Hi,
I am getting unexpected behaviour from aggregate.ts(). The 'ndeltat'
argument is effectively being reduced by 1 in some cases, even when it
is an integer, with the result that the blocks to be aggregated are
not of the expected size, and also that the end() of the aggregated
series is much later than the end() of the original series.
rawts <- ts(rep(1:10, each = 5), start = 1)
## ndeltat = 5, but splits into blocks of 4 rather than 5:
agts <- aggregate(rawts, ndeltat = 5,
FUN = function(x) {str(x);mean(x)})
int [1:4] 1 1 1 1
int [1:4] 1 2 2 2
int [1:4] 2 2 3 3
int [1:4] 3 3 3 4
int [1:4] 4 4 4 4
int [1:4] 5 5 5 5
int [1:4] 5 6 6 6
int [1:4] 6 6 7 7
int [1:4] 7 7 7 8
int [1:4] 8 8 8 8
int [1:4] 9 9 9 9
int [1:4] 9 10 10 10
## Adding a small amount onto ndeltat bumps it up to blocks of 5:
agts2 <- aggregate(rawts, ndeltat = 5 + getOption("ts.eps") / 2,
FUN = function(x) {str(x);mean(x)})
int [1:5] 1 1 1 1 1
int [1:5] 2 2 2 2 2
int [1:5] 3 3 3 3 3
int [1:5] 4 4 4 4 4
int [1:5] 5 5 5 5 5
int [1:5] 6 6 6 6 6
int [1:5] 7 7 7 7 7
int [1:5] 8 8 8 8 8
int [1:5] 9 9 9 9 9
int [1:5] 10 10 10 10 10
## Compare start / end / deltat / length for the two series.
sapply(list(`ndeltat=5` = agts, `ndeltat=5+` = agts2),
function(x) c(start = start(x)[1], end = end(x)[1],
deltat = deltat(x), length = length(x)))
# ndeltat=5 ndeltat=5+
# start 1 1.000000
# end 56 46.000045 ## `rawts` ends at 50
# deltat 5 5.000005
# length 12 10.000000
sessionInfo()
R version 2.11.0 RC (2010-04-18 r51771)
i386-pc-mingw32
locale:
[1] LC_COLLATE=English_Australia.1252 LC_CTYPE=English_Australia.1252
[3] LC_MONETARY=English_Australia.1252 LC_NUMERIC=C
[5] LC_TIME=English_Australia.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
--
Felix Andrews / 安福立
Postdoctoral Fellow
Integrated Catchment Assessment and Management (iCAM) Centre
Fenner School of Environment and Society [Bldg 48a]
The Australian National University
Canberra ACT 0200 Australia
M: +61 410 400 963
T: + 61 2 6125 4670
E: felix.andr...@anu.edu.au
CRICOS Provider No. 00120C
--
http://www.neurofractal.org/felix/
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