[R] its package: inexplicable date-shifting ?!

[Chalasani, Prasad]

Can someone please explain to me why 
the dates get shifted by one day 
when I create an its ( irregular time-series ) 
object from a matrix for which I've
assigned row names.
E.g. in the example run below, 
why does the its object have dates
one-shifted from my original dates?

> install.packages('its')
> install.packages('Hmisc')
> require(its)
> m <- matrix(1:2, nrow=2)
> m
     [,1]
[1,]    1
[2,]    2
> its.format('%Y%m%d')
[1] "%Y%m%d"
> rownames(m) <- c('20040813', '20040814')
> m
         [,1]
20040813    1
20040814    2
> its(structure(m))
         1
20040812 1
20040813 2


-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Berton Gunter
Sent: Wednesday, April 27, 2005 1:28 PM
To: ltorgo at liacc.up.pt
Cc: r-help at stat.math.ethz.ch
Subject: RE: [R] Recursive calculation of a series of values


Algebra:
cumprod(1+v)*x[0]

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box
 
 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Luis Torgo
> Sent: Wednesday, April 27, 2005 7:42 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Recursive calculation of a series of values
> 
> Dear R-users,
> 
> I'm felling kind of blocked on a quite simple problem and I wonder if 
> someone could give me a help with it.
> 
> My problem:
> 
> x[0] = 100
> x[1] = (1+v[1])*x[0]
> x[2] = (1+v[2])*x[1]
> ...
> 
> i.e.
> 
> x[i] = (1+v[i])*x[i-1]
> and x[0]=k
> 
> Given a set of v values I wanted to obtain the corresponding
> x values in
> an efficient way (i.e. without a for loop).
> 
> For instance, if x[0] = 100 and v = c(0.2,-0.1,0.05) then I would get
> x = c(120,108,113.4)
> 
> I'm almost sure the function filter() from package tseries is the key 
> for getting these values but I'm really blocked.
> 
> Any help is much appreciated.
> 
> Luís Torgo
> 
> --
> Luis Torgo
>  FEP/LIACC, University of Porto   Phone : (+351) 22 339 20 93
>  Machine Learning Group           Fax   : (+351) 22 339 20 99
>  R. de Ceuta, 118, 6o             email : ltorgo at liacc.up.pt
>  4050-190 PORTO - PORTUGAL        WWW   : 
> http://www.liacc.up.pt/~ltorgo
> 
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