"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.
(First sorry for the late reply). Yes of course. My suggestion is that you provide us with its (as a standalone package, or I would be happy to include it in tseries), and we can all experiment a bit with both classes and maybe merge them later on? > > Giles Heywood > Senior Quantitative Analyst > Commerzbank Securities best Adrian -- Dr. Adrian Trapletti Phone : +41 (0) 1 994 5631 Trapletti Statistical Computing Mobile: +41 (0)76 370 5631 Wildsbergstrasse 31 Fax : +41 (0) 1 994 5631 CH-8610 Uster Email : mailto:[EMAIL PROTECTED] Switzerland WWW : http://trapletti.homelinux.com ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-devel
