On Fri, Jun 06, 2003 at 09:46:04AM +0100, Heywood, Giles wrote: > I make quite a lot of use of irregular time-series, and had already spent a > bit of time writing an 'its' class when the 'irts' class was released via > the package 'tseries'. > > I have experimented with the 'irts' class, and have some practical issues > with its use. In some applications of irregular time-series (in my case > these are financial and econometric) there are many instances where it is > useful to consider them as an extension (subclass) of the class 'matrix', > using S4 class inheritance. This is also useful in printing. > > The 'its' class I have written is an S4 extension of the matrix class, using > a single slot for a POSIX dates vector, which time-indexes the rows. The > practical advantage of this, compared to the 'irts' class, is that the > matrix methods are inherited. > > In addition to file operations and some simple functions, I have also > written a number of method extensions for this 'its' class, including [.its, > [[.its, intersect, union, diff, lag. > > Is there value in such a package, given the resemblance of 'its' to the > existing 'irts' class? I would be happy to contribute it, and provide some > maintenance.
Yes, please! Either inside tseries, assuming Adrian is happy with that, or outside. I use the 'padding irregular series with NAs' trick quite a bit and would love to have its support. Dirk -- Don't drink and derive. Alcohol and analysis don't mix. ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-devel
