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Here is a patch which fixes some problems with time series functions.
Some examples of what goes wrong...
> x <- ts(rnorm(100),start=1,deltat=2)
> start(x)
Error in ts[1] : object is not subsettable> end(x)
Error in ts[2] : object is not subsettable> y <- ts(matrix(rnorm(100),ncol=2))
> window(y,1,10)
Error in [.ts(x, (trunc((start - xtsp[1]) * freq + 1.5):trunc((end - xtsp[1]) *
: unused argument to function
The first two bugs propagate quite widely. You can't even print x.
Unlike S-PLUS, R does not allow you to take row subsets of a time series
object without unclassing it (Of course there is the window function, but
you can't thin out a time series with this). I've extended
"[.ts"
to allow you to do this. I didn't put this version of "[.ts" in
the patch.
Instead it is given below in full.
"[.ts" <-
function (x, i, j, drop = T)
{
y <- NextMethod("[")
if (missing(i))
ts(y, start = start(x), freq = frequency(x))
else {
n <- if (is.matrix(x))
nrow(x)
else length(x)
ind <- (1:n)[i]
delta <- unique(ind[-1] - ind[-length(ind)])
if (length(delta) != 1 || delta == 0) {
warning("Not returning a time series object")
}
else {
xtsp <- tsp(x)
xtimes <- seq(from = xtsp[1], to = xtsp[2],
by = 1/xtsp[3])
ytsp <- numeric(3)
ytsp[1] <- xtimes[min(ind)]
ytsp[2] <- xtimes[max(ind)]
ytsp[3] <- (length(ind) - 1)/(ytsp[2] -
ytsp[1])
tsp(y) <- ytsp
}
y
}
}
I hope this is useful.
Martyn
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diff -uNr R-0.50-a1-orig/src/library/base/funs/ts R-0.50-a1/src/library/base/fun
s/ts
--- R-0.50-a1-orig/src/library/base/funs/ts Sun Aug 24 14:51:23 1997
+++ R-0.50-a1/src/library/base/funs/ts Sun Aug 24 14:55:26 1997
@@ -103,7 +103,7 @@
fs <- floor(tsp[3]*(tsp[1] - is)+0.001)
c(is,fs+1)
}
- else ts[1]
+ else tsp[1]
}
end.ts <-
@@ -118,7 +118,7 @@
fs <- floor(tsp[3]*(tsp[2] - is)+0.001)
c(is, fs+1)
}
- else ts[2]
+ else tsp[2]
}
frequency.ts <-
@@ -266,7 +266,7 @@
}
"[.ts" <-
-function(x, i, j)
+function(x, i, j, drop=T)
{
y <- NextMethod("[")
if(is.matrix(x) & missing(i))
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