[R] xts off by one confusion or error

[Tim Coote]

I find the following even more confusing as I thought that xts was a  
subclass of zoo and I'd expected that the conversion would have been  
more transparent

 > aggregate (vv, as.yearmon(index(vv)), mean)

Feb 2010 6.08
 > xts (aggregate (vv, as.yearmon(index(vv)), mean))
            x
Jan 2010 6.08
 > zoo (aggregate (vv, as.yearmon(index(vv)), mean))
            x
Feb 2010 6.08

On 8 Apr 2010, at 15:53, Tim Coote wrote:


On 8 Apr 2010, at 15:53, Tim Coote wrote:

> Hullo
> I may have missed something blindingly obvious here. I'm using xts  
> to handle some timeseries data. I've got daily measurements for 100  
> years. If I try to reduce the error rate by taking means of each  
> month, I'm getting what at first sight appears to be conflicting  
> information. Here's a small subset to show the problem:
>
> A small set of data:
> > vv
>             x
> 2010-02-01 6.1
> 2010-02-02 6.1
> 2010-02-03 6.0
> 2010-02-04 6.0
> 2010-02-05 6.0
> 2010-02-06 6.1
> 2010-02-07 6.1
> 2010-02-08 6.1
> 2010-02-09 6.1
> 2010-02-10 6.2
>
> Aggregate:
> > aggregate (vv, as.yearmon (index (vv)), mean)
>
> Feb 2010 6.08
>
> That's fine. But if I explicitly convert to xts (which the answer  
> ought to be, so this should be a noop), the values shift back by one  
> month:
> > xts (aggregate (vv, as.yearmon (index (vv)), mean))
>            x
> Jan 2010 6.08
>
> Just to confirm the classes:
> > class (aggregate (vv, as.yearmon (index (vv)), mean))
> [1] "zoo"
>
> > class (vv)
> [1] "xts" "zoo"
>
> And to confirm that as.yearmon is returning the right month:
> > as.yearmon (index (vv))
> [1] "Feb 2010" "Feb 2010" "Feb 2010" "Feb 2010" "Feb 2010" "Feb 2010"
> [7] "Feb 2010" "Feb 2010" "Feb 2010" "Feb 2010"
>
> This run was on a stock Fedora 10 build:
> > version
>               _
> platform       i386-redhat-linux-gnu
> arch           i386
> os             linux-gnu
> system         i386, linux-gnu
> status
> major          2
> minor          10.0
> year           2009
> month          10
> day            26
> svn rev        50208
> language       R
> version.string R version 2.10.0 (2009-10-26)
>
> And from installed.packages ():
> xts        NA               NA      "GPL-3"                "2.10.0"
> zoo        NA               NA      "GPL-2"                "2.10.0"
>
> Any help gratefully received.
>
> Tim
>
> ______________________________________________
> R-help at r-project.org mailing list
> 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.

Tim Coote
tim at coote.org
vincit veritas