Series names not used by stats:::acf when fUtilities (as.matrix.ts seems to be the culprit) is loaded

[Yohan Chalabi]

>>>> "PBD" == "Pfaff, Bernhard Dr." <Bernhard_Pfaff at fra.invesco.com>
>>>> on Wed, 10 Dec 2008 11:35:01 -0000

   PBD> Dear Rmetrics-core member (probably Diethelm and Yohan),
   PBD> 
   PBD> I detected the following behaviour when the package "fUtilities" is
   PBD> loaded:
   PBD> 
   PBD> 
   PBD> > search()  
   PBD>  [1] ".GlobalEnv"        "package:MASS"      "package:stats"    
   PBD>  [4] "package:graphics"  "package:datasets"  "package:fortunes" 
   PBD>  [7] "package:utils"     "package:grDevices" "package:methods"  
   PBD> [10] "Autoloads"         "package:base"     
   PBD> > 
   PBD> > data(EuStockMarkets)
   PBD> > [1] "DAX"  "SMI"  "CAC"  "FTSE"
   PBD> > tmp.mts <- diff(log(EuStockMarkets)) * 100
   PBD> > colnames(tmp.mts)
   PBD> > acf(tmp.mts)  
   PBD> ## in acf the colnames are preserved in the plot
   PBD> > search()  
   PBD>  [1] ".GlobalEnv"        "package:MASS"      "package:stats"    
   PBD>  [4] "package:graphics"  "package:datasets"  "package:fortunes" 
   PBD>  [7] "package:utils"     "package:grDevices" "package:methods"  
   PBD> [10] "Autoloads"         "package:base"     
   PBD> > colnames(tmp.mts)  
   PBD> [1] "DAX"  "SMI"  "CAC"  "FTSE"
   PBD> > library(fUtilities)  
   PBD> Rmetrics Package fUtilities (270.75) loaded.
   PBD> > search()  
   PBD>  [1] ".GlobalEnv"         "package:fUtilities" "package:MASS"      
   PBD>  [4] "package:stats"      "package:graphics"   "package:datasets"  
   PBD>  [7] "package:fortunes"   "package:utils"      "package:grDevices" 
   PBD> [10] "package:methods"    "Autoloads"          "package:base"      
   PBD> > acf(tmp.mts)  
   PBD> ## in acf the colnames are not any longer preserved!
   PBD> ## due to as.matrix.ts() in fUtilities
   PBD> 
   PBD> 
   PBD> as.matrix.ts <- 
   PBD> function (x, ...) 
   PBD> {
   PBD>     ans = as.matrix.default(unclass(x))
   PBD>     attr(ans, "tsp") <- NULL
   PBD>     rownames(ans) <- NULL
   PBD>     colnames(ans) <- NULL
   PBD>     ans
   PBD> }
   PBD> 
   PBD> 
   PBD> and in stats:::acf you will find the line:
   PBD> 
   PBD>     x <- as.matrix(x)
   PBD> 
   PBD> which make use of as.matrix.ts (S3-method dispatch) in fUtilities and
   PBD> there the colnames are set to NULL.
   PBD> Hence, would it be possible to alter as.matrix.ts() to something like:
   PBD> 
   PBD> 
   PBD> as.matrix.ts <- function (x, ...) 
   PBD> {
   PBD>     ans = as.matrix.default(unclass(x))
   PBD>     attr(ans, "tsp") <- NULL
   PBD>     rownames(ans) <- NULL
   PBD>     ifelse(is.null(colnames(ans)), colnames(ans) <- NULL, colnames(ans)
   PBD> <- colnames(x))
   PBD>     ans
   PBD> }
   PBD> 
   PBD> 
   PBD> or rename as.matrix.ts() such that it is not dispatched as method in
   PBD> acf()? However, I do not know if the former suggested function body
   PBD> change would cause trouble elsewhere.
   PBD> 
   PBD> 
   PBD> Best,
   PBD> Bernhard


Hi Bernhard,

fUtilites was merged to fBasics and is now considered deprecated.

In the new fBasics package, the function as.matrix.ts has
been already removed to avoid the problem you mentioned.

hope this helps,
Yohan



-- 
PhD student
Swiss Federal Institute of Technology
Zurich

www.ethz.ch