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 <achim.zeil...@uibk.ac.at>
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] -3.333332e-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
<jdnew...@dcn.davis.ca.us>
> 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(2017.41666666667,
2017.41666666667, 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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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible
code.
>
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