2006/3/24, [EMAIL PROTECTED] <[EMAIL PROTECTED]>:
>
> >>>>> "Duncan" == Duncan Murdoch <[EMAIL PROTECTED]>
> >>>>> on Fri, 24 Mar 2006 13:55:03 +0100 (CET) writes:
>
> Duncan> (Moved from r-devel to r-bugs)
> Duncan> On 3/24/2006 5:03 AM, Antonio, Fabio Di Narzo wrote:
> >> Hi all.
> >> There's a bug in plot.acf, when plotting acf for multivariate time
> series.
> >> Here a reproducible example:
> >>
> >> X <- rnorm(1000)
> >> Y <- -X + rnorm(1000, sd=0.6)
> >> Z <- cbind(X,Y)
> >>
> >> In
> >> acf(Z)
> >> cross-correlation plot y-axis is limited to 0-1. But:
> >> acf(Z, ylim=c(-1,1))
> >> shows that there was a negative correlation, that was cut away in
> the
> >> previous plot.
> >>
> >> I've seen the error is trivial. There's something like:
> >>
> >> for(each pair of univariate time series) {
> >> if(is.null(ylim)) {
> >> ...#set ylim properly
> >> }
> >> ...
> >> }
> >>
> >> in plot.acf code, so that in the first iteration the ylim par is
> properly
> >> set to about c(0,1), but in
> >> subsequent interations, ylim is no more NULL, and the old, unproper
> ylim
> >> specification
> >> remains.
>
> Duncan> Thanks for noticing this. It's easy to fix, but
> Duncan> before I do, I'd like an opinion on the proper fix.
> Duncan> Should all the plots use the same ylim, or in the
> Duncan> case where it is unspecified, should they each
> Duncan> choose their own? I can see arguments for both
> Duncan> possibilities.
>
> Duncan> Duncan Murdoch
>
> I'd vote for the first one, a common y-scale.
> Only that is also consistent with the behavior of explicitly
> speficied 'ylim'.
>
> Martin
This sounds to me to be the best, also for visual comparison of multiple
plots at once (having them all on the same screen...).
Antonio, Fabio Di Narzo.
>>
> >> Antonio, Fabio Di Narzo.
> >>
> >> P.S. Sorry for not indicating exact source lines, but from this PC
> I don't
> >> have access to
> >> R sources...
>
> ______________________________________________
> R-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-devel
>
[[alternative HTML version deleted]]
______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
