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tsibble v0.2.0

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@earowang earowang released this 11 May 09:23

This release (hopefully) marks the stability of a tsibble data object (tbl_ts). A tbl_ts contains the following components:

  • key: single or multiple columns uniquely identify observational units over time. A key consisting of nested and crossed variables reflects the structure underlying the data. The programme itself takes care of the updates in the "key" when manipulating the data. The "key" differs from the grouping variables with respect to variables manipulated by users.
  • index: a variable represent time. This together the "key" uniquely identifies each observation in the data table.
  • index2: why do we need the second index? It means re-indexing to a variable, not the second index. It is identical to the index most time, but start deviating when using index_by(). index_by() works similarly to group_by(), but groups the index only. The dplyr verbs, like filter(), mutate(), operates on each time group of the data defined by index_by(). You may wonder why introducing a new function rather than using group_by() that users are most familiar with. It's because time is indispensable to a tsibble, index_by() provides a trace to understanding how the index changes. For this purpose, group_by() is just too general. For example, index_by() + summarise() aggregates data to less granular time period, leading to the update in index, which is nicely and intuitively handled now.
  • interval: an interval class to save a list of time intervals. It computes the greatest common factor from the time difference of the index column, which should give a sensible interval for almost all the cases, compared to minimal time distance. It also depends on the time representation. For example, if the data is monthly, the index is suggested to use a yearmonth() format instead of Date, as Date only gives the number of days not the number of months.
  • regular: since a tsibble factors in the implicit missing cases, whether the data is regular or not cannot be determined. This relies on the user's specification.
  • ordered: time-wise and rolling window functions assume data of temporal ordering. A tsibble will be sorted by its time index. If a key is explicitly declared, the key will be sorted first and followed by arranging time in ascending order. If it's not in time order, it broadcasts a warning.

Breaking changes

  • Deprecated tsummarise() and its scoped variants. It can be replaced by the combo index_by() + summarise() (#20). tsummarise() provides an unintuitive interface where the first argument keeps the same size of the index, but the remaining arguments reduces rows to a single one. Analogously, it does group_by() and then summarise(). The proposed index_by() solves the issue of index update.
  • Renamed inform_duplicates() (defunct) to find_duplicates() to better reflect its functionality.
  • key_vars() and group_vars() return a vector of characters instead of a list.
  • distinct.tbl_ts() now returns a tibble instead of an error.
  • No longer reexported dplyr::do() and tidyr::fill(), as they respect the input structure.
  • Defunct index_sum(), and replaced by index_valid() to extend index type support.

New functions

  • index_by() groups time index, as the counterpart of group_by() in temporal context.
  • A new S3 generic count_gaps() and gaps() counts time gaps (implicit missing observations in time).
  • yearweek() creates and coerces to a year-week object. (#17)

API changes

  • fill_na.tbl_ts() gained a new argument of .full = FALSE. .full = FALSE (the default) inserts NA for each key within its time period, TRUE for the entire time span. This affects the results of fill_na.tbl_ts() as it only took TRUE into account previously. (#15)
  • Renamed the drop argument to .drop in column-wise dplyr verbs.
  • Dropped the duplicated argument in pull_interval().
  • group_by.tbl_ts() behaves exactly the same as group_by.tbl_df now. Grouping variables are temporary for data manipulation. Nested or crossed variables are not the type that group_by() thinks.

Improvements

  • Added overall time span to the glimpse.tbl_ts().
  • Slightly improved the speed of fill_na().

Bug fixes

  • Fixed transmute.tbl_ts() for a univariate time series due to unregistered tidyselect helpers. (#9).
  • Fixed bug in select.tbl_ts() and rename.tbl_ts() for not preserving grouped variables (#12).
  • Fixed bug in select.tbl_ts() and rename.tbl_ts() for renaming grouped variables.

Internal changes

  • A tbl_ts gains a new attribute index2, which is a candidate of new index (symbol) used by index_by().
  • The time interval is obtained through the greatest common factor of positive time differences. This covers broader cases than the minimal value.
  • attr(grouped_ts, "vars") stores characters instead of names, same as attr(grouped_df, "vars").