Re: [Rd] Multivariate time series in R 3 vs R 2

[Андрей Парамонов]

Ah, indeed. I must have run R 2.14.0 with library zoo loaded. Very sorry
for the noise.

Thank you for your patience,
Andrey Paramonov



2013/10/26 Gabor Grothendieck <ggrothendi...@gmail.com>

> 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.
>

        [[alternative HTML version deleted]]


______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel