Message-Id: <98Jan16.115834est.13454@mailgate.bank-banque-canada.ca> Date: Fri, 16 Jan 1998 11:50:36 -0500 From: Paul Gilbert <pgilbert@bank-banque-canada.ca> To: r-announce@stat.math.ethz.ch Subject: R-beta: DSE time series package =============================================================== ANNOUNCEMENT =============================================================== An R version of my multivariate time series package (DSE) is now available at CRAN/src/contrib/devel/dse.v.98.1alphaR.tar.gz and it should be reflected at the mirrors shortly. The User's Guide is available at http://www.bank-banque-canada.ca/pgilbert HTML help documentation is distributed with the code and is also available at the above web site. (The web page is a bit out of date but I hope to fix that soon.) The tar file includes two other packages which may be of interest by themselves. The first, called syskern, provides a kernel of functions for S/R programmers which is intended to help write code which is independent of operating system differences and some small differences between S and R. The second, called tframe, provides a kernel of functions for programming time series methods relatively independently of the representation of time. This is intended to make it easier to write code which can use any new/better time representations when they appear. It also provides plotting, windowing, and some other utility functions which are specifically intended for time series. The DSE library implements an object oriented approach to time series models (using classes and methods in R/S). This means that different model representations can be implemented with fairly simple extensions to the library. The original library included multi-variate state space and ARMA (including VAR) models. The current version implements Troll models as another class. These are run by completely separate software (Troll from Intex Inc.) as if they were an integral part of the library. Models and data are passed back and forth to Troll and the results can be analyzed with already existing functions in the library. This also serves as an example for including other classes and methods. [The Troll interface is not yet functional in R.] Methods for simulating, estimating, and converting among different model representations form the basic part of the library. Methods for studying estimation methods and for examining the forecasting properties of models are also documented in the User Guide. Relative to commercial packages the library is especially useful for time series research (such as studying estimation methods) and for teaching. For usual time series applications there may be commercial packages which are preferable. A list server for questions and discussion of problems has also been set up. To subscribe to the list send a message to with a line in the body: subscribe boc_dse Your Name Subsequent message submissions to the list should be sent to boc_dse@bank-banque-canada.ca Caveats for R I have tested the package with R0.61.1 in Solaris and R0.61 in Linux. I would appreciate feedback about other OSs. The install procedures are currently Unix specific (I believe) but if anyone attempts installing in Windows I would be especially interested in knowing how to do this. The package has been put in the devel area of CRAN because there are still some things I would like to fix (although it is mostly working well), and because the documentation has not been revised. I would appreciate any early feedback as I would like to fix as many problems as possible before moving this out of the devel category. The package is divided into several parts, some logical and some because the current version of R does not support large libraries. Beware that some documentation in the code, in the HTML based help system, and in the Brief Users' Guide is still somewhat specific to S and is not correct for R (particularly with respect to installation). See the READ.ME file for instruction to install in R. Paul Gilbert pgilbert@bank-banque-canada.ca -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help 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-help-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._