From murdoch at stats.uwo.ca  Fri Mar 24 15:19:37 2006
From: murdoch at stats.uwo.ca (Duncan Murdoch)
Date: Fri, 24 Mar 2006 09:19:37 -0500
Subject: [Rd] bug in plot.acf (PR#8705)
In-Reply-To: <b0808fdc0603240610t730e08b2o@mail.gmail.com>
References: <20060324135305.569EF41EB2@slim.kubism.ku.dk>
	<b0808fdc0603240610t730e08b2o@mail.gmail.com>
Message-ID: <4423FFF9.7020101@stats.uwo.ca>

On 3/24/2006 9:10 AM, Antonio, Fabio Di Narzo wrote:
> 2006/3/24, maechler at stat.math.ethz.ch <maechler at stat.math.ethz.ch>:
>>
>> >>>>> "Duncan" == Duncan Murdoch <murdoch at stats.uwo.ca>
>> >>>>>     on Fri, 24 Mar 2006 13:55:03 +0100 (CET) writes:
>>
>>     Duncan> (Moved from r-devel to r-bugs)
>>     Duncan> 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.
>>
>>     Duncan> Thanks for noticing this.  It's easy to fix, but
>>     Duncan> before I do, I'd like an opinion on the proper fix.
>>     Duncan> Should all the plots use the same ylim, or in the
>>     Duncan> case where it is unspecified, should they each
>>     Duncan> choose their own?  I can see arguments for both
>>     Duncan> possibilities.
>>
>>     Duncan> Duncan Murdoch
>>
>> I'd vote for the first one, a common y-scale.
>> Only that is also consistent with the behavior of explicitly
>> speficied 'ylim'.
>>
>> Martin
> 
> 
> This sounds to me to be the best, also for visual comparison of multiple
> plots at once (having them all on the same screen...).
> Antonio, Fabio Di Narzo.

Okay, will do it that way.

Duncan Murdoch



[Rd] bug in plot.acf (PR#8705)
Duncan Murdoch