From @pencer@gr@ve@ @end|ng |rom prod@y@e@com  Mon Jun 10 16:45:46 2024
From: @pencer@gr@ve@ @end|ng |rom prod@y@e@com (Spencer Graves)
Date: Mon, 10 Jun 2024 09:45:46 -0500
Subject: [Rd] head.ts, tail.ts loses time
In-Reply-To: <26215.3697.815212.54251@stat.math.ethz.ch>
References: <016d5bb8-b0ee-47f0-91b2-7a2b8c51557d@prodsyse.com>
 <CAP01uRmdPR_3M5qUnD8+4REw8Fz8sSf1UrrxzJFwQN+f1dx1xQ@mail.gmail.com>
 <da0e13c2-d7d6-4f9e-b22e-c2b7392066e1@prodsyse.com>
 <26215.3697.815212.54251@stat.math.ethz.ch>
Message-ID: <295e6967-6ea6-4334-a43d-58c18ef7fcfd@prodsyse.com>

Hi, Martin et al.:


On 6/10/24 9:32 AM, Martin Maechler wrote:
>>>>>> Spencer Graves
>>>>>>      on Mon, 10 Jun 2024 07:50:13 -0500 writes:
> 
>      > Hi, Gabor et al.: Thanks for this. I should change my
>      > current application to use either zoo or xts, as Gabor
>      > suggests.
> 
> 
>      > 	  However, I was surprised to learn that "[.ts" does NOT
>      > return an object of class "ts". I see that "head.default"
>      > and "head.matrix" both call "[", so "head" cannot return a
>      > ts object, because "[" doesn't.
> 
> Yes, the default head() and tail() are built on  `[` very much
> on purpose.
> Note that   `[`  should *not* keep the "ts"  property  in
> general, e.g.,
> 	 lynx[c(1:3, 7)]
> cannot be a regular time series


	  Agreed.

> 
> I think I'd consider using  windows() for a head.ts() and tail.ts(),
> but in any case, I am sympathetic adding such methods to "base R"'s
> utils package.


	  The code I provided below for head.ts() and tail.ts() does that: I 
took the code for head.default and head.matrix, etc., computed tmx <- 
as.numeric(time(x)), and then used head(tmx) [and tail(tmx)] in "window()".


	  Thanks for your reply.
	  sg
> 
> 
> Martin
> 
>      > 	  Best Wishes, Spencer Graves
> 
> 
>      > On 6/9/24 8:40 PM, Gabor Grothendieck wrote:
>      >> zoo overcomes many of the limitations of ts:
>      >>
>      >> library(zoo) as.ts(head(as.zoo(presidents))) ## Qtr1 Qtr2
>      >> Qtr3 Qtr4 ## 1945 NA 87 82 75 ## 1946 63 50
>      >>
>      >> xts also works here.
>      >>
>      >> On Sun, Jun 9, 2024 at 12:04?PM Spencer Graves
>      >> <spencer.graves at prodsyse.com> wrote:
>      >>>
>      >>> Hello, All:
>      >>>
>      >>>
>      >>> The 'head' and 'tail' functions strip the time from a
>      >>> 'ts' object.  Example:
>      >>>
>      >>>
>      >>> > head(presidents) [1] NA 87 82 75 63 50
>      >>>
>      >>>
>      >>> > window(presidents, 1945, 1946.25) Qtr1 Qtr2 Qtr3 Qtr4
>      >>> 1945 NA 87 82 75 1946 63 50
>      >>>
>      >>>
>      >>> Below please find code for 'head.ts' and 'tail.ts' that
>      >>> matches 'window'.
>      >>>
>      >>>
>      >>> Comments?  Spencer Graves
>      >>>
>      >>> head.ts <- function(x, n=6L, ...){ tmx <-
>      >>> as.numeric(time(x))
>      >>> #
>      >>> utils:::checkHT(n, d <- dim(x)) if(is.na(n[1]) ||
>      >>> n[1]==0)ts(NULL)
>      >>> #
>      >>> firstn <- head(tmx, n[1]) if(is.null(d)){
>      >>> return(window(x, firstn[1], tail(firstn, 1))) } else{
>      >>> if(length(n)<2){ return(window(x, firstn[1],
>      >>> tail(firstn, 1))) } else { Cols <- head(1:d[2], n[2])
>      >>> xn2 <- x[, Cols[1]:tail(Cols, 1)] return(window(xn2,
>      >>> firstn[1], tail(firstn, 1))) } } }
>      >>>
>      >>>
>      >>> tail.ts <- function (x, n = 6L, ...)  {
>      >>> utils:::checkHT(n, d <- dim(x)) tmx <-
>      >>> as.numeric(time(x))
>      >>> #
>      >>> if(is.na(n[1]) || n[1]==0)ts(NULL)
>      >>> #
>      >>> lastn <- tail(tmx, n[1]) if(is.null(d)){
>      >>> return(window(x, lastn[1], tail(lastn, 1))) } else{
>      >>> if(length(n)<2){ return(window(x, lastn[1], tail(lastn,
>      >>> 1))) } else { Cols <- head(1:d[2], n[2]) xn2 <- x[,
>      >>> Cols[1]:tail(Cols, 1)] return(window(xn2, lastn[1],
>      >>> tail(lastn, 1))) } } }
>      >>>
>      >>>
>      >>> # examples head(presidents)
>      >>>
>      >>> head(presidents, 2)
>      >>>
>      >>> npresObs <- length(presidents) head(presidents,
>      >>> 6-npresObs)
>      >>>
>      >>> try(head(presidents, 1:2)) # 'try-error'
>      >>>
>      >>> try(head(presidents, 0)) # 'try-error'
>      >>>
>      >>> # matrix time series str(pres <-
>      >>> cbind(n=1:length(presidents), presidents)) head(pres, 2)
>      >>>
>      >>> head(pres, 2-npresObs)
>      >>>
>      >>> head(pres, 1:2) head(pres, 2:1) head(pres, 1:3)
>      >>>
>      >>> # examples tail(presidents)
>      >>>
>      >>> tail(presidents, 2)
>      >>>
>      >>> npresObs <- length(presidents) tail(presidents,
>      >>> 6-npresObs)
>      >>>
>      >>> try(tail(presidents, 1:2)) # 'try-error'
>      >>>
>      >>> try(tail(presidents, 0)) # 'try-error'
>      >>>
>      >>> # matrix time series str(pres <-
>      >>> cbind(n=1:length(presidents), presidents)) tail(pres, 2)
>      >>>
>      >>> tail(pres, 2-npresObs)
>      >>>
>      >>> tail(pres, 1:2) tail(pres, 2:1) tail(pres, 1:3)
>      >>>
>      >>> # for unit testing: headPres <- head(presidents) pres6
>      >>> <- ts(presidents[1:6], time(presidents)[1],
>      >>> frequency=frequency(presidents))
>      >>> stopifnot(all.equal(headPres, pres6))
>      >>>
>      >>> headPres2 <- head(presidents, 2) pres2 <-
>      >>> ts(presidents[1:2], time(presidents)[1],
>      >>> frequency=frequency(presidents))
>      >>> stopifnot(all.equal(headPres2, pres2))
>      >>>
>      >>> npresObs <- length(presidents) headPres. <-
>      >>> head(presidents, 6-npresObs)
>      >>> stopifnot(all.equal(headPres., pres6))
>      >>>
>      >>> headPresOops <- try(head(presidents, 1:2))
>      >>> stopifnot(class(headPresOops) == 'try-error')
>      >>>
>      >>> headPres0 <- try(head(presidents, 0))
>      >>> stopifnot(class(headPres0) == 'try-error')
>      >>>
>      >>> str(pres <- cbind(n=1:length(presidents), presidents))
>      >>> headP2 <- head(pres, 2)
>      >>>
>      >>> p2 <- ts(pres[1:2, ], time(presidents)[1],
>      >>> frequency=frequency(presidents))
>      >>> stopifnot(all.equal(headP2, p2))
>      >>>
>      >>> headP2. <- head(pres, 2-npresObs)
>      >>> stopifnot(all.equal(headP2., p2))
>      >>>
>      >>>
>      >>> #############
>      >>>
>      >>>
>      >>> sessionInfo() R version 4.4.0 (2024-04-24) Platform:
>      >>> aarch64-apple-darwin20 Running under: macOS Sonoma 14.5
>      >>>
>      >>> Matrix products: default BLAS:
>      >>> /System/Library/Frameworks/Accelerate.framework/Versions/A/Frameworks/vecLib.framework/Versions/A/libBLAS.dylib
>      >>>
>      >>> LAPACK:
>      >>> /Library/Frameworks/R.framework/Versions/4.4-arm64/Resources/lib/libRlapack.dylib;
>      >>> LAPACK version 3.12.0
>      >>>
>      >>> locale: [1]
>      >>> en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
>      >>>
>      >>> time zone: America/Chicago tzcode source: internal
>      >>>
>      >>> attached base packages: [1] stats graphics grDevices
>      >>> utils datasets [6] methods base
>      >>>
>      >>> loaded via a namespace (and not attached): [1]
>      >>> compiler_4.4.0 tools_4.4.0
>      >>>
>      >>> ______________________________________________
>      >>> R-devel at r-project.org mailing list
>      >>> https://stat.ethz.ch/mailman/listinfo/r-devel
>      >>
>      >>
>      >>
> 
>      > ______________________________________________
>      > R-devel at r-project.org mailing list
>      > https://stat.ethz.ch/mailman/listinfo/r-devel



[Rd] head.ts, tail.ts loses time
Spencer Graves