I should have formulated my question in a more specific way.
1. I suspect this is a floating point precision issue. I am not very
knowledgeable about R internals, can someone else confirm it?
2. Should this be considered a bug or not, because it is "just a precision
issue"? Should I report it?
3. How can it happen? From a quick review of ts.R, it looks like the values
of the time index are never modified, but only possibly removed. In my case:
- x and y have the same index.
- the subtraction operator recognizes this, and create a new ts with one
entry
- the result of the subtraction has an index which is different from the
input.
This is very surprising to me, and I am curious to understand the problem.
--
Andrea Altomani
On Fri, Sep 1, 2017 at 5:53 PM Jeff Newmiller <jdnewmil at
dcn.davis.ca.us>
wrote:
> You already know the answer. Why ask?
> --
> Sent from my phone. Please excuse my brevity.
>
> On September 1, 2017 7:23:24 AM PDT, Andrea Altomani <
> altomani.andrea at gmail.com> wrote:
> >I have a time series x, and two other series obtained from it:
> >
> >x <- structure(2017, .Tsp = c(2017.41666666667, 2017.41666666667,
12),
> >class = "ts")
> >y <- floor(x)
> >z <- x-y
> >
> >I would expect the three series to have exactly the same index.
> >However I get the following
> >
> >> time(x)-time(y)
> > Jun
> >2017 0
> >
> >as expected, but
> >
> >> time(x)-time(z)
> >integer(0)
> >Warning message:
> >In .cbind.ts(list(e1, e2), c(deparse(substitute(e1))[1L],
> >deparse(substitute(e2))[1L]), :
> > non-intersecting series
> >
> >and indeed, comparing the indices gives:
> >
> >> time(x)[1]-time(z)[1]
> >[1] 3.183231e-12
> >
> >Is this a bug in R, or is it one of the expected precision errors due
> >to the use of limited precision floats?
> >
> >I am using R 3.4.0 (2017-04-21) on Windows (64-bit).
> >
> >Thaks!
> >
> >Andrea Altomani
> >
> >______________________________________________
> >R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >https://stat.ethz.ch/mailman/listinfo/r-help
> >PLEASE do read the posting guide
> >http://www.R-project.org/posting-guide.html
> >and provide commented, minimal, self-contained, reproducible code.
>
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