> It isn't really clear that it can't work. This does work by inserting NA's...
>
> library(zoo)
> as.ts(as.zoo(lynx)[ c(1:3, 7) ] )
If by 'this' you mean indexing, it would be very confusing and error prone for
expressions like lynx[c(1:3, 7)] (lynx is from class 'ts') to return a ts
object with NA's inserted and, even more so, since this has been unambiguously
documented for ages in '?ts'. For 'zoo' objects, the situation is different
since they have a time index by definition, so the above index doesn't
introduce artificial NA's:
> as.zoo(lynx)[ c(1:3, 7) ]
1821 1822 1823 1827
269 321 585 3928
> coredata(as.zoo(lynx)[ c(1:3, 7) ])
[1] 269 321 585 3928
On the other hand, 'ts' methods for 'head' and 'tail' would be suitable, since
the indexing is contiguous by definition there. Also, compatibility problems
may not be a big concern for these functions.
Georgi Boshnakov
Date: Tue, 11 Jun 2024 09:13:49 -0400
From: Gabor Grothendieck <ggrothendi...@gmail.com>
To: Martin Maechler <maech...@stat.math.ethz.ch>
Cc: Spencer Graves <spencer.gra...@prodsyse.com>, r-devel
<r-devel@r-project.org>
Subject: Re: [Rd] head.ts, tail.ts loses time
Message-ID:
<CAP01uRkHWsQrELjRDU7MR9XtXgghT5VM0vnQmrE=poa-mqs...@mail.gmail.com>
Content-Type: text/plain; charset="utf-8"
It isn't really clear that it can't work. This does work by inserting NA's...
library(zoo)
as.ts(as.zoo(lynx)[ c(1:3, 7) ] )
## Time Series:
## Start = 1821
## End = 1827
## Frequency = 1
## [1] 269 321 585 NA NA NA 3928
On Mon, Jun 10, 2024 at 10:32 AM Martin Maechler
<maech...@stat.math.ethz.ch> wrote:
>
> >>>>> Spencer Graves
> >>>>> on Mon, 10 Jun 2024 07:50:13 -0500 writes:
>
> > Hi, Gabor et al.: Thanks for this. I should change my
> > current application to use either zoo or xts, as Gabor
> > suggests.
>
>
> > However, I was surprised to learn that "[.ts" does NOT
> > return an object of class "ts". I see that "head.default"
> > and "head.matrix" both call "[", so "head" cannot return a
> > ts object, because "[" doesn't.
>
> Yes, the default head() and tail() are built on `[` very much
> on purpose.
> Note that `[` should *not* keep the "ts" property in
> general, e.g.,
> lynx[c(1:3, 7)]
> cannot be a regular time series
>
> I think I'd consider using windows() for a head.ts() and tail.ts(),
> but in any case, I am sympathetic adding such methods to "base R"'s
> utils package.
>
>
> Martin
>
> > Best Wishes, Spencer Graves
>
>
> > On 6/9/24 8:40 PM, Gabor Grothendieck wrote:
> >> zoo overcomes many of the limitations of ts:
> >>
> >> library(zoo) as.ts(head(as.zoo(presidents))) ## Qtr1 Qtr2
> >> Qtr3 Qtr4 ## 1945 NA 87 82 75 ## 1946 63 50
> >>
> >> xts also works here.
> >>
> >> On Sun, Jun 9, 2024 at 12:04 PM Spencer Graves
> >> <spencer.gra...@prodsyse.com> wrote:
> >>>
> >>> Hello, All:
> >>>
> >>>
> >>> The 'head' and 'tail' functions strip the time from a
> >>> 'ts' object. Example:
> >>>
> >>>
> >>> > head(presidents) [1] NA 87 82 75 63 50
> >>>
> >>>
> >>> > window(presidents, 1945, 1946.25) Qtr1 Qtr2 Qtr3 Qtr4
> >>> 1945 NA 87 82 75 1946 63 50
> >>>
> >>>
> >>> Below please find code for 'head.ts' and 'tail.ts' that
> >>> matches 'window'.
> >>>
> >>>
> >>> Comments? Spencer Graves
> >>>
> >>> head.ts <- function(x, n=6L, ...){ tmx <-
> >>> as.numeric(time(x))
> >>> #
> >>> utils:::checkHT(n, d <- dim(x)) if(is.na(n[1]) ||
> >>> n[1]==0)ts(NULL)
> >>> #
> >>> firstn <- head(tmx, n[1]) if(is.null(d)){
> >>> return(window(x, firstn[1], tail(firstn, 1))) } else{
> >>> if(length(n)<2){ return(window(x, firstn[1],
> >>> tail(firstn, 1))) } else { Cols <- head(1:d[2], n[2])
> >>> xn2 <- x[, Cols[1]:tail(Cols, 1)] return(window(xn2,
> >>> firstn[1], tail(firstn, 1))) } } }
> >>>
> >>>
> >>> tail.ts <- function (x, n = 6L, ...) {
> >>> utils:::checkHT(n, d <- dim(x)) tmx <-
> >>> as.numeric(time(x))
> >>> #
> >>> if(is.na(n[1]) || n[1]==0)ts(NULL)
> >>> #
> >>> lastn <- tail(tmx, n[1]) if(is.null(d)){
> >>> return(window(x, lastn[1], tail(lastn, 1))) } else{
> >>> if(length(n)<2){ return(window(x, lastn[1], tail(lastn,
> >>> 1))) } else { Cols <- head(1:d[2], n[2]) xn2 <- x[,
> >>> Cols[1]:tail(Cols, 1)] return(window(xn2, lastn[1],
> >>> tail(lastn, 1))) } } }
> >>>
> >>>
> >>> # examples head(presidents)
> >>>
> >>> head(presidents, 2)
> >>>
> >>> npresObs <- length(presidents) head(presidents,
> >>> 6-npresObs)
> >>>
> >>> try(head(presidents, 1:2)) # 'try-error'
> >>>
> >>> try(head(presidents, 0)) # 'try-error'
> >>>
> >>> # matrix time series str(pres <-
> >>> cbind(n=1:length(presidents), presidents)) head(pres, 2)
> >>>
> >>> head(pres, 2-npresObs)
> >>>
> >>> head(pres, 1:2) head(pres, 2:1) head(pres, 1:3)
> >>>
> >>> # examples tail(presidents)
> >>>
> >>> tail(presidents, 2)
> >>>
> >>> npresObs <- length(presidents) tail(presidents,
> >>> 6-npresObs)
> >>>
> >>> try(tail(presidents, 1:2)) # 'try-error'
> >>>
> >>> try(tail(presidents, 0)) # 'try-error'
> >>>
> >>> # matrix time series str(pres <-
> >>> cbind(n=1:length(presidents), presidents)) tail(pres, 2)
> >>>
> >>> tail(pres, 2-npresObs)
> >>>
> >>> tail(pres, 1:2) tail(pres, 2:1) tail(pres, 1:3)
> >>>
> >>> # for unit testing: headPres <- head(presidents) pres6
> >>> <- ts(presidents[1:6], time(presidents)[1],
> >>> frequency=frequency(presidents))
> >>> stopifnot(all.equal(headPres, pres6))
> >>>
> >>> headPres2 <- head(presidents, 2) pres2 <-
> >>> ts(presidents[1:2], time(presidents)[1],
> >>> frequency=frequency(presidents))
> >>> stopifnot(all.equal(headPres2, pres2))
> >>>
> >>> npresObs <- length(presidents) headPres. <-
> >>> head(presidents, 6-npresObs)
> >>> stopifnot(all.equal(headPres., pres6))
> >>>
> >>> headPresOops <- try(head(presidents, 1:2))
> >>> stopifnot(class(headPresOops) == 'try-error')
> >>>
> >>> headPres0 <- try(head(presidents, 0))
> >>> stopifnot(class(headPres0) == 'try-error')
> >>>
> >>> str(pres <- cbind(n=1:length(presidents), presidents))
> >>> headP2 <- head(pres, 2)
> >>>
> >>> p2 <- ts(pres[1:2, ], time(presidents)[1],
> >>> frequency=frequency(presidents))
> >>> stopifnot(all.equal(headP2, p2))
> >>>
> >>> headP2. <- head(pres, 2-npresObs)
> >>> stopifnot(all.equal(headP2., p2))
> >>>
> >>>
> >>> #############
> >>>
> >>>
> >>> sessionInfo() R version 4.4.0 (2024-04-24) Platform:
> >>> aarch64-apple-darwin20 Running under: macOS Sonoma 14.5
> >>>
> >>> Matrix products: default BLAS:
> >>>
> /System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/Versions/A/libBLAS.dylib
> >>>
> >>> LAPACK:
> >>>
> /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/lib/libRlapack.dylib;
> >>> LAPACK version 3.12.0
> >>>
> >>> locale: [1]
> >>> en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
> >>>
> >>> time zone: America/Chicago tzcode source: internal
> >>>
> >>> attached base packages: [1] stats graphics grDevices
> >>> utils datasets [6] methods base
> >>>
> >>> loaded via a namespace (and not attached): [1]
> >>> compiler_4.4.0 tools_4.4.0
> >>>
> >>> ______________________________________________
> >>> R-devel@r-project.org mailing list
> >>>
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> [stat[.]ethz[.]ch]
> >>
> >>
> >>
>
> > ______________________________________________
> > R-devel@r-project.org mailing list
> >
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> [stat[.]ethz[.]ch]
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