Re: [R] Precision error in time index of ts objects

[Achim Zeileis]

On Sat, 2 Sep 2017, Andrea Altomani wrote:


Thanks for the very detailed explanation.
I did not create the series using structure(), that was the result of dump()
on an intermediate object created within tsdisagg::ta(),


There is no tsdisagg package on CRAN, just tsdisagg2. But this does not 
have a function ta(). So I guess it's tempdisagg you are using?


which is where I found the error in the first place. ta() indeed 
manipulates .Tsp directly, rather than using ts. I guess this is a bug 
in tsdisagg then.


I just grabbed the latest version of tempdisagg from CRAN and this does 
not seem to have ".Tsp" anywhere in the code. It employs ts() in a couple 
of places so I'm not sure which part of the code you are referring to 
exactly.



On Sat, Sep 2, 2017 at 12:31 AM Achim Zeileis 
wrote:
  On Fri, 1 Sep 2017, Andrea Altomani wrote:

  > I should have formulated my question in a more specific way.
  >
  > 1. I suspect this is a floating point precision issue. I am
  not very
  > knowledgeable about R internals, can someone else confirm it?

  Yes. If you represent a series with increment 1/12 it depends on
  how you
  do it. As a simple example consider the following two
  descriptions of the
  same time point:

  2 - 1/12
  ## [1] 1.916667

  1 + 11/12
  ## [1] 1.916667

  However, both are not identical:

  (2 - 1/12) == (1 + 11/12)
  ## [1] FALSE

  The difference is just the .Machine$double.eps:

  (2 - 1/12) - (1 + 11/12)
  ## [1] 2.220446e-16

  > 2. Should this be considered a bug or not, because it is "just
  a
  > precision issue"? Should I report it?

  I don't think it is a bug because of the (non-standard) way how
  you
  created the time series.

  > 3. How can it happen? From a quick review of ts.R, it looks
  like the values
  > of the time index are never modified, but only possibly
  removed. In my case:
  >   - x and y have the same index.
  >   - the subtraction operator recognizes this, and create a new
  ts with one
  > entry
  >   - the result of the subtraction has an index which is
  different from the
  > input.
  >  This is very surprising to me, and I am curious to understand
  the problem.

  The object 'x' and hence the object 'y' have the same time
  index. But in
  'z' a new time index is created which is subtly different from
  that of
  'x'. The reason for this is that R doesn't expect an object like
  'x' to
  exist.

  You should create a "ts" object with ts(), e.g.,

  x <- ts(2017, start = c(2017, 6), freqency = 12)

  But you created something close to the internal
  representation...but not
  close enough:

  y <- structure(2017, .Tsp = c(2017.416667, 2017.416667, 12),
  class = "ts")

  The print functions prints both print(x) and print(y) as

         Jun
  2017 2017

  However, aligning the two time indexes in x - y or
  ts.intersect(x, y) does
  not work...because they are not the same

  as.numeric(time(x)) - as.numeric(time(y))
  ## [1] -3.32e-07

  The "ts" code tries to avoid these situations by making many
  time index
  comparisons only up to a precision of getOption("ts.eps") (1e-5
  by
  default) but this is not used everywhere. See ?options:

       'ts.eps': the relative tolerance for certain time series
  ('ts')
             computations.  Default '1e-05'.

  Of course, you could ask for this being used in more places,
  e.g., in
  stats:::.cbind.ts() where (st > en) is used rather than ((st -
  en) >
  getOption("ts.eps")). But it's probably safer to just use ts()
  rather than
  structure(). Or if you use the latter make sure that you do at a
  high
  enough precision.

  hth,
  Z


  > On Fri, Sep 1, 2017 at 5:53 PM Jeff Newmiller
  
  > wrote:
  >
  >> You already know the answer. Why ask?
  >> --
  >> Sent from my phone. Please excuse my brevity.
  >>
  >> On September 1, 2017 7:23:24 AM PDT, Andrea Altomani <
  >> altomani.and...@gmail.com> wrote:
  >>> I have a time series x, and two other series obtained from
  it:
  >>>
  >>> x <- structure(2017, .Tsp = c(2017.417,
  2017.417, 12),
  >>> class = "ts")
  >>> y <- floor(x)
  >>> z <- x-y
  >>>
  >>> I would expect the three series to have exactly the same
  index.
  >>> However I get the following
  >>>
   time(x)-time(y)
  >>>     Jun
  >>> 2017   0
  >>>
  >>> as expected, but
  >>>
   time(x)-time(z)
  >>> integer(0)
  >>> Warning message:
  >>> In .cbind.ts(list(e1, e2), c(deparse(substitute(e1))[1L],
  >>> deparse(substitute(e2))[1L]),  :
  >>>  

Re: [R] Precision error in time index of ts objects

[Andrea Altomani]

Thanks for the very detailed explanation.

I did not create the series using structure(), that was the result of
dump() on an intermediate object created within tsdisagg::ta(), which is
where I found the error in the first place. ta() indeed manipulates .Tsp
directly, rather than using ts. I guess this is a bug in tsdisagg then.

Thanks!


-- 
Andrea Altomani


On Sat, Sep 2, 2017 at 12:31 AM Achim Zeileis 
wrote:

> On Fri, 1 Sep 2017, Andrea Altomani wrote:
>
> > I should have formulated my question in a more specific way.
> >
> > 1. I suspect this is a floating point precision issue. I am not very
> > knowledgeable about R internals, can someone else confirm it?
>
> Yes. If you represent a series with increment 1/12 it depends on how you
> do it. As a simple example consider the following two descriptions of the
> same time point:
>
> 2 - 1/12
> ## [1] 1.916667
>
> 1 + 11/12
> ## [1] 1.916667
>
> However, both are not identical:
>
> (2 - 1/12) == (1 + 11/12)
> ## [1] FALSE
>
> The difference is just the .Machine$double.eps:
>
> (2 - 1/12) - (1 + 11/12)
> ## [1] 2.220446e-16
>
> > 2. Should this be considered a bug or not, because it is "just a
> > precision issue"? Should I report it?
>
> I don't think it is a bug because of the (non-standard) way how you
> created the time series.
>
> > 3. How can it happen? From a quick review of ts.R, it looks like the
> values
> > of the time index are never modified, but only possibly removed. In my
> case:
> >   - x and y have the same index.
> >   - the subtraction operator recognizes this, and create a new ts with
> one
> > entry
> >   - the result of the subtraction has an index which is different from
> the
> > input.
> >  This is very surprising to me, and I am curious to understand the
> problem.
>
> The object 'x' and hence the object 'y' have the same time index. But in
> 'z' a new time index is created which is subtly different from that of
> 'x'. The reason for this is that R doesn't expect an object like 'x' to
> exist.
>
> You should create a "ts" object with ts(), e.g.,
>
> x <- ts(2017, start = c(2017, 6), freqency = 12)
>
> But you created something close to the internal representation...but not
> close enough:
>
> y <- structure(2017, .Tsp = c(2017.416667, 2017.416667, 12), class = "ts")
>
> The print functions prints both print(x) and print(y) as
>
>Jun
> 2017 2017
>
> However, aligning the two time indexes in x - y or ts.intersect(x, y) does
> not work...because they are not the same
>
> as.numeric(time(x)) - as.numeric(time(y))
> ## [1] -3.32e-07
>
> The "ts" code tries to avoid these situations by making many time index
> comparisons only up to a precision of getOption("ts.eps") (1e-5 by
> default) but this is not used everywhere. See ?options:
>
>  'ts.eps': the relative tolerance for certain time series ('ts')
>computations.  Default '1e-05'.
>
> Of course, you could ask for this being used in more places, e.g., in
> stats:::.cbind.ts() where (st > en) is used rather than ((st - en) >
> getOption("ts.eps")). But it's probably safer to just use ts() rather than
> structure(). Or if you use the latter make sure that you do at a high
> enough precision.
>
> hth,
> Z
>
>
> > On Fri, Sep 1, 2017 at 5:53 PM Jeff Newmiller 
> > wrote:
> >
> >> You already know the answer. Why ask?
> >> --
> >> Sent from my phone. Please excuse my brevity.
> >>
> >> On September 1, 2017 7:23:24 AM PDT, Andrea Altomani <
> >> altomani.and...@gmail.com> wrote:
> >>> I have a time series x, and two other series obtained from it:
> >>>
> >>> x <- structure(2017, .Tsp = c(2017.417, 2017.417, 12),
> >>> class = "ts")
> >>> y <- floor(x)
> >>> z <- x-y
> >>>
> >>> I would expect the three series to have exactly the same index.
> >>> However I get the following
> >>>
>  time(x)-time(y)
> >>> Jun
> >>> 2017   0
> >>>
> >>> as expected, but
> >>>
>  time(x)-time(z)
> >>> integer(0)
> >>> Warning message:
> >>> In .cbind.ts(list(e1, e2), c(deparse(substitute(e1))[1L],
> >>> deparse(substitute(e2))[1L]),  :
> >>>  non-intersecting series
> >>>
> >>> and indeed, comparing the indices gives:
> >>>
>  time(x)[1]-time(z)[1]
> >>> [1] 3.183231e-12
> >>>
> >>> Is this a bug in R, or is it one of the expected precision errors due
> >>> to the use of limited precision floats?
> >>>
> >>> I am using R 3.4.0 (2017-04-21) on Windows (64-bit).
> >>>
> >>> Thaks!
> >>>
> >>> Andrea Altomani
> >>>
> >>> __
> >>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >>> https://stat.ethz.ch/mailman/listinfo/r-help
> >>> PLEASE do read the posting guide
> >>> http://www.R-project.org/posting-guide.html
> >>> and provide commented, minimal, self-contained, reproducible code.
> >>
> >
> >   [[alternative HTML version deleted]]
> >
> > __
> > R-help@r-project.org mailing list -- To 

Re: [R] Precision error in time index of ts objects

[Achim Zeileis]

On Fri, 1 Sep 2017, Andrea Altomani wrote:


I should have formulated my question in a more specific way.

1. I suspect this is a floating point precision issue. I am not very 
knowledgeable about R internals, can someone else confirm it?


Yes. If you represent a series with increment 1/12 it depends on how you 
do it. As a simple example consider the following two descriptions of the 
same time point:


2 - 1/12
## [1] 1.916667

1 + 11/12
## [1] 1.916667

However, both are not identical:

(2 - 1/12) == (1 + 11/12)
## [1] FALSE

The difference is just the .Machine$double.eps:

(2 - 1/12) - (1 + 11/12)
## [1] 2.220446e-16

2. Should this be considered a bug or not, because it is "just a 
precision issue"? Should I report it?


I don't think it is a bug because of the (non-standard) way how you 
created the time series.



3. How can it happen? From a quick review of ts.R, it looks like the values
of the time index are never modified, but only possibly removed. In my case:
  - x and y have the same index.
  - the subtraction operator recognizes this, and create a new ts with one
entry
  - the result of the subtraction has an index which is different from the
input.
 This is very surprising to me, and I am curious to understand the problem.


The object 'x' and hence the object 'y' have the same time index. But in 
'z' a new time index is created which is subtly different from that of 
'x'. The reason for this is that R doesn't expect an object like 'x' to 
exist.


You should create a "ts" object with ts(), e.g.,

x <- ts(2017, start = c(2017, 6), freqency = 12)

But you created something close to the internal representation...but not 
close enough:


y <- structure(2017, .Tsp = c(2017.416667, 2017.416667, 12), class = "ts")

The print functions prints both print(x) and print(y) as

  Jun
2017 2017

However, aligning the two time indexes in x - y or ts.intersect(x, y) does 
not work...because they are not the same


as.numeric(time(x)) - as.numeric(time(y))
## [1] -3.32e-07

The "ts" code tries to avoid these situations by making many time index 
comparisons only up to a precision of getOption("ts.eps") (1e-5 by 
default) but this is not used everywhere. See ?options:


'ts.eps': the relative tolerance for certain time series ('ts')
  computations.  Default '1e-05'.

Of course, you could ask for this being used in more places, e.g., in 
stats:::.cbind.ts() where (st > en) is used rather than ((st - en) > 
getOption("ts.eps")). But it's probably safer to just use ts() rather than 
structure(). Or if you use the latter make sure that you do at a high 
enough precision.


hth,
Z



On Fri, Sep 1, 2017 at 5:53 PM Jeff Newmiller 
wrote:


You already know the answer. Why ask?
--
Sent from my phone. Please excuse my brevity.

On September 1, 2017 7:23:24 AM PDT, Andrea Altomani <
altomani.and...@gmail.com> wrote:

I have a time series x, and two other series obtained from it:

x <- structure(2017, .Tsp = c(2017.417, 2017.417, 12),
class = "ts")
y <- floor(x)
z <- x-y

I would expect the three series to have exactly the same index.
However I get the following


time(x)-time(y)

Jun
2017   0

as expected, but


time(x)-time(z)

integer(0)
Warning message:
In .cbind.ts(list(e1, e2), c(deparse(substitute(e1))[1L],
deparse(substitute(e2))[1L]),  :
 non-intersecting series

and indeed, comparing the indices gives:


time(x)[1]-time(z)[1]

[1] 3.183231e-12

Is this a bug in R, or is it one of the expected precision errors due
to the use of limited precision floats?

I am using R 3.4.0 (2017-04-21) on Windows (64-bit).

Thaks!

Andrea Altomani

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.




[[alternative HTML version deleted]]

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and provide commented, minimal, self-contained, reproducible code.



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and provide commented, minimal, self-contained, reproducible code.

Re: [R] Precision error in time index of ts objects

[Andrea Altomani]

I should have formulated my question in a more specific way.

1. I suspect this is a floating point precision issue. I am not very
knowledgeable about R internals, can someone else confirm it?

2. Should this be considered a bug or not, because it is "just a precision
issue"? Should I report it?

3. How can it happen? From a quick review of ts.R, it looks like the values
of the time index are never modified, but only possibly removed. In my case:
   - x and y have the same index.
   - the subtraction operator recognizes this, and create a new ts with one
entry
   - the result of the subtraction has an index which is different from the
input.
  This is very surprising to me, and I am curious to understand the problem.


--
Andrea Altomani



On Fri, Sep 1, 2017 at 5:53 PM Jeff Newmiller 
wrote:

> You already know the answer. Why ask?
> --
> Sent from my phone. Please excuse my brevity.
>
> On September 1, 2017 7:23:24 AM PDT, Andrea Altomani <
> altomani.and...@gmail.com> wrote:
> >I have a time series x, and two other series obtained from it:
> >
> >x <- structure(2017, .Tsp = c(2017.417, 2017.417, 12),
> >class = "ts")
> >y <- floor(x)
> >z <- x-y
> >
> >I would expect the three series to have exactly the same index.
> >However I get the following
> >
> >> time(x)-time(y)
> > Jun
> >2017   0
> >
> >as expected, but
> >
> >> time(x)-time(z)
> >integer(0)
> >Warning message:
> >In .cbind.ts(list(e1, e2), c(deparse(substitute(e1))[1L],
> >deparse(substitute(e2))[1L]),  :
> >  non-intersecting series
> >
> >and indeed, comparing the indices gives:
> >
> >> time(x)[1]-time(z)[1]
> >[1] 3.183231e-12
> >
> >Is this a bug in R, or is it one of the expected precision errors due
> >to the use of limited precision floats?
> >
> >I am using R 3.4.0 (2017-04-21) on Windows (64-bit).
> >
> >Thaks!
> >
> >Andrea Altomani
> >
> >__
> >R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> >https://stat.ethz.ch/mailman/listinfo/r-help
> >PLEASE do read the posting guide
> >http://www.R-project.org/posting-guide.html
> >and provide commented, minimal, self-contained, reproducible code.
>

[[alternative HTML version deleted]]

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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and provide commented, minimal, self-contained, reproducible code.

Re: [R] Precision error in time index of ts objects

[Jeff Newmiller]

You already know the answer. Why ask? 
-- 
Sent from my phone. Please excuse my brevity.

On September 1, 2017 7:23:24 AM PDT, Andrea Altomani 
 wrote:
>I have a time series x, and two other series obtained from it:
>
>x <- structure(2017, .Tsp = c(2017.417, 2017.417, 12),
>class = "ts")
>y <- floor(x)
>z <- x-y
>
>I would expect the three series to have exactly the same index.
>However I get the following
>
>> time(x)-time(y)
> Jun
>2017   0
>
>as expected, but
>
>> time(x)-time(z)
>integer(0)
>Warning message:
>In .cbind.ts(list(e1, e2), c(deparse(substitute(e1))[1L],
>deparse(substitute(e2))[1L]),  :
>  non-intersecting series
>
>and indeed, comparing the indices gives:
>
>> time(x)[1]-time(z)[1]
>[1] 3.183231e-12
>
>Is this a bug in R, or is it one of the expected precision errors due
>to the use of limited precision floats?
>
>I am using R 3.4.0 (2017-04-21) on Windows (64-bit).
>
>Thaks!
>
>Andrea Altomani
>
>__
>R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

[R] Precision error in time index of ts objects

[Andrea Altomani]

I have a time series x, and two other series obtained from it:

x <- structure(2017, .Tsp = c(2017.417, 2017.417, 12),
class = "ts")
y <- floor(x)
z <- x-y

I would expect the three series to have exactly the same index.
However I get the following

> time(x)-time(y)
 Jun
2017   0

as expected, but

> time(x)-time(z)
integer(0)
Warning message:
In .cbind.ts(list(e1, e2), c(deparse(substitute(e1))[1L],
deparse(substitute(e2))[1L]),  :
  non-intersecting series

and indeed, comparing the indices gives:

> time(x)[1]-time(z)[1]
[1] 3.183231e-12

Is this a bug in R, or is it one of the expected precision errors due
to the use of limited precision floats?

I am using R 3.4.0 (2017-04-21) on Windows (64-bit).

Thaks!

Andrea Altomani

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.