Hello,
I faced some difficulties using time series objects.
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1. Why is the time data changed, when I, e.g., apply sqrt(arrts), but
not
when arrts^0.5 ?
This is my examples time series:
----------------------------------------------------------------------------> arrts
Time Series:
Start = 3
End = 23
Frequency = 0.2
[,1] [,2]
[1,] 1 6
[2,] 2 7
[3,] 3 8
[4,] 4 9
[5,] 5 10> time(arrts)
Time Series:
Start = 3
End = 23
Frequency = 0.2
[1] 3 8 13 18 23>
> time(sqrt(arrts))
Time Series:
Start = c(1, 1)
End = c(5, 1)
Frequency = 1
[1] 1 2 3 4 5>
> time(arrts^0.5)
Time Series:
Start = 3
End = 23
Frequency = 0.2
[1] 3 8 13 18 23>
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2. (At least) boolean indexing with matrices does not seem to work
properly:
----------------------------------------------------------------------------> arrts[is.finite(arrts)]
Error: subscript (10) out of bounds, should be at most 5>
> unclass(arrts)[is.finite(arrts)]
[1] 1 2 3 4 5 6 7 8 9 10
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This problem arose when I tried to plot my time series: > plot(arrts)
It was easy to fix in plot.ts:
----------------------------------------------------------------------------
....
if (is.null(ylim))
ylim <- range(unclass(x)[is.finite(x)]) #by ME, 14-07-99
# ylim <- range(x[is.finite(x)])
plot.new()
....
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3. Another problem had to do with the value of delta and/or start:
-----------------------------------------------------------------------------> time(ts(c(1,2,3,4),start=3,delta=1.5))
Error: invalid start>
> time(ts(c(1,2,3,4),start=3,delta=1.4))
Time Series:
Start = 3
End = 7.2
Frequency = 0.7142857
[1] 3.0 4.4 5.8 7.2>
-----------------------------------------------------------------------------
I? not sure whether I understood the complete philosphy behind the time
series concept. For me, I just need a structure that supports multiple
repetitions/ensembles of the same random variable/signal and a time
scale.
Thanks for feedback
- Marcus Eger
+-------------------------------------------------------
| Marcus Eger
| Philipps Universitaet Marburg
| Fachbereich Physik AG Neurophysik
| Renthof 7
| 35032 Marburg
| Tel. +49 6421 284169
| Fax +49 6421 287034
+-------------------------------------------------------
| E-Mail: marcus.eger at physik.uni-marburg.de
| http://www.physik.uni-marburg.de/bio/mitarbei/eger.htm
+-------------------------------------------------------
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