Re: [R] align() function missing in R ?
Thank you for your responses, I should have given an example of the
functionality I am looking for, here are three typical scenarios that
I deal with a lot in my work:
- a regular timeseries with lots of missing values that I want to
convert to the corresponding regular time series with mssing values
replaced by NAs, e.g.:
x = timeSeries(c(0.5,0.2,0.3,0.4,0.3,0.2,0.3), pos =
c(1,2,5,8,9,12,14));
x.align = align(x, pos = 1:14, method = NA);
- a regular timeseries at a coarse scale which I want to linearly
interpolate to a finer time scale:
x = ts(1:10, frequency = 4);
x.align = align(x, frequency = 8, method = interp)
- an irregular timeseries which I want to linearly interpolate to a
regular time grid:
x = timeSeries(c(0.5,0.2,0.3,0.4,0.3,0.2,0.3), pos =
c(1,2.5,3.2,4.1,5.7,6.5,7.3));
x.align = align(x, pos = 1:7, method = interp);
I am wondering how to easily code such a function using only window,
ts.union and ts.intersect.
Thanks again,
Markus
At 03:52 AM 6/29/2007, Prof Brian Ripley wrote:
On Fri, 29 Jun 2007, Martin Maechler wrote:
Hi Markus,
You can't assume that a typical R users knows much about S+.
R has been beyond S+ for a long time
{{ :-) :-) please Insightful staff, don't start to jump at me !}}
Even I, as a very long time S and Splus user (of the past:
1987--~1997), have never, I think, used align().
Can you give *reproducible examples* of what align() does for you?
Then, kind R users will typically show you simple ways to achieve the
same.
Also: R is Free Software (i.e. open source and more), so
we'd be happy to accept offers of an align() function that
behaved compatibly (``or better'') than the S-plus one.
Note however that you'd typically not be allowed to copy the
S-plus implementation.
align() relates to the S4 time series classes introduced in S-PLUS 5
(or so, after 1997). There are no comparable classes in base R, but
there are in some of the addon packages - fCalendar has already been
mentioned and there are others (see the CRAN Econometric task view).
window, ts.union and ts.intersect have done all the alignment on
regular time series (class ts) I have ever needed.
Martin
ML == Markus Loecher [EMAIL PROTECTED]
on Thu, 28 Jun 2007 11:10:51 -0400 writes:
ML Dear list members, I switched from Splus to R a few
ML years ago and so far found no functionality missing.
ML However, I am struggling to find the equivalent align()
ML function for time series. I did find some reduced
ML functionality such as alignDailySeries in
ML package:fCalendar but the full capability of aligning
ML two timeseries seems to be missing. Could this be true
ML ? I am sure there must be a need for this useful
ML function. Any help would be greatly appreciated.
ML Thanks !
ML Markus
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Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
[R] align() function missing in R ?
Dear list members, I switched from Splus to R a few years ago and so far found no functionality missing. However, I am struggling to find the equivalent align() function for time series. I did find some reduced functionality such as alignDailySeries in package:fCalendar but the full capability of aligning two timeseries seems to be missing. Could this be true ? I am sure there must be a need for this useful function. Any help would be greatly appreciated. Thanks ! Markus __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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