Re: tseries

About this list Date view Thread view Subject view Author view Other groups

Subject: Re: tseries
From: Martin Maechler (maechler@stat.math.ethz.ch)
Date: Fri 16 Jul 1999 - 02:04:09 EST


Message-Id: <199907151604.SAA10786@sophie.ethz.ch>

Dear Adrian (and everyone else),

to the same topic,
I've got a file "tseries-comments" five days old that I never got around
polishing before sending to you :

>> Thank you very much for the functionality !
>>
>> - tsparam : not the best name for that class.. ???
>>
>> ybnd : should be allowed to have EITHER length 1 of length = length(x)
>>
>> --> my patched version
>>
>> - plot.tsparam: use 'type = "h"' as default!
>>
>> - acf, pacf :
>>
>> are *one* function in S-plus,
>>
>> use 'plot = T', not 'pl = T' as argument
>> (in line with several other R functions !)
>>
>> --> other small improvements...
>>
>> {including: instead of rep(0, nnn), use numeric(nnn) }
>>
>> --> my version
>> [[ I'll send this in private to Adrian ]]

As you see,
some of these 5day old comments are in line with Martyn's
(he is Martyn, I am Martin).

A few thoughts :

- Yes, we want to be S(-plus) compatible as long as it is not too hard or
  there are not good reasons against compatibility.
 
  Particularly, acf(), spec.pgram(), spectrum(), ar(), ar.yw()
  should have compatible argument names [at least for the important ones]
  to make it easy to many users moving from S to R (;-).

- Of course, it is *the wise thing* to use FFT for acf -- for the case of no
  NAs.. [and I think the NA case should be handled as well, and for small
        no-NA series that straightforward method will probably be faster
        than FFT as well ].

- I'd very much appreciate if Martyn and you and Paul G.
  (and Brian and Ross and ...
   and me, we also have a few improvements on S-plus laying around here)
  could coordinate to produce ``the real'' time series package for R.

- As a matter of fact, I hope that some of the functions would become part
  of "Core R" (such as e.g. "modreg" is base of "Core R"),
  since e.g., the availability of acf() should not depend on having a
  contributed package installed on top of "Core R".

Thanks once more to all the "time series" coders !
Martin

Martin Maechler <maechler@stat.math.ethz.ch> http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum SOL G1 Sonneggstr.33
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1086 <><
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._


About this list Date view Thread view Subject view Author view Other groups

This archive was generated by hypermail 2b25 : Tue 04 Jan 2000 - 14:16:06 EST