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

[Kurt Hornik]

>>>>> Martin Maechler writes:

>>>>> "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.

Yes, Ross, please :-)

> 3. Kurt Hornik has ported David James'  "chron" library
>    (for chronological objects)
>    and als put into <<CRAN>>/src/contrib/devel/  (why "devel"?).

Because it uses Inf and NaN, which are only available under 0.62.

>    [Currently, the URL given in the above README doesn't work anymore..?]

Yes, it's

http://netlib.bell-labs.com/cm/ms/departments/sia/project/misc/chron.html

now.  I'll make the change.

-k
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