[Rd] Maybe bug? Using non-integer frequencies in stats::ts

[Duncan Murdoch]

On 05/12/2019 11:00 a.m., Johann R. Kleinbub wrote:
> It's been three months without an answer, is it ok to thread bump?
> Would someone provide a pointer?

I agree it's a bug, and agree with your analysis.  You should report it 
on bugs.r-project.org.  (If you don't have an account there, let us 
know, and either someone will give you one, or someone will report it 
for you.)

As a workaround, I don't see it happening with extend=FALSE, but of 
course that might not suit your needs in general.

Duncan Murdoch



> 
> Thank you for your consideration,
> Johann
> 
> 
> On Mon, 16 Sep 2019 at 15:53, Johann R. Kleinbub <johann.kleinbub using gmail.com>
> wrote:
>>
>> I am developing a package to analyse physiological time-series and I
> thought that the most reliable and robust solution was to base it on the
> native stats::ts class. In my domain it is common to express series
> frequencies as samples-per-second. So ts(..., frequency=10) would mean a
> signal sampled 10 times every second, and ts(..., frequency = 1) a signal
> sampled every second. Following this logic, a few slower signals are
> sampled every 5 seconds (or more), resulting in a frequency of e.g. 0.2
>> Nowhere in the documentation is stated that the frequency must be an
> integer value, but using fractional values gives inconsistent results.
>> For instance, in this example, foo and bar are identical, just with
> start-end values shifted by 1. Yet when extracting an arbitrary window, the
> 'bar' series gives error.
>>
>> x = 1:22
>> foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2)
>> bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2)
>>
>> window(foo, start = 20, end = 30, extend=TRUE)
>>
>> # Time Series:
>> # Start = 20
>> # End = 25
>> # Frequency = 0.2
>> # [1] 5 6
>>
>> window(bar, start = 20, end = 30, extend=TRUE)
>>
>> # Error in attr(y, "tsp") <- c(ystart, yend, xfreq) :
>> #   invalid time series parameters specified
>>
>> The reason is in the rounding procedures for ystart and yend at the end
> of the stats::window function. For the 'foo' series the ystart and yend
> values are calculated as: c(20, 25), whereas for the 'bar' series, they
> become c(20, 30) although the window should be of the very same size in
> both cases. (A further discussion on the example is at:
> https://stackoverflow.com/questions/57928054 )
>> Should I report a bug or am I misunderstanding something?
>>
>> --
>> Johann R. Kleinbub, PhD
>> University of Padova
>> FISPPA Dep. - Section of Applied Psychology
>> Cell: +39 3495986373
> 
> 
> 
> --
> Johann R. Kleinbub, PhD
> University of Padova
> FISPPA Dep. - Section of Applied Psychology
> Cell: +39 3495986373
> 
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