[R] TS-library

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Wed Jul 24 15:01:01 CEST 2002

On Wed, 24 Jul 2002, Hagen [ISO-8859-1] Schmöller wrote:

> Hello,
> I am trying to get a library for statistical computing. For example, I
> have to compute the ARIMA parameters of time series and I´d like to do
> that out of my C/C++ or Fortran source code.
> The thing I already managed is how to get the standalone library
> "Rmath", but in this library the ts-modul is not included.

That is a small part of the support routines for R.

> Thus, my question is: How can I get a library including the ts-Modul or
> how can I use the ts-modul out of my C/C++/Fortran source code??

You can't easily.  Much of it is in R code.  There is C code there to do
this in the internals of arima0, but no documentation and you would do
better to start from the references that from that code.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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