[R] align() function missing in R ?

[Markus Loecher]

Thank you for your responses, I should have given an example of the 
functionality I am looking for, here are three typical scenarios that 
I deal with a lot in my work:

- a regular timeseries with lots of missing values that I want to 
convert to the corresponding regular time series with mssing values 
replaced by NAs, e.g.:
         x = timeSeries(c(0.5,0.2,0.3,0.4,0.3,0.2,0.3), pos = 
c(1,2,5,8,9,12,14));
         x.align = align(x, pos = 1:14, method = "NA");
- a regular timeseries at a coarse scale which I want to linearly 
interpolate to a finer time scale:
         x = ts(1:10, frequency = 4);
         x.align = align(x, frequency = 8, method = "interp")
- an irregular timeseries which I want to linearly interpolate to a 
regular time grid:
         x = timeSeries(c(0.5,0.2,0.3,0.4,0.3,0.2,0.3), pos = 
c(1,2.5,3.2,4.1,5.7,6.5,7.3));
         x.align = align(x, pos = 1:7, method = "interp");

I am wondering how to easily code such a function using only window, 
ts.union and ts.intersect.

Thanks again,
Markus

At 03:52 AM 6/29/2007, Prof Brian Ripley wrote:
>On Fri, 29 Jun 2007, Martin Maechler wrote:
>
>>Hi Markus,
>>
>>You can't assume that a typical R users knows much about S+.
>>"R has been beyond S+ for a long time"
>>   {{ :-) :-) please Insightful staff, don't start to jump at me !}}
>>Even I, as a very long time S and Splus user (of the past:
>>1987--~1997), have never, I think, used align().
>>
>>Can you give *reproducible examples* of what  align() does for you?
>>Then, kind R users will typically show you simple ways to achieve the
>>same.
>>
>>Also: R is Free Software (i.e. open source and more), so
>>      we'd be happy to accept offers of an align() function that
>>      behaved compatibly (``or better'') than the S-plus one.
>>Note however that you'd typically not be allowed to copy the
>>S-plus implementation.
>
>align() relates to the S4 time series classes introduced in S-PLUS 5 
>(or so, after 1997).  There are no comparable classes in base R, but 
>there are in some of the addon packages - fCalendar has already been 
>mentioned and there are others (see the CRAN Econometric task view).
>
>window, ts.union and ts.intersect have done all the alignment on 
>regular time series (class "ts") I have ever needed.
>
>>
>>Martin
>>
>>
>>>>>>>"ML" == Markus Loecher <markus at insightfromdata.com>
>>>>>>>     on Thu, 28 Jun 2007 11:10:51 -0400 writes:
>>
>>    ML> Dear list members, I switched from Splus to R a few
>>    ML> years ago and so far found no functionality missing.
>>    ML> However, I am struggling to find the equivalent align()
>>    ML> function for time series. I did find some reduced
>>    ML> functionality such as alignDailySeries in
>>    ML> package:fCalendar but the full capability of aligning
>>    ML> two timeseries seems to be missing.  Could this be true
>>    ML> ? I am sure there must be a need for this useful
>>    ML> function.  Any help would be greatly appreciated.
>>
>>    ML> Thanks !
>>
>>    ML> Markus
>>
>>______________________________________________
>>R-help at stat.math.ethz.ch mailing list
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>and provide commented, minimal, self-contained, reproducible 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 272866 (PA)
>Oxford OX1 3TG, UK                Fax:  +44 1865 272595