# 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
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._