On Wed, Oct 23, 2013 at 2:56 PM, Андрей Парамонов <cmr.p...@gmail.com> wrote: > Hello! > > Recently I got report that my package mar1s doesn't pass checks any more on > R 3.0.2. I started to investigate and found the following difference in > multivariate time series handling in R 3.0.2 compared to R 2 (I've checked > on 2.14.0). > > Suppose I wish to calculate seasonal component for time series. In case of > multivariate time series, I wish to process each column independently. Let > f be a simple (trivial) model of seasonal component: > > f <- function(x) > return(ts(rep(0, length(x)), start = 0, frequency = frequency(x))) > > In previous versions of R, I used the following compact and efficient > expression to calculate seasonal component: > > y <- do.call(cbind, lapply(x, f)) > > It worked equally good for univariate and multivariate time series: > >> R.Version()$version.string > [1] "R version 2.14.0 (2011-10-31)" >> t <- ts(1:10, start = 100, frequency = 10) >> >> x <- t >> y <- do.call(cbind, lapply(x, f)) >> y > Time Series: > Start = c(0, 1) > End = c(0, 10) > Frequency = 10 > [1] 0 0 0 0 0 0 0 0 0 0 >> >> x <- cbind(t, t) >> y <- do.call(cbind, lapply(x, f)) >> y > Time Series: > Start = c(0, 1) > End = c(0, 10) > Frequency = 10 > t t > 0.0 0 0 > 0.1 0 0 > 0.2 0 0 > 0.3 0 0 > 0.4 0 0 > 0.5 0 0 > 0.6 0 0 > 0.7 0 0 > 0.8 0 0 > 0.9 0 0 > > But in version 3, I get some frustrating results: > >> R.Version()$version.string > [1] "R version 3.0.2 (2013-09-25)" >> t <- ts(1:10, start = 100, frequency = 10) >> >> x <- t >> y <- do.call(cbind, lapply(x, f)) >> y > Time Series: > Start = 0 > End = 0 > Frequency = 1 > structure(0, .Tsp = c(0, 0, 1), class = "ts") > 0 0 > structure(0, .Tsp = c(0, 0, 1), class = "ts") > 0 0 > structure(0, .Tsp = c(0, 0, 1), class = "ts") > 0 0 > structure(0, .Tsp = c(0, 0, 1), class = "ts") > 0 0 > structure(0, .Tsp = c(0, 0, 1), class = "ts") > 0 0 > structure(0, .Tsp = c(0, 0, 1), class = "ts") > 0 0 > structure(0, .Tsp = c(0, 0, 1), class = "ts") > 0 0 > structure(0, .Tsp = c(0, 0, 1), class = "ts") > 0 0 > structure(0, .Tsp = c(0, 0, 1), class = "ts") > 0 0 > structure(0, .Tsp = c(0, 0, 1), class = "ts") > 0 0 >>
I get the same results in R-2.14.0 and R-3.02. They both give the result shown above with the structures in the output. I used "R version 2.14.0 (2011-10-31)". Try starting a clean session in R 2.14.0 using: R --vanilla and try it again. ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel