[Rd] window() problem (PR#8545)

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Wed Feb 1 14:06:29 CET 2006


This was never intended to work, but can easily be programmed in.
I have done so for R-devel.

On Wed, 1 Feb 2006 KjetilBrinchmannHalvorsen at gmail.com wrote:

> window() does not work correctly when called with extend=TRUE  and
> the new time range intersect null with the old time range! Maybe this is
> really a feature request, but the documentation does not say what to
> expect in this case.
>
> This case does occur in programming!

It is hard to see that it would not be known about in advance.

> This is R2.2.1 on windows, latest compiled from CRAN.
>
> Look at the excerps below:
>
> > test <- ts(1:144, start=c(1,1), frequency=12)
> > tsp(test)
> [1]  1.00000 12.91667 12.00000
> > test2 <- window(test, start=c(5,1), end=c(16,4), extend=TRUE)
> > test2
>    Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
> 5   49  50  51  52  53  54  55  56  57  58  59  60
> 6   61  62  63  64  65  66  67  68  69  70  71  72
> 7   73  74  75  76  77  78  79  80  81  82  83  84
> 8   85  86  87  88  89  90  91  92  93  94  95  96
> 9   97  98  99 100 101 102 103 104 105 106 107 108
> 10 109 110 111 112 113 114 115 116 117 118 119 120
> 11 121 122 123 124 125 126 127 128 129 130 131 132
> 12 133 134 135 136 137 138 139 140 141 142 143 144
> 13  NA  NA  NA  NA  NA  NA  NA  NA  NA  NA  NA  NA
> 14  NA  NA  NA  NA  NA  NA  NA  NA  NA  NA  NA  NA
> 15  NA  NA  NA  NA  NA  NA  NA  NA  NA  NA  NA  NA
> 16  NA  NA  NA  NA
> > tsp(test2)
> [1]  5.00 16.25 12.00
> > test3 <- window(test, start=c(15,1), end=c(17,1), extend=TRUE)
> Error in window.default(x, ...) : invalid time series parameters specified
>
> Enter a frame number, or 0 to exit
>
> 1: window(test, start = c(15, 1), end = c(17, 1), extend = TRUE)
> 2: window.ts(test, start = c(15, 1), end = c(17, 1), extend = TRUE)
> 3: as.ts(window.default(x, ...))
> 4: window.default(x, ...)
>
> Selection: 4
> Called from: eval(expr, envir, enclos)
> Browse[1]> x
>    Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
> 1    1   2   3   4   5   6   7   8   9  10  11  12
> 2   13  14  15  16  17  18  19  20  21  22  23  24
> 3   25  26  27  28  29  30  31  32  33  34  35  36
> 4   37  38  39  40  41  42  43  44  45  46  47  48
> 5   49  50  51  52  53  54  55  56  57  58  59  60
> 6   61  62  63  64  65  66  67  68  69  70  71  72
> 7   73  74  75  76  77  78  79  80  81  82  83  84
> 8   85  86  87  88  89  90  91  92  93  94  95  96
> 9   97  98  99 100 101 102 103 104 105 106 107 108
> 10 109 110 111 112 113 114 115 116 117 118 119 120
> 11 121 122 123 124 125 126 127 128 129 130 131 132
> 12 133 134 135 136 137 138 139 140 141 142 143 144
> Browse[1]> tsp(x)
> [1]  1.00000 12.91667 12.00000
> Browse[1]> y
>  [1] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
> NA NA NA NA NA NA NA NA NA
> [32] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
> Browse[1]> tsp(y)
> NULL
> Browse[1]>
>
> As one can see from the above, the calculated answer y does not have a
> tsp attribute.
>
> Kjetil
>
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>
>

-- 
Brian D. Ripley,                  ripley at 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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



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