BUGs - timeSeries package and @Frequency slot

[Daniele Amberti]

Dear all,
below  a couple of bugs on package timeSeries 2130.92

I’d like to ask what you think about a slot @Frequency (optional) to better describe the timeSeries.
Think about time series models: in most cases you are supposed to have regularly spaced time series and being able to specify the frequency of the timeSeries object can provide an easy way to use appropriate functions like align()

Best regards,
Daniele Amberti


library(timeSeries)
data(MSFT)

MSFT1 <- window(MSFT, "2001-01-01", "2001-01-12")

# BUG 1
# alignDailySeries I suppose to be a shortcut to align
# but It is no usin align internally
# because of this we found that behavior is different with method 'fillNA':

alignDailySeries(MSFT1, method= "fillNA", include.weekends=TRUE)

align(MSFT1, by = "1d", offset = "0s",
      method = "fillNA",
      include.weekends = TRUE)

align(MSFT1, by = "1 d", offset = "0s",
      method = "fillNA",
      include.weekends = TRUE)

# and other methods seems to work:
alignDailySeries(MSFT1, method= "before", include.weekends=TRUE)

align(MSFT1, by = "1d", offset = "0s",
      method = "before",
      include.weekends = TRUE)

# we suggest to fix align and thenuse It in alignDailySeries


# BUG2
# internally at timeSeries:::.merge.timeSeries you are using this lines of code:
# data.frame(positions = tx, getDataPart(x), rec.x)
# data.frame(positions = ty, getDataPart(y), rec.y)
# if getDataPart return a non standard name for a data.frame
# e.g. start with a number # merge will have an unexpected behavior with no warning:

data1 <- 1:6
data2 <- data1 + 3
charvec1 <- paste("2009-0", 1:6, "-01", sep = "")
charvec2 <- paste("2009-0", 4:9, "-01", sep = "")

s1 <- timeSeries(data1, as.Date(charvec1), units = "s1")
s2 <- timeSeries(data2, as.Date(charvec2), units = "s2")

merge(s1, s2)

s2 <- timeSeries(data2, as.Date(charvec2), units = "2s")

merge(s1, s2)



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