I'm having trouble with column-subsetting a multivariate time
series. The underlying problem is with start().
R> x <- ts(matrix(rnorm(100), ncol=2))
R> y <- aggregate(x, ndeltat=2)
R> y[,1]
Error in ts(y, start = start(x), freq = frequency(x)) :
invalid start
R> start(y)
[1] 2 1
R> frequency(y)
[1] 0.5
The point where the error occurs in ts() is:
if(length(start) > 1) {
if(start[2] > frequency) stop("invalid start")
...
IMHO the 2-vector notation for the start and end of a time series makes
sense only when the frequency is an integer (and I believe I have said
this before). S-PLUS seems to follow this convention:
S> x <- ts(rnorm(10), start=3, frequency=1/3)
S> start(x)
[1] 3
S> end(x)
[1] 30
S> x <- ts(rnorm(10), start=1/3, frequency=3)
S> start(x)
[1] 0 2
S> end(x)
[1] 3 2
whereas R gives c(0,2) in both cases.
My suggested fix is to edit start.default and end.default, replacing
if(abs(is-round(is)) < ts.eps)
with
if(abs(tsp[3] - round(tsp[3])) < ts.eps && abs(is - round(is)) <
ts.eps)
Martyn
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Version:
platform = i686-unknown-linux
arch = i686
os = linux
system = i686, linux
status major = 1
minor = 0.0
year = 2000
month = February
day = 29
language = R
Search Path:
.GlobalEnv, Autoloads, package:base
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