event.dates {fts} | R Documentation |
Extract the dates from a one column LOGICAL Fts object where value is TRUE
event.dates(x)
x |
An Fts object |
removes NA values before extracting dates
a vector of dates
Whit Armstrong
x <- fts(index=seq(from=Sys.Date(),by="days",length.out=100),data=rnorm(100))
x.bool <- x > 10
event.dates(x.bool)
## ignores NA's
x.bool[10:20] <- NA
event.dates(x.bool)