[R] Precision error in time index of ts objects

Andrea Altomani altomani.andrea at gmail.com
Fri Sep 1 16:23:24 CEST 2017

I have a time series x, and two other series obtained from it:

x <- structure(2017, .Tsp = c(2017.41666666667, 2017.41666666667, 12),
class = "ts")
y <- floor(x)
z <- x-y

I would expect the three series to have exactly the same index.
However I get the following

> time(x)-time(y)
2017   0

as expected, but

> time(x)-time(z)
Warning message:
In .cbind.ts(list(e1, e2), c(deparse(substitute(e1))[1L],
deparse(substitute(e2))[1L]),  :
  non-intersecting series

and indeed, comparing the indices gives:

> time(x)[1]-time(z)[1]
[1] 3.183231e-12

Is this a bug in R, or is it one of the expected precision errors due
to the use of limited precision floats?

I am using R 3.4.0 (2017-04-21) on Windows (64-bit).


Andrea Altomani

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