Preliminary version of ts package

Paul Gilbert pgilbert@bank-banque-canada.ca
Tue, 27 Jul 1999 13:55:57 -0400


Brian

I haven't got far, but here are some initial problems:

> start(1:10)
S:  [1] 1 1
ts: 1

> end(1:10)
S: [1] 10  1
ts: 10

window.ts  should handle NULL for default start and end values. If it is going
to print a warning then it needs warn=F to suppress the warning. Below is a copy
of my window.ts, but it would require a few minor changes to work without my
tframe library.

Paul
_______

 window.ts <- function (x, start = NULL, end = NULL, warn = T, eps =
.Options$ts.eps)
{
    f <- tsp(x)[3]
    if (is.null(start))
        start <- tsp(x)[1]
    if (is.null(end))
        end <- tsp(x)[2]
    if (2 == length(start))
        start <- start[1] + (start[2] - 1)/f
    if (2 == length(end))
        end <- end[1] + (end[2] - 1)/f
    if (start < tsp(x)[1]) {
        start <- tsp(x)[1]
        if (warn)
            warning("Specified start earlier than start of data, start not
changed.")
    }
    if (end > tsp(x)[2]) {
        end <- tsp(x)[2]
        if (warn)
            warning("Specified end later than end of data, end not changed.")
    }
    leave <- (time(x) >= (start - eps)) & (time(x) <= (end + eps))
    if (is.matrix(x))
        z <- unclass(x)[leave, , drop = F]
    else z <- x[leave]
    classed(ts(z, start = start, end = end, frequency = f), tfclass(x))
}


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