p./d./q./r: S compatibility and time-series software for R?

Martin Maechler Martin Maechler <maechler@stat.math.ethz.ch>
Thu, 12 Mar 1998 11:45:51 +0100

>>>>> "Martyn" == Martyn Plummer <plummer@iarc.fr> writes:

    Martyn> I will do this if you haven't been overrun with volunteers
    Martyn> already ;) 
No, you are the first to answer.
Thank you very much in advance!


    Martyn> Some time ago you asked about a basic time series
    Martyn> library for R.  Did anything come of that?

Well, yes and no (more "no"):

1. Paul Gilbert has made his DSE (Dynamic Systems Estimation) library
   available for testing on  <<CRAN>>/src/contrib/devel/
   Unfortunately, I haven't yet had time to really look at it.

2. Ross Ihaka:
   Used to have a master's student looking at time series software.
   During the power failure break in Auckland (about 2 weeks ago),
   Ross said he was going home (because there was no electricity at his
   office) and would do some work on time-series stuff.

   He used to have time-series things (for R) in his private 
   directories,  and some of us have been begging him, to also
   ``release'' this could into <<CRAN>>/src/contrib/devel/ .
   Unfortunately, this has not yet happened.

3. Kurt Hornik has ported David James'  "chron" library
   (for chronological objects)
   and als put into <<CRAN>>/src/contrib/devel/  (why "devel"?).
   [Currently, the URL given in the above README doesn't work anymore..?]

4. Several other people seem to use some time-series R functions of their
   own.  There's no coordination and no common format / class, etc.

I think the important point here is to adopt a general common framework for
doing time-series in R.
The "tframe" (?) class in 'DSE' may be the most general and the way to go.
On the other hand, it looks somewhat complicated and delicate to work with.

Anyway, I think it would be a pain if we had several non-compatible classes
for time-series objects..
Also, S-plus compatibility (for some functions, not for all) may be an

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