yet another ts problem
Martyn Plummer
plummer@iarc.fr
Thu, 13 May 1999 11:36:52 +0200
Ross Ihaka wrote:
> 1. I think that "[.ts" tries too hard to turn its value back into
> a time series. The only case where this makes sense is when
> a selection of columns is taken from a multivariate series.
> If a row subset is taken, it can only be a time series if
> the subscripts have a very special pattern. This would be
> too expensive I think.
>
> In S there is no "[.ts", and a simple array subset is returned.
An alternative to using "[.ts" to take row subsets would be to
expand the window.ts() function to include a "freq" or "deltat"
argument. One can then use window() to thin out a regular time series
and "[.ts" could be modified to just return a simple array subset
(in the process get rid of the horrible warning about not returning a
time series).
I already did something like this in the coda package for MCMC output -
which one often wants to thin out because of high autocorrelation.
Martyn
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