I am developing a package to analyse physiological time-series and I thought that the most reliable and robust solution was to base it on the native stats::ts class. In my domain it is common to express series frequencies as samples-per-second. So ts(..., frequency=10) would mean a signal sampled 10 times every second, and ts(..., frequency = 1) a signal sampled every second. Following this logic, a few slower signals are sampled every 5 seconds (or more), resulting in a frequency of e.g. 0.2 Nowhere in the documentation is stated that the frequency must be an integer value, but using fractional values gives inconsistent results. For instance, in this example, foo and bar are identical, just with start-end values shifted by 1. Yet when extracting an arbitrary window, the 'bar' series gives error.
x = 1:22 foo = ts(x, start = 1.5, end = 106.5, frequency = 0.2) bar = ts(x, start = 2.5, end = 107.5, frequency = 0.2) window(foo, start = 20, end = 30, extend=TRUE) # Time Series:# Start = 20 # End = 25 # Frequency = 0.2 # [1] 5 6 window(bar, start = 20, end = 30, extend=TRUE) # Error in attr(y, "tsp") <- c(ystart, yend, xfreq) : # invalid time series parameters specified The reason is in the rounding procedures for ystart and yend at the end of the stats::window function. For the 'foo' series the ystart and yend values are calculated as: c(20, 25), whereas for the 'bar' series, they become c(20, 30) although the window should be of the very same size in both cases. (A further discussion on the example is at: https://stackoverflow.com/questions/57928054 ) Should I report a bug or am I misunderstanding something? -- Johann R. Kleinbub, PhD University of Padova FISPPA Dep. - Section of Applied Psychology Cell: +39 3495986373 [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
