R-beta: time series structures

Paul Gilbert (pgilbert@bank-banque-canada.ca)
Thu, 23 Oct 1997 10:37:00 -0400

Message-Id: <97Oct23.104203edt.26518@mailgate.bank-banque-canada.ca>
Date: Thu, 23 Oct 1997 10:37:00 -0400
From: Paul Gilbert <pgilbert@bank-banque-canada.ca>
To: plummer@iarc.fr
Subject: R-beta: time series structures

>represented.  They are now R "objects" similar to S-PLUS "rts"
>time series, but they are 3-dimensional arrays (iterations x variables
>x chains).  This seems like the best choice of data structure to me
>but if someone else has thought more deeply about this tell me now
>before I rewrite all my code!


A couple of years ago I wrote a kernel of routines for handling the time
dimension of objects. In part this was prompted by StatSci's
introduction of rts, etc., which caused a number of problems in my code,
at least if I wanted to take advantage of these new time representation.
The idea of this kernel is that it allows me to use different
representrations without having to change much. I just have to add a few
methods to deal with the new time representation.

If time is an important aspect of your objects you might want to look at
this code. It is somewhat experimental, but it has worked very well for
me with my fairly large library of routines for time series analysis.
Attached below is some more explaination. Let me know is you want the

Paul Gilbert



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