Hello,
Can anyone explain the following behaviour? To me it seems a bug, but maybe
it is intentional.
It seems that a diff on a zooreg class that is not _strictly_ regular only
considers those entries that are 'deltat' apart.
In the following, diff on the zooreg class only returns values where the
index was one second apart. The example replicates by dev code, but I've
also tested using plain old integer indices, and the behaviour is the same.
Cheers,
Josh.
--- Example ---
input <- "
2007-01-10 11:14:38 27.77 49.50 40.31000 24.07002
2007-01-10 11:14:39 27.77 49.50 40.31000 24.07000
2007-01-10 11:14:40 27.77 49.49 40.31000 24.07000
2007-01-10 11:14:43 27.77 49.49 40.31000 24.07000
2007-01-10 11:14:45 27.77 49.49 40.31000 24.07000
2007-01-10 11:14:46 27.77 49.49 40.31000 24.07000
2007-01-10 11:14:49 27.77 49.49 40.32000 24.07000
2007-01-10 11:14:50 27.77 49.49 40.32782 24.07000
2007-01-10 11:14:51 27.77 49.52 40.32782 24.07000
2007-01-10 11:14:52 27.76 49.53 40.32782 24.07000
2007-01-10 11:15:00 27.76 49.53 40.33000 24.07000
"
dat <- read.table(textConnection(input));
dates <- as.POSIXlt(paste(dat[,1], dat[,2]));
z <- zoo(dat[,3:6], order.by=as.POSIXct(dates));
zr <- zooreg(dat[,3:6], order.by=as.POSIXct(dates));
diff(z) # Produces correct/expected results
diff(zr) # Not the result I would expect
--- Output ---
V3 V4 V5 V6
2007-01-10 11:14:39 0.00 0.00 0.00000 -2e-05
2007-01-10 11:14:40 0.00 -0.01 0.00000 0e+00
2007-01-10 11:14:43 0.00 0.00 0.00000 0e+00
2007-01-10 11:14:45 0.00 0.00 0.00000 0e+00
2007-01-10 11:14:46 0.00 0.00 0.00000 0e+00
2007-01-10 11:14:49 0.00 0.00 0.01000 0e+00
2007-01-10 11:14:50 0.00 0.00 0.00782 0e+00
2007-01-10 11:14:51 0.00 0.03 0.00000 0e+00
2007-01-10 11:14:52 -0.01 0.01 0.00000 0e+00
2007-01-10 11:15:00 0.00 0.00 0.00218 0e+00
2007-01-10 11:14:39 0.00 0.00 0.00000 -2e-05
2007-01-10 11:14:40 0.00 -0.01 0.00000 0e+00
2007-01-10 11:14:46 0.00 0.00 0.00000 0e+00
2007-01-10 11:14:50 0.00 0.00 0.00782 0e+00
2007-01-10 11:14:51 0.00 0.03 0.00000 0e+00
2007-01-10 11:14:52 -0.01 0.01 0.00000 0e+00
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