Re: tseries

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Subject: Re: tseries
From: Martin Maechler (maechler@stat.math.ethz.ch)
Date: Tue 20 Jul 1999 - 02:30:34 EST


Message-Id: <199907191630.SAA18378@sophie.ethz.ch>

>>>>> On Thu, 15 Jul 1999 18:30:12 +0200 (CEST), Martyn Plummer <plummer@iarc.fr> said:

Martyn> On 15-Jul-99 Martin Maechler wrote:
>> - 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 ].

Martyn> This reminds me of a request I have been meaning to make.

Martyn> S-plus time series functions normally use only the longest
Martyn> contiguous portion of the series with no missing values. I
Martyn> think a good way to implement this would be to have an
Martyn> "na.omit" method for time series, but this isn't a generic
Martyn> function in R (It is in SPLUS 3.3). Could this be changed?

Yes.
Just committed (R-devel, i.e. pre 0.65); similarly for na.fail().

Martin
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