[R] topical guide to R packages

Duncan Murdoch murdoch at stats.uwo.ca
Sat Jul 16 19:48:41 CEST 2005

On 7/16/2005 1:17 PM, Vivek Rao wrote:
> I would like to see R packages arranged by topic. CRAN
> Task Views are at 
> http://lib.stat.cmu.edu/R/CRAN/src/contrib/Views/ ,
> but I'd like something more detailed. For example, the
> IMSL Fortran library, version 4 is easy to navigate
> and has procedures arranged according to following
> topics:
>    Basic Statistics
>    Regression
>    Correlation
>    Analysis of Variance
>    Categorical and Discrete Data Analysis
>    Nonparametric Statistics
>    Tests of Goodness of FIt and Randomness
>    Time Series Analysis and Forecasting
>    Covariance Structures and Factor Analysis
>    Discriminant Analysis
>    Cluster Analysis
>    Sampling
>    Survival Analysis, Life Testing, and Reliability
>    Multidimensional Scaling
>    Density and Hazard Estimation
>    Line Printer Graphics
>    Probability Distribution Functions and Inverses
>    Random Number Generation
>    Utilities
> As a start, here are the R packages I know of for time
> series analysis:
> dyn: Time Series Regression
> dynlm: Dynamic Linear Regression
> GeneTS: Microarray Time Series and Network Analysis
> its: Irregular Time Series
> sspir: State Space Models in R 
> tseries: Time series analysis and computational
> finance
> urca: Unit root and cointegration tests for time
> series data
> uroot: Unit root tests and graphics for seasonal time
> series 
> I would like to see lists corresponding to other
> categories of IMSL. Another classification system is
> GAMS at http://gams.nist.gov/Classes.plain . Section
> L, "Statistics, probability", would be relevant.

I don't see a Task View for time series, so why don't you write it, for 
a start?

Duncan Murdoch

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