head.ts, tail.ts loses time

Mon, Jun 10, 2024 5:50 AM

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.


	  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

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head.ts, tail.ts loses time

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