraphs(ts_c(mdeaths, EuStockMarkets)) ts_forecast(ts_c(mdeaths, fdeaths)) ts_seas(ts_c(mdeaths, fdeaths)) ``` If you are explicit about the namespace (e.g., `dygraphs::dygraph`), `ts_` recognized the package in use and delivers a meaningful message if the package is not installed. Note that the `ts_` function deals with the conversion stuff, 'vectorizes' the function so that it can be used with multiple time series. Let' have another look at `ts_forecast`: ```r ts_forecast #> function (x, ...) #> { #> load_suggested("forecast") #> ff <- function(x, ...) { #> stopifnot(ts_boxable(x)) #> z <- (function(x, ...) forecast::forecast(ts_na_omit(x), #> ...)$mean)(ts_ts(x), ...) #> copy_class(z, x) #> } #> ts_apply(x, ff, ...) #> } ``` There three differences to the `ts_rowsum` example: First, the function requires the forecast package. If it is not installed, `load_suggested` will ask the user to do so. Second, the function in use is an anonymous function, `function(x) forecast::forecast(x, ...)$mean`, that also extracts the `$mean` component from the result. Third, the function is 'vectorized', using `ts_apply`. This causes the process to be repeated for each time series in the object.