xts 子集在几个月内给出了不正确的结果 [英] xts subsetting gives incorrect results for months

问题描述

我正在为 Mac OS X 使用 R 3.2.1，并且似乎在 xts 子集设置中遇到了不正确的行为.简而言之，对月度数据进行子集化得出的结果比应有的结果滞后 1 个月.这是一个简单的例子，类似于我正在做的古温度分析:

I am using R 3.2.1 for Mac OS X and seem to have run into incorrect behavior in xts subsetting. In brief, subsetting monthly data give a result that is 1 month lagged from what it should be. Here is a simple example that is similar to an analysis of paleotemperature I am doing:

首先我会为这个例子做一些测试数据:

First I will make some test data for the example:

xts.test <- xts(rnorm(440*12, mean=0, sd=10),order.by=timeBasedSeq(155001/1989))

这会生成正确的 xts 文件 AFAICT.这是 12 个月的第一年.

This produces a correct xts file AFAICT. Here is the first year of 12 months.

head(xts.test, 12L)

               [,1]
Jan 1550 -6.9301845  
Feb 1550 12.1581413  
Mar 1550  3.9688139  
Apr 1550  3.9540268  
May 1550  9.8200923  
Jun 1550 -4.2090998  
Jul 1550  7.5950340  
Aug 1550 -6.5967389  
Sep 1550 -0.6736532  
Oct 1550  6.4939221  
Nov 1550  4.3916465  
Dec 1550 19.8800872  

但是，当我尝试通过选择一年来对其进行子集化时，我得到以下信息:

However, when I try to subset this by selecting for a single year, I get the following:

xts.test["1550"]

               [,1]
Feb 1550 12.1581413  
Mar 1550  3.9688139  
Apr 1550  3.9540268  
May 1550  9.8200923  
Jun 1550 -4.2090998  
Jul 1550  7.5950340  
Aug 1550 -6.5967389  
Sep 1550 -0.6736532  
Oct 1550  6.4939221  
Nov 1550  4.3916465  
Dec 1550 19.8800872  
Jan 1551 -2.9549224  

也就是说，我得到的不是正确的 1550 年 1 月到 12 月，而是 1550 年 2 月到 1551 年 1 月

That is, instead of the correct Jan-Dec 1550, I get Feb 1550 through Jan 1551

当我尝试通过选择一年中的月份来进行子集化时，我得到了类似的延迟.c(2, 3,4,5,6,7) 让我从四月到九月而不是三月到八月.

I get a similar lag when I try to subset by selecting months of a year. c(2, 3,4,5,6,7) get me April through September instead of March through August.

这里有什么想法吗?

推荐答案

这是一个已经在最近的 GitHub上的开发版本.

This is a bug that has been fixed in the most recent development version on GitHub.

R> require(xts)
R> xts.test <- xts(rnorm(440*12, mean=0, sd=10),order.by=timeBasedSeq(155001/1989))
R> packageVersion("xts")
[1] ‘0.9.7’
R> str(xts.test)  # notice TZ is not set
An ‘xts’ object on Jan 1550/Dec 1989 containing:
  Data: num [1:5280, 1] -8.11 -7.65 2.07 -3.29 17.03 ...
  Indexed by objects of class: [yearmon] TZ: 
  xts Attributes:  
 NULL

注意上面没有设置TZ，但是在下面的新版本中设置了.

Notice that TZ is not set above, but it's set in the new version below.

R> packageVersion("xts")
[1] ‘0.9.8’
R> str(xts.test)  # notice TZ is set
An ‘xts’ object on Jan 1550/Dec 1989 containing:
  Data: num [1:5280, 1] 0.357 12.318 24.291 22.181 6.123 ...
  Indexed by objects of class: [yearmon] TZ: UTC
  xts Attributes:  
 NULL

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