R devel - Dec 2019 - Maybe bug? Using non-integer frequencies in stats::ts

I am developing a package to analyse physiological time-series and I
thought that the most reliable and robust solution was to base it on the
native stats::ts class. In my domain it is common to express series
frequencies as samples-per-second. So ts(..., frequency=10) would mean a
signal sampled 10 times every second, and ts(..., frequency = 1) a signal
sampled every second. Following this logic, a few slower signals are
sampled every 5 seconds (or more), resulting in a frequency of e.g. 0.2
Nowhere in the documentation is stated that the frequency must be an
integer value, but using fractional values gives inconsistent results.
For instance, in this example, foo and bar are identical, just with
start-end values shifted by 1. Yet when extracting an arbitrary window, the
'bar' series gives error.

x = 1:22
foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2)
bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2)

window(foo, start = 20, end = 30, extend=TRUE)

# Time Series:# Start = 20 # End = 25 # Frequency = 0.2 # [1] 5 6

window(bar, start = 20, end = 30, extend=TRUE)

# Error in attr(y, "tsp") <- c(ystart, yend, xfreq) : #   invalid
time
series parameters specified

The reason is in the rounding procedures for ystart and yend at the end of
the stats::window function. For the 'foo' series the ystart and yend
values
are calculated as: c(20, 25), whereas for the 'bar' series, they
become c(20, 30) although the window should be of the very same size in
both cases. (A further discussion on the example is at:
https://stackoverflow.com/questions/57928054 )
Should I report a bug or am I misunderstanding something?

-- 
Johann R. Kleinbub, PhD
University of Padova
FISPPA Dep. - Section of Applied Psychology
Cell: +39 3495986373

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It's been three months without an answer, is it ok to thread bump?
Would someone provide a pointer?

Thank you for your consideration,
Johann


On Mon, 16 Sep 2019 at 15:53, Johann R. Kleinbub <johann.kleinbub at
gmail.com>
wrote:
>
> I am developing a package to analyse physiological time-series and I
thought that the most reliable and robust solution was to base it on the
native stats::ts class. In my domain it is common to express series
frequencies as samples-per-second. So ts(..., frequency=10) would mean a
signal sampled 10 times every second, and ts(..., frequency = 1) a signal
sampled every second. Following this logic, a few slower signals are
sampled every 5 seconds (or more), resulting in a frequency of e.g.
0.2
> Nowhere in the documentation is stated that the frequency must be an
integer value, but using fractional values gives inconsistent
results.
> For instance, in this example, foo and bar are identical, just with
start-end values shifted by 1. Yet when extracting an arbitrary window, the
'bar' series gives error.
>
> x = 1:22
> foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2)
> bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2)
>
> window(foo, start = 20, end = 30, extend=TRUE)
>
> # Time Series:
> # Start = 20
> # End = 25
> # Frequency = 0.2
> # [1] 5 6
>
> window(bar, start = 20, end = 30, extend=TRUE)
>
> # Error in attr(y, "tsp") <- c(ystart, yend, xfreq) :
> #   invalid time series parameters specified
>
> The reason is in the rounding procedures for ystart and yend at the end
of the stats::window function. For the 'foo' series the ystart and yend
values are calculated as: c(20, 25), whereas for the 'bar' series, they
become c(20, 30) although the window should be of the very same size in
both cases. (A further discussion on the example is at:
https://stackoverflow.com/questions/57928054 )
> Should I report a bug or am I misunderstanding something?
>
> --
> Johann R. Kleinbub, PhD
> University of Padova
> FISPPA Dep. - Section of Applied Psychology
> Cell: +39 3495986373


--
Johann R. Kleinbub, PhD
University of Padova
FISPPA Dep. - Section of Applied Psychology
Cell: +39 3495986373

	[[alternative HTML version deleted]]

On 05/12/2019 11:00 a.m., Johann R. Kleinbub wrote:
> It's been three months without an answer, is it ok to thread bump?
> Would someone provide a pointer?
I agree it's a bug, and agree with your analysis.  You should report it 
on bugs.r-project.org.  (If you don't have an account there, let us 
know, and either someone will give you one, or someone will report it 
for you.)

As a workaround, I don't see it happening with extend=FALSE, but of 
course that might not suit your needs in general.

Duncan Murdoch


> 
> Thank you for your consideration,
> Johann
> 
> 
> On Mon, 16 Sep 2019 at 15:53, Johann R. Kleinbub <johann.kleinbub at
gmail.com>
> wrote:
>>
>> I am developing a package to analyse physiological time-series and I
> thought that the most reliable and robust solution was to base it on the
> native stats::ts class. In my domain it is common to express series
> frequencies as samples-per-second. So ts(..., frequency=10) would mean a
> signal sampled 10 times every second, and ts(..., frequency = 1) a signal
> sampled every second. Following this logic, a few slower signals are
> sampled every 5 seconds (or more), resulting in a frequency of e.g. 0.2
>> Nowhere in the documentation is stated that the frequency must be an
> integer value, but using fractional values gives inconsistent results.
>> For instance, in this example, foo and bar are identical, just with
> start-end values shifted by 1. Yet when extracting an arbitrary window, the
> 'bar' series gives error.
>>
>> x = 1:22
>> foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2)
>> bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2)
>>
>> window(foo, start = 20, end = 30, extend=TRUE)
>>
>> # Time Series:
>> # Start = 20
>> # End = 25
>> # Frequency = 0.2
>> # [1] 5 6
>>
>> window(bar, start = 20, end = 30, extend=TRUE)
>>
>> # Error in attr(y, "tsp") <- c(ystart, yend, xfreq) :
>> #   invalid time series parameters specified
>>
>> The reason is in the rounding procedures for ystart and yend at the end
> of the stats::window function. For the 'foo' series the ystart and
yend
> values are calculated as: c(20, 25), whereas for the 'bar' series,
they
> become c(20, 30) although the window should be of the very same size in
> both cases. (A further discussion on the example is at:
> https://stackoverflow.com/questions/57928054 )
>> Should I report a bug or am I misunderstanding something?
>>
>> --
>> Johann R. Kleinbub, PhD
>> University of Padova
>> FISPPA Dep. - Section of Applied Psychology
>> Cell: +39 3495986373
> 
> 
> 
> --
> Johann R. Kleinbub, PhD
> University of Padova
> FISPPA Dep. - Section of Applied Psychology
> Cell: +39 3495986373
> 
> 	[[alternative HTML version deleted]]
> 
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