It's been three months without an answer, is it ok to thread bump? Would someone provide a pointer?
Thank you for your consideration, Johann On Mon, 16 Sep 2019 at 15:53, Johann R. Kleinbub <johann.klein...@gmail.com> wrote: > > 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 -- 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
