Re: [Rd] Subsetting time series

From: Martin Maechler <maechler_at_stat.math.ethz.ch>
Date: Tue 10 Aug 2004 - 18:29:58 EST

>>>>> "BDR" == Prof Brian Ripley <ripley@stats.ox.ac.uk> >>>>> on Tue, 10 Aug 2004 09:11:39 +0100 (BST) writes:

    BDR> On Tue, 10 Aug 2004, Martin Maechler wrote:

>> >>>>> "BDR" == Prof Brian Ripley <ripley@stats.ox.ac.uk>
>> >>>>> on Tue, 10 Aug 2004 05:47:28 +0100 (BST) writes:
>>
    BDR> On Tue, 10 Aug 2004, Ross Ihaka wrote:

>> >> Rob Hyndman wrote:
>> >> > When part of a time series is extracted, the time series component is
>> >> > lost. e.g.,
>> >> > x <- ts(1:10)
>> >> > x[1:4]
>> >> >
>> >> > It would be nice if there was a subsetting function [.ts to avoid this
>> >> > problem. However, it is beyond my R-coding ability to produce such a
>> >> > thing. Is someone willing to do it?
>>
    BDR> There is a [.ts, in src/library/stats/R/ts.R, and it is documented     BDR> (?"[.ts").
>>
>> >> Have you had a look at "window"? The problem with "["
>> >> its that it can produce non-contiguous sets of values.
>>
    BDR> Yes.
>>
>> indeed. window() is what we have been advocation for a long
>> time now ... (but see below).
>>
    BDR> If you look in the sources for [.ts you will see,
    BDR> commented, the code that was once there to handle cases
    BDR> where the index was evenly spaced.  But it was removed
    BDR> long ago in favour of window().  I tried to consult the
    BDR> logs, but it seems that in the shift from CVS to SVN
    BDR> recently I can't get at them.  I think the rationale
    BDR> was that x[ind] should always produce an object of the
    BDR> same class.

>>
>> well, that can't have been the only rationale since now
>> x[ind] is *not* of the same class - when the "ts" property is
>> lost in any case.

    BDR> `always of the same class' : for all (non-trivial) values of ind.

aah! please excuse my mis-interpretation of meaning "same class as original x".

Martin



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https://stat.ethz.ch/mailman/listinfo/r-devel Received on Tue Aug 10 18:33:05 2004

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