From: Kjetil Brinchmann Halvorsen <kjetilbrinchmannhalvorsen_at_gmail.com>

Date: Wed 14 Dec 2005 - 09:41:00 EST

>> as.ts(aggregate(z, round(time(z), 1), tail, 1))

>> I think I have found the error. It appears when there are two entries

*>> with the same time. Using as input file:
*

*>>
*

*>> --------- CUT --------
*

*>> # Output format for PCKs:
*

*>> # TIME FLOW P [+-] SEQ TS X RTT SIZE
*

*>> #
*

*>> 123.125683 0 P + 967 123.125683 13394 0.798205 1472
*

*>> 123.241137 0 P + 968 123.241137 12680 0.796258 1472
*

*>> 123.241137 0 P + 969 123.241137 12680 0.796258 1472
*

*>> 123.472631 0 P + 970 123.472631 12680 0.796258 1472
*

*>> 123.588613 0 P + 971 123.588613 12680 0.796258 1472
*

*>> 123.704594 0 P + 972 123.704594 12680 0.796258 1472
*

*>> --------- CUT --------
*

*>>
*

*>> I run fhe following code:
*

*>>
*

*>> --------- CUT --------
*

*>> h_types <- list (0, 0, NULL, NULL, 0, 0, 0, 0, 0)
*

*>> h_names <- list ("time", "flow", "seq", "ts", "x", "rtt", "size")
*

*>>
*

*>> pcks_file <- pipe ("grep ' P ' data", "r")
*

*>> pcks <- scan (pcks_file, what = h_types, comment.char = '#',
*

*>> fill = TRUE)
*

*>> mat_df <- data.frame (pcks[1:2], pcks[5:9])
*

*>> mat <- as.matrix (mat_df)
*

*>> colnames (mat) <- h_names
*

*>> z <- zoo (mat, mat [,"time"])
*

*>> --------- CUT --------
*

*>>
*

*>> The dput of 'z' shows:
*

*>>
*

*>> --------- CUT --------
*

*>> structure(c(123.125683, 123.241137, 123.241137, 123.472631, 123.588613,
*

*>> 123.704594, 0, 0, 0, 0, 0, 0, 967, 968, 969, 970, 971, 972, 123.125683,
*

*>> 123.241137, 123.241137, 123.472631, 123.588613, 123.704594, 13394,
*

*>> 12680, 12680, 12680, 12680, 12680, 0.798205, 0.796258, 0.796258,
*

*>> 0.796258, 0.796258, 0.796258, 1472, 1472, 1472, 1472, 1472, 1472
*

*>> ), .Dim = c(6, 7), .Dimnames = list(c("1", "2", "3", "4", "5",
*

*>> "6"), c("time", "flow", "seq", "ts", "x", "rtt", "size")), index =
*

*>> structure(c(123.125683,
*

*>> 123.241137, 123.241137, 123.472631, 123.588613, 123.704594), .Names =
*

*>> c("1",
*

*>> "2", "3", "4", "5", "6")), class = "zoo")
*

*>> --------- CUT --------
*

*>>
*

*>> If I try a 'as.ts(z)', it fails. If I remove the duplicate entry, I
*

*>> can convert it to a TS with no problem. Is this made intentionally?
*

*>> Because then I have to filter the input matrix... But, anyway, the
*

*>> output matrix, after filtering, doesn't seem regular:
*

*>>
*

*>> --------- CUT --------
*

*>> > as.ts (z)
*

*>> Time Series:
*

*>> Start = 1
*

*>> End = 5
*

*>> Frequency = 1
*

*>> time flow seq ts x rtt size
*

*>> 1 123.1257 0 967 123.1257 13394 0.798205 1472
*

*>> 2 123.2411 0 969 123.2411 12680 0.796258 1472
*

*>> 3 123.4726 0 970 123.4726 12680 0.796258 1472
*

*>> 4 123.5886 0 971 123.5886 12680 0.796258 1472
*

*>> 5 123.7046 0 972 123.7046 12680 0.796258 1472
*

*>> Warning message:
*

*>> 'x' does not have an underlying regularity in: as.ts.zoo(z)
*

*>> --------- CUT --------
*

*>>
*

*>> Weird...
*

*>>
*

*>>
*

*>> On 13 Dec 2005, at 16:33, Gabor Grothendieck wrote:
*

*>>
*

*>>> Please provide a reproducible example. Note that dput(x) will output
*

*>>> an R object in a way that can be copied and pasted into another
*

*>>> session.
*

*>>>
*

*>>> On 12/13/05, Alvaro Saurin <saurin@dcs.gla.ac.uk> wrote:
*

*>>>> On 13 Dec 2005, at 13:08, Gabor Grothendieck wrote:
*

*>>>>
*

*>>>>> Your variable mat is not a matrix; its a data frame. Check it with:
*

*>>>>>
*

*>>>>> class(mat)
*

*>>>>>
*

*>>>>> Here is an example:
*

*>>>>>
*

*>>>>> x <- cbind(A = 1:4, B = 5:8)
*

*>>>>> tt <- c(1, 3:4, 6)
*

*>>>>>
*

*>>>>> library(zoo)
*

*>>>>> x.zoo <- zoo(x, tt)
*

*>>>>> x.ts <- as.ts(x.zoo)
*

*>>>> Fixed, but anyway it fails:
*

*>>>>
*

*>>>>> h_types <- list (0, 0, NULL, NULL, 0, 0, 0, 0, 0)
*

*>>>>> h_names <- list ("time", "flow", "seq", "ts", "x", "rtt",
*

*>>>>> "size")
*

*>>>>> pcks_file <- pipe ("grep ' P ' server.dat", "r")
*

*>>>>> pcks <- scan (pcks_file, what = h_types,
*

*>>>> comment.char = '#', fill =
*

*>>>> TRUE)
*

*>>>>
*

*>>>>> mat_df <- data.frame (pcks[1:2], pcks[5:9])
*

*>>>>> mat <- as.matrix (mat_df)
*

*>>>>> colnames (mat) <- h_names
*

*>>>>> class (mat)
*

*>>>> [1] "matrix"
*

*>>>>
*

*>>>>> z <- zoo (mat, mat [,"time"])
*

*>>>>> z
*

*>>>>> z
*

*>>>> time flow seq ts
*

*>>>> x rtt size
*

*>>>> 1.0009 1.000893 0.000000 0.000000 1.000893
*

*>>>> 1472.000000 0.000000 1472.000000
*

*>>>> 1.5145 1.514454 0.000000 1.000000 1.514454
*

*>>>> 2944.000000 0.513142 1472.000000
*

*>>>> 2.0151 2.015093 0.000000 2.000000 2.015093
*

*>>>> 2944.000000 0.513142 1472.000000
*

*>>>> 2.515 2.515025 0.000000 3.000000 2.515025
*

*>>>> 4806.000000 0.504488 1472.000000
*

*>>>> 2.822 2.821976 0.000000 4.000000 2.821976
*

*>>>> 5730.000000 0.496728 1472.000000
*

*>>>> [...]
*

*>>>>
*

*>>>>> as.ts (z)
*

*>>>> Error in if (del == 0 && to == 0) return(to) :
*

*>>>> missing value where TRUE/FALSE needed
*

*>>>>
*

*>>>> Any idea? Thanks for your help.
*

*>>>>
*

*>>>> Alvaro
*

*>>>>
*

*>>>>
*

*>>>> --
*

*>>>> Alvaro Saurin <alvaro.saurin@gmail.com> <saurin@dcs.gla.ac.uk>
*

*>>>>
*

*>>>>
*

*>>>>
*

*>>>>
*

*>> --
*

*>> Alvaro Saurin <alvaro.saurin@gmail.com> <saurin@dcs.gla.ac.uk>
*

*>>
*

*>>
*

*>>
*

*>>
*

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Dec 14 10:38:23 2005

Date: Wed 14 Dec 2005 - 09:41:00 EST

Gabor Grothendieck wrote:

> Yes, this is the definition of a time series and therefore of a zoo object. > A time series is a mathematical function, i.e. it assigns a single element > of the range to each element of the domain. This data does not describe > a time series.

Since nobody else has mentiones it on this thread: Tha CRAN package pastecs has function `regul' to regularize irregular time series.

maybe that is what the original poster want.

Kjetil

> > Also it has no underlying regularity as the warning message states. > To use as.ts one wants a series with an underlying regularity that has > gaps and then as.ts will fill in the gaps with NAs. > > If we don't have an underlying regularity the question is not well posed > but its likely we want to discretize time. The zoo command itself is > somewhat forgiving, at least in this case, i.e. it allows one to specify > this illegal zoo object with non-unique times for purposes of discretization; > however, such a zoo object should not be used other than to get a legal > zoo object out. > > For example, in the following we round the times to one decimal place > and then within each set of values at the same discretized time take the > last one. (Alternately specify mean instead of tail, 1 if the average > is prefered.) Then we convert that to a ts object: >

>> as.ts(aggregate(z, round(time(z), 1), tail, 1))

> Time Series: > Start = c(123, 2) > End = c(123, 8) > Frequency = 10 > time flow seq ts x rtt size > 123.1 123.1257 0 967 123.1257 13394 0.798205 1472 > 123.2 123.2411 0 969 123.2411 12680 0.796258 1472 > 123.3 NA NA NA NA NA NA NA > 123.4 NA NA NA NA NA NA NA > 123.5 123.4726 0 970 123.4726 12680 0.796258 1472 > 123.6 123.5886 0 971 123.5886 12680 0.796258 1472 > 123.7 123.7046 0 972 123.7046 12680 0.796258 1472 > > On 12/13/05, Alvaro Saurin <saurin@dcs.gla.ac.uk> wrote:

>> I think I have found the error. It appears when there are two entries

> > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Dec 14 10:38:23 2005

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