ts and defaults
Prof Brian D Ripley
ripley@stats.ox.ac.uk
Fri, 6 Aug 1999 20:55:21 +0100 (BST)
On Fri, 6 Aug 1999, Paul Gilbert wrote:
> Brian
>
> The example below may be helpful to further illustrate the concern I have with
> the effects of your ts library on defaults. According to the "Blue Book", in
> Splus, in R up to 0.64.2, and in today's snapshot of 0.65 without the "ts"
> library attached
>
> > end(ts(rnorm(10), start=c(1991,1), frequency=1))
>
> gives
> [1] 2000 1
How is anyone supposed to know that means 2000 not 2001 without reading
the help page?
> However, with the "ts" library attached the result is
>
> [1] 2000
Isn't that much more readable?
> This change in the default behavior will break a lot of user code [ ... ]
Statistical evidence, please.
Note that all the S (and R) code is written to accept start=1991, so this
user code must depart from that convention. Maybe it would be a good
opportunity to re-write that code to conform to the standard conventions?
As in
start: starting date for the series, e.g., in years, February,
1970 would be 1970+(1/12) or 1970.083. If start is a
vector with at least two data values, the first is
interpreted as the time unit, e.g., the year, and the
second as the number of positions into the sampling
period; e.g., February, 1970 could be c(1970,2).
Note the two possibilities, and that the one you advocate is the
alternate. I at least find c(1970, 2) = 1970+(1/12) a _very_ confusing
notation, fortunately one that can be avoided.
The problem here is that ts in R is fundamentally incompatible with S, as R
has a ts class and S does not. I believe start.default should not be
implemented in terms of class ts (and any user can change the
behaviour of a class), and I trust the `lots of user code' does not do
things like that. The plan is to separate the the default methods from the
ts class methods. We do not consider that S compatibility applies
to class ts, which S does not have.
Brian
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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