similar to: Precision error in time index of ts objects

Displaying 20 results from an estimated 10000 matches similar to: "Precision error in time index of ts objects"

2017 Sep 01
0
Precision error in time index of ts objects
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 <-
2017 Sep 01
2
Precision error in time index of ts objects
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
2017 Sep 01
0
Precision error in time index of ts objects
On Fri, 1 Sep 2017, Andrea Altomani wrote: > 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? Yes. If you represent a series with increment 1/12 it depends on how you do it. As a simple example consider the following two descriptions
2017 Sep 02
1
Precision error in time index of ts objects
Thanks for the very detailed explanation. I did not create the series using structure(), that was the result of dump() on an intermediate object created within tsdisagg::ta(), which is where I found the error in the first place. ta() indeed manipulates .Tsp directly, rather than using ts. I guess this is a bug in tsdisagg then. Thanks! -- Andrea Altomani On Sat, Sep 2, 2017 at 12:31 AM
1999 Jul 15
1
[R] R: ts - objects (PR#228)
Marcus Eger <marcus.eger@physik.uni-marburg.de> writes: > > time(sqrt(arrts)) > Time Series: > Start = c(1, 1) > End = c(5, 1) > Frequency = 1 > [1] 1 2 3 4 5 Looks like a bug... > ---------------------------------------------------------------------------- > 2. (At least) boolean indexing with matrices does not seem to work > properly: >
2005 Jun 03
1
ts.intersect a multivariate and univariate ts
This seems like a FAQ, but I can't figure it out. I have a mv ts object: R > tsp(pg) [1] 1982 2003 1 R > dim(pg) [1] 22 12 and a univariate ts: R > tsp(rw) [1] 1690 1996 1 Yet, when I try to intersect them: R > tsp(ts.intersect(rw, pg)) [1] 1982 2176 1 the process goes awry. How to I get rw and pg to be one ts that runs from 1982 to 1996 and has 13 univariate time
2011 Nov 02
1
kernapply.ts
I have a suggestion for kernapply for ts objects. When we choose the option circular=F, the returned series don't have the correct dates. The removed dates are all at the beginning instead of half at the beginning and half at the end. It is particularly useful when we need to smooth the series (or remove a trend using a filter) before estimating a model (like in macroeconomics) or simply
2010 Jul 03
2
Change the frequency of a ts?
I'm trying to convert a column of a table into a ts object. The data is monthly, so I want the ts frequency to be 12. I did this ... > filings.ts = as.ts(Filings.100K, frequency=12) > filings.ts Time Series: Start = 1 End = 311 Frequency = 1 [1] 246.9336 305.6789 ... ... > tsp(filings.ts) [1] 1 311 1 > tsp(filings.ts) <- c(1,311,12) Error in attr(x, "tsp")
2007 Mar 23
1
substitute and S4 objects
Hi all, I don't understand why this does not what I expect : ## code start here ############## setClass("num",representation(x="numeric")) num<-function(x) new("num",x=x) add<-function(e1,e2) { cat("Computing ",deparse(substitute(e1)),"+",deparse(substitute(e2)),"\n") e1@x+e2@x }
2005 Jan 31
2
changing the time base in a ts
I'm probably apporaching this all wrong to start but.... Suppose I have a monthly time series and I want to compute the mean of months 6,7, and 8. I want to plot the original time series and the seasonal time series, one above the other. When I do that as below the time series don't line up for reasons that are obvious. How can I change the base of the seasonal time series so I can make
1999 Jul 27
3
Preliminary version of ts package
There is now a preliminary version of a time series package in the R-devel snapshots, and we would welcome feedback on it. It is based in part on the packages bats (Martyn Plummer) and tseries (Adrian Trapletti) and in part on code I had or have written. (Thanks for the contributions, Martyn and Adrian!) Some of the existing ts code has been changed, for example to plot multiple time series, so
2002 Dec 06
3
ts startdate
Dear R-users, I am facing a trivial problem when trying to parameterise the start date of a time series object. I am working with monthly data (104) performing n-steps-ahead (6) forecasts and using a fixed window size (36). At the end of calculations I have a list that contains 69 forecasts. I have no problems in fixing the window size by parametrization, e.g. k<- control variable in a for
2004 Apr 25
1
ts's in lm()
Is this a bug? seasonal.dummies <- function(x, contr=NULL) { # takes a time series and returns a matrix of seasonal dummies for # x. This is almost cycle(x), we only have to make it into a factor # and add suitable level names. # return a matrix which includes a constant! # level names here assumes frequency is 12! cyc <- factor( cycle(x), labels=c("ene","feb",
2007 Nov 24
1
patch proposal for plot.ts
Hi all. Currently, if you try: > lag.plot(1:10) you get superposed labels '1' and '10'. Things go worse in more extreme cases: x <- ts(1:10) x1 <- lag(x, 4) plot(x1, x) This is due to a mistake in plot.ts. My suggestion is the following really minimal patch to plot.ts: @@ -530,7 +530,7 @@ plot.ts <- text(xy, labels =
1999 May 11
1
another multivariate ts bug
I think this is another one of the same kind of bugs in ts: Version 0.64.1 (May 8, 1999) ... > z <- ts(matrix(1:20,10,2), start=c(1969,1), frequency=12) > (z > 5) | (z < 2) Error: invalid time series parameters specified > Paul -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read
2005 Jun 29
1
Failed "make check" under Fedora Core 4 (PR#7979)
I downloaded R v2.1.1 earlier this morning to compile under Fedora Core 4. It compiled without incident, but 'make check' failed. Below is the relevant part of its report. Is this a known problem? I used a locally compiled version of GCC v4.0.0 that reports [kent at d89h102 R-2.1.1]$ gcc -v Using built-in specs. Target: i686-pc-linux-gnu Configured with: ../gcc-4.0.0/configure
2000 Aug 21
2
diff.default / diff.ts in wrong package bug (PR#640)
{all recent versions of R} Problem / design bug : diff.default() doesn't deal with "ts" objects properly, diff.ts() does, but that is only available from package "ts" where as the constructor function ts() is in base. It's not sufficient to just move diff.ts() to package base, since it relies itself on lag & lag.default which are also only in package ts.
1999 Aug 10
2
Is a ts of length one a ts? (PR#245)
The following seems confused (0.65 snapshot) > x <- ts(1:20) > window(x, 1, 1) Time Series: Start = c(1, 1) End = c(1, 1) Frequency = 1 [1] 1 Warning message: Not returning a time series object in: [.ts(x, i) (it of class ts, as the print method shows). Under 0.64.2 it is even more confusing: > x <- ts(1:20) > window(x, 1, 1) Warning: Not returning a time series object
1999 Jul 02
1
Bug in "[.ts" for multivariate ts {Problem with plot.ts, "["} (PR#216)
>>>>> On Fri, 02 Jul 1999, Adrian Trapletti <Adrian.Trapletti@wu-wien.ac.at> said: Adrian> There seems to be a problem with plot.ts (R Version 0.64.2) > x<-cbind(1:10,2:11) > x<-as.ts(x) > plot(x) Adrian> Error: subscript (20) out of bounds, should be at most 10 This is definitely a bug --> CC: R-bugs ALL NOTE : This is *not* new
2009 Jun 14
1
time function behavior for ts class objects
Hi all- I am trying to use the time function for ts class objects and do not understand the return value. I want to use it to set up a time trend in arima fits. It does not seem to return a correct linear sequence that matches the underlying time series. I am running: R version 2.8.1 (2008-12-22). For example: R> ## create a time series R> x <- rnorm(24) R> (xts <-