Hello!
Recently I got report that my package mar1s doesn't pass checks any more on
R 3.0.2. I started to investigate and found the following difference in
multivariate time series handling in R 3.0.2 compared to R 2 (I've checked
on 2.14.0).
Suppose I wish to calculate seasonal component for time series. In case of
multivariate time series, I wish to process each column independently. Let
f be a simple (trivial) model of seasonal component:
f <- function(x)
return(ts(rep(0, length(x)), start = 0, frequency = frequency(x)))
In previous versions of R, I used the following compact and efficient
expression to calculate seasonal component:
y <- do.call(cbind, lapply(x, f))
It worked equally good for univariate and multivariate time series:
> R.Version()$version.string
[1] "R version 2.14.0 (2011-10-31)"
> t <- ts(1:10, start = 100, frequency = 10)
>
> x <- t
> y <- do.call(cbind, lapply(x, f))
> y
Time Series:
Start = c(0, 1)
End = c(0, 10)
Frequency = 10
[1] 0 0 0 0 0 0 0 0 0 0
>
> x <- cbind(t, t)
> y <- do.call(cbind, lapply(x, f))
> y
Time Series:
Start = c(0, 1)
End = c(0, 10)
Frequency = 10
t t
0.0 0 0
0.1 0 0
0.2 0 0
0.3 0 0
0.4 0 0
0.5 0 0
0.6 0 0
0.7 0 0
0.8 0 0
0.9 0 0
But in version 3, I get some frustrating results:
> R.Version()$version.string
[1] "R version 3.0.2 (2013-09-25)"
> t <- ts(1:10, start = 100, frequency = 10)
>
> x <- t
> y <- do.call(cbind, lapply(x, f))
> y
Time Series:
Start = 0
End = 0
Frequency = 1
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
>
> x <- cbind(t, t)
> y <- do.call(cbind, lapply(x, f))
> y
Time Series:
Start = 0
End = 0
Frequency = 1
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
structure(0, .Tsp = c(0, 0, 1), class = "ts")
0 0
I didn't watch R development for quite some time now. Could anyone please
help me to construct similar expression to what I have used in R 2, for
multivariate case (or better, for both univariate and multivariate cases)?
Best wishes,
Andrey Paramonov
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