[R] Zoo - bug ???

Gavin Simpson gavin.simpson at ucl.ac.uk
Tue Jul 13 13:57:23 CEST 2010


On Tue, 2010-07-13 at 17:13 +0530, sayan dasgupta wrote:
> Hi folks,
> 
> I am confused whether the following is a bug or it is fine
> 
> Here is the explanation
> 
> a <- zoo(c(NA,1:9),1:10)
> 
> Now If I do
> 
> rollapply(a,FUN=mean,width=3,align="right")

mean() has argument na.rm which defaults to FALSE. As such, if NA are in
the computation the mean is undefined and the answer will be NA. If you
pass na.rm = TRUE to rollapply, mean ignores the NA and works on the
remaining values:

> rollapply(a,FUN=mean,width=3,align="right", na.rm = TRUE)
  3   4   5   6   7   8   9  10 
1.5 2.0 3.0 4.0 5.0 6.0 7.0 8.0

HTH

G

> 
> I get
> > rollapply(a,FUN=mean,width=3,align="right")
>  3  4  5  6  7  8  9 10
> NA NA NA NA NA NA NA NA
> 
> But I shouldn't be getting NA right ? i.e for index 10 I should get
> (1/3)*(9+8+7)
> 
> Similarly
> 
> > rollapply(a,FUN=mean,width=3)
>  2  3  4  5  6  7  8  9
> NA NA NA NA NA NA NA NA
> 
> 
> Zoo version :
> 
> > installed.packages()["zoo","Version"]
> [1] "1.6-3"
> >
> 
> 
> My machine details
> 
> > sessionInfo()
> R version 2.10.1 (2009-12-14)
> i386-pc-intel32
> 
> locale:
> [1] LC_COLLATE=English_India.1252  LC_CTYPE=English_India.1252
> LC_MONETARY=English_India.1252 LC_NUMERIC=C
> [5] LC_TIME=English_India.1252
> 
> attached base packages:
> [1] stats     graphics  grDevices datasets  utils     methods   base
> 
> other attached packages:
> [1] zoo_1.6-3      rcom_2.2-1     rscproxy_1.3-1 Revobase_3.2.0
> 
> loaded via a namespace (and not attached):
> [1] grid_2.10.1    lattice_0.18-3 tools_2.10.1
> >
> 
> 	[[alternative HTML version deleted]]
> 
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