From murdoch at stats.uwo.ca  Fri Mar 24 19:16:39 2006
From: murdoch at stats.uwo.ca (Duncan Murdoch)
Date: Fri, 24 Mar 2006 13:16:39 -0500
Subject: [Rd] bug in plot.acf (PR#8705)
In-Reply-To: <20060324125503.E098B183A3@slim.kubism.ku.dk>
References: <20060324125503.E098B183A3@slim.kubism.ku.dk>
Message-ID: <44243787.3050809@stats.uwo.ca>

This is fixed now in R-devel and R-patched.  Thanks again for the report.

Duncan Murdoch

On 3/24/2006 7:55 AM, murdoch at stats.uwo.ca wrote:
> (Moved from r-devel to r-bugs)
> 
> On 3/24/2006 5:03 AM, Antonio, Fabio Di Narzo wrote:
>> Hi all.
>> There's a bug in plot.acf, when plotting acf for multivariate time series.
>> Here a reproducible example:
>> 
>> X <- rnorm(1000)
>> Y <- -X + rnorm(1000, sd=0.6)
>> Z <- cbind(X,Y)
>> 
>> In
>> acf(Z)
>> cross-correlation plot y-axis is limited to 0-1. But:
>> acf(Z, ylim=c(-1,1))
>> shows that there was a negative correlation, that was cut away in the
>> previous plot.
>> 
>> I've seen the error is trivial. There's something like:
>> 
>> for(each pair of univariate time series) {
>> if(is.null(ylim)) {
>> ...#set ylim properly
>> }
>> ...
>> }
>> 
>> in plot.acf code, so that in the first iteration the ylim par is properly
>> set to about c(0,1), but in
>> subsequent interations, ylim is no more NULL, and the old, unproper ylim
>> specification
>> remains.
> 
> Thanks for noticing this.  It's easy to fix, but before I do, I'd like 
> an opinion on the proper fix.  Should all the plots use the same ylim, 
> or in the case where it is unspecified, should they each choose their 
> own?  I can see arguments for both possibilities.
> 
> Duncan Murdoch
> 
> 
>> 
>> Antonio, Fabio Di Narzo.
>> 
>> P.S. Sorry for not indicating exact source lines, but from this PC I don't
>> have access to
>> R sources...
>> 
>> 	[[alternative HTML version deleted]]
>> 
>> ______________________________________________
>> 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] bug in plot.acf (PR#8705)
Duncan Murdoch