Question

I would like to program a time series class. The idea is that I instantiate an object with an expression and some other time series objects, for instance

(two time series)

x <- ts(rnorm(10), frequency = 4, start = c(1959, 2))  
y <- ts(rnorm(10), frequency = 4, start = c(1959, 2))  

(a time series, defined to be the sum of x and y)

z <- exprTs("x+y", parents=list(x=x, y=y)) 

(get some part of the series)

window(z, start=1960, end=1960.75)

The problem is, how can I evaluate the expression? I tried the following:

#(constructor for class)  
exprTs <- function(expr, parents) {  
  res = list(expr=expr, parents=parents)  
  class(res) <- "exprTs"  
  res  
}  

#(window method)  
window.exprTs <- function(z, ...) {  
  eval(substitute(z$expr, lapply(z$parents, window, ...)))  
  #do.call(z$expr, lapply(z$parents, window, ...))  
}  

I can not get the window method to work.

If you could guide me to how to use substitute, eval, do.call appropriately, that would be very helpful.

Answer 1

One problem is that you are specifying the expression as a string so it will be evaluated into a string. If you want to parse a string into an expression, you need to use the parse command:

> "x+y"
[1] "x+y"
> parse(text="x+y")
expression(x+y)
attr(,"srcfile")
<text> 

But yeah, why not use apply and functions instead?