[Rd] head.ts, tail.ts loses time
Martin Maechler
m@ech|er @end|ng |rom @t@t@m@th@ethz@ch
Thu Jun 13 10:40:49 CEST 2024
>>>>> Spencer Graves
>>>>> on Mon, 10 Jun 2024 09:45:46 -0500 writes:
> Hi, Martin et al.:
> On 6/10/24 9:32 AM, Martin Maechler wrote:
>>>>>>> Spencer Graves
>>>>>>> on Mon, 10 Jun 2024 07:50:13 -0500 writes:
>>
>> > Hi, Gabor et al.: Thanks for this. I should change my
>> > current application to use either zoo or xts, as Gabor
>> > suggests.
>>
>>
>> > However, I was surprised to learn that "[.ts" does NOT
>> > return an object of class "ts". I see that "head.default"
>> > and "head.matrix" both call "[", so "head" cannot return a
>> > ts object, because "[" doesn't.
>>
>> Yes, the default head() and tail() are built on `[` very much
>> on purpose.
>> Note that `[` should *not* keep the "ts" property in
>> general, e.g.,
>> lynx[c(1:3, 7)]
>> cannot be a regular time series
> Agreed.
>>
>> I think I'd consider using windows() for a head.ts() and tail.ts(),
>> but in any case, I am sympathetic adding such methods to "base R"'s
>> utils package.
> The code I provided below for head.ts() and tail.ts() does that: I
> took the code for head.default and head.matrix, etc., computed tmx <-
> as.numeric(time(x)), and then used head(tmx) [and tail(tmx)] in "window()".
Indeed. I've found that the new methods really belong to pkg
'stats' (where "ts" are), and hence renamed and exported the internal
.checkHT(), and shence the change became somewhat more extensive:
------------------------------------------------------------------------
r86728 | maechler | 2024-06-13 10:36:51 +0200 (Thu, 13 Jun 2024) | 1 line
Changed paths:
M doc/NEWS.Rd
M src/library/stats/NAMESPACE
M src/library/stats/R/ts.R
M src/library/stats/man/ts.Rd
M src/library/utils/NAMESPACE
M src/library/utils/R/head.R
M src/library/utils/man/head.Rd
M tests/Examples/stats-Ex.Rout.save
add head() & tail() methods for "ts"(time series) ==> export .checkHT() utility
------------------------------------------------------------------------
With thanks to Spencer Graves,
Martin
> Thanks for your reply.
> sg
>>
>>
>> Martin
>>
>> > Best Wishes, Spencer Graves
>>
>>
>> > On 6/9/24 8:40 PM, Gabor Grothendieck wrote:
>> >> zoo overcomes many of the limitations of ts:
>> >>
>> >> library(zoo) as.ts(head(as.zoo(presidents))) ## Qtr1 Qtr2
>> >> Qtr3 Qtr4 ## 1945 NA 87 82 75 ## 1946 63 50
>> >>
>> >> xts also works here.
>> >>
>> >> On Sun, Jun 9, 2024 at 12:04 PM Spencer Graves
>> >> <spencer.graves using prodsyse.com> wrote:
>> >>>
>> >>> Hello, All:
>> >>>
>> >>>
>> >>> The 'head' and 'tail' functions strip the time from a
>> >>> 'ts' object. Example:
>> >>>
>> >>>
>> >>> > head(presidents) [1] NA 87 82 75 63 50
>> >>>
>> >>>
>> >>> > window(presidents, 1945, 1946.25) Qtr1 Qtr2 Qtr3 Qtr4
>> >>> 1945 NA 87 82 75 1946 63 50
>> >>>
>> >>>
>> >>> Below please find code for 'head.ts' and 'tail.ts' that
>> >>> matches 'window'.
>> >>>
>> >>>
>> >>> Comments? Spencer Graves
>> >>>
>> >>> head.ts <- function(x, n=6L, ...){ tmx <-
>> >>> as.numeric(time(x))
>> >>> #
>> >>> utils:::checkHT(n, d <- dim(x)) if(is.na(n[1]) ||
>> >>> n[1]==0)ts(NULL)
>> >>> #
>> >>> firstn <- head(tmx, n[1]) if(is.null(d)){
>> >>> return(window(x, firstn[1], tail(firstn, 1))) } else{
>> >>> if(length(n)<2){ return(window(x, firstn[1],
>> >>> tail(firstn, 1))) } else { Cols <- head(1:d[2], n[2])
>> >>> xn2 <- x[, Cols[1]:tail(Cols, 1)] return(window(xn2,
>> >>> firstn[1], tail(firstn, 1))) } } }
>> >>>
>> >>>
>> >>> tail.ts <- function (x, n = 6L, ...) {
>> >>> utils:::checkHT(n, d <- dim(x)) tmx <-
>> >>> as.numeric(time(x))
>> >>> #
>> >>> if(is.na(n[1]) || n[1]==0)ts(NULL)
>> >>> #
>> >>> lastn <- tail(tmx, n[1]) if(is.null(d)){
>> >>> return(window(x, lastn[1], tail(lastn, 1))) } else{
>> >>> if(length(n)<2){ return(window(x, lastn[1], tail(lastn,
>> >>> 1))) } else { Cols <- head(1:d[2], n[2]) xn2 <- x[,
>> >>> Cols[1]:tail(Cols, 1)] return(window(xn2, lastn[1],
>> >>> tail(lastn, 1))) } } }
>> >>>
>> >>>
>> >>> # examples head(presidents)
>> >>>
>> >>> head(presidents, 2)
>> >>>
>> >>> npresObs <- length(presidents) head(presidents,
>> >>> 6-npresObs)
>> >>>
>> >>> try(head(presidents, 1:2)) # 'try-error'
>> >>>
>> >>> try(head(presidents, 0)) # 'try-error'
>> >>>
>> >>> # matrix time series str(pres <-
>> >>> cbind(n=1:length(presidents), presidents)) head(pres, 2)
>> >>>
>> >>> head(pres, 2-npresObs)
>> >>>
>> >>> head(pres, 1:2) head(pres, 2:1) head(pres, 1:3)
>> >>>
>> >>> # examples tail(presidents)
>> >>>
>> >>> tail(presidents, 2)
>> >>>
>> >>> npresObs <- length(presidents) tail(presidents,
>> >>> 6-npresObs)
>> >>>
>> >>> try(tail(presidents, 1:2)) # 'try-error'
>> >>>
>> >>> try(tail(presidents, 0)) # 'try-error'
>> >>>
>> >>> # matrix time series str(pres <-
>> >>> cbind(n=1:length(presidents), presidents)) tail(pres, 2)
>> >>>
>> >>> tail(pres, 2-npresObs)
>> >>>
>> >>> tail(pres, 1:2) tail(pres, 2:1) tail(pres, 1:3)
>> >>>
>> >>> # for unit testing: headPres <- head(presidents) pres6
>> >>> <- ts(presidents[1:6], time(presidents)[1],
>> >>> frequency=frequency(presidents))
>> >>> stopifnot(all.equal(headPres, pres6))
>> >>>
>> >>> headPres2 <- head(presidents, 2) pres2 <-
>> >>> ts(presidents[1:2], time(presidents)[1],
>> >>> frequency=frequency(presidents))
>> >>> stopifnot(all.equal(headPres2, pres2))
>> >>>
>> >>> npresObs <- length(presidents) headPres. <-
>> >>> head(presidents, 6-npresObs)
>> >>> stopifnot(all.equal(headPres., pres6))
>> >>>
>> >>> headPresOops <- try(head(presidents, 1:2))
>> >>> stopifnot(class(headPresOops) == 'try-error')
>> >>>
>> >>> headPres0 <- try(head(presidents, 0))
>> >>> stopifnot(class(headPres0) == 'try-error')
>> >>>
>> >>> str(pres <- cbind(n=1:length(presidents), presidents))
>> >>> headP2 <- head(pres, 2)
>> >>>
>> >>> p2 <- ts(pres[1:2, ], time(presidents)[1],
>> >>> frequency=frequency(presidents))
>> >>> stopifnot(all.equal(headP2, p2))
>> >>>
>> >>> headP2. <- head(pres, 2-npresObs)
>> >>> stopifnot(all.equal(headP2., p2))
>> >>>
>> >>>
>> >>> #############
>> >>>
>> >>>
>> >>> sessionInfo() R version 4.4.0 (2024-04-24) Platform:
>> >>> aarch64-apple-darwin20 Running under: macOS Sonoma 14.5
>> >>>
>> >>> Matrix products: default BLAS:
>> >>> /System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/Versions/A/libBLAS.dylib
>> >>>
>> >>> LAPACK:
>> >>> /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/lib/libRlapack.dylib;
>> >>> LAPACK version 3.12.0
>> >>>
>> >>> locale: [1]
>> >>> en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
>> >>>
>> >>> time zone: America/Chicago tzcode source: internal
>> >>>
>> >>> attached base packages: [1] stats graphics grDevices
>> >>> utils datasets [6] methods base
>> >>>
>> >>> loaded via a namespace (and not attached): [1]
>> >>> compiler_4.4.0 tools_4.4.0
>> >>>
>> >>> ______________________________________________
>> >>> R-devel using r-project.org mailing list
>> >>> https://stat.ethz.ch/mailman/listinfo/r-devel
>> >>
>> >>
>> >>
>>
>> > ______________________________________________
>> > R-devel using r-project.org mailing list
>> > https://stat.ethz.ch/mailman/listinfo/r-devel
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