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

[Johann R. Kleinbub]

Thank you for the quick follow up, Duncan.
Unfortunately extend=TRUE is called internally in various instances such as
when replacing parts of the time-series with  window<-.ts
Consider the following examples of time series with ugly values:
x = 1:22
foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2) # a ts of 525 cycles
bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2) # a ts of 525 cycles
starting 5 cycles later than foo
qux = ts(x, start = 2.5, end = 102.5, frequency = 0.2) # a ts of 500 cycles
starting 5 cycles later than foo

# extraction works fine
window(foo, start = 20, end = 30)  # works fine
window(bar, start = 20, end = 30)  # works fine
window(qux, start = 20, end = 30)  # works fine

# assignment fails in different ways for bar and qux
window(foo, start = 20, end = 30) <- NA  # works fine
window(bar, start = 20, end = 30) <- NA  # ERROR: "invalid time series
parameters specified"
window(qux, start = 20, end = 30) <- NA  # ERROR: "times to be replaced do
not match"

If extraction works fine, there's no reason why replacing the values should
fail.
I don't have an account on bugs.r-project.org yet. I'd be available to do
the report if I'm assigned one.
Best,
Johann

On Thu, 5 Dec 2019 at 17:46, Duncan Murdoch <murdoch.duncan using gmail.com>
wrote:

> 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
> >
> >       [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-devel using r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-devel
> >
>
>

-- 
Johann R. Kleinbub, PhD
University of Padova
FISPPA Dep. - Section of Applied Psychology
Cell: +39 3495986373

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