similar to: New package: irregular time-series (its)

Displaying 20 results from an estimated 5000 matches similar to: "New package: irregular time-series (its)"

2003 Jun 06
3
irregular time-series
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
2003 Sep 01
2
readcsvIts() to create irregular time series
Dear, Thanks for the previous tips about 'its' for importing the following data. 5/10/1998,7 5/11/1998,5 5/12/1998,2 5/14/1998,1 5/15/1998,1 5/19/1998,1 5/20/1998,1 1. When using the following command; test<-readcsvIts('Fires98.csv',informat=its.format("%m/%d/%Y"),header=FA LSE) the function reads in the data from the csv file as; V2 05/10/1998 7
2003 Jul 09
2
Packages, generics, S3 and S4
My question has two parts. The first is with regard to the frame or environment in which generic functions are defined in packages. It seems as though they are defined (i.e. exist as objects) in frame 1, even when defined in a package. The following is a short example: setClass("track",representation(x="numeric",y="numeric")) plotTrack <- function(x,y,...)
2004 Feb 26
2
package 'stats' needs import directive for 1.9.0?
I maintain the Irregular Time Series (its) package on CRAN. I am currently testing a release. Under 1.8.1 I am able to define a S4 generic 'start' as follows: if(!isGeneric("start")) {setGeneric("start", useAsDefault=start)} Under 1.9.0, Rcmd check generates an error, as 'start' is not recognised. If I use the NAMESPACE directive IMPORT, all is well:
2004 Oct 25
1
copyright issues when package maintainer changes
I will be taking over as maintainer of the its package from Giles Heywood. The code was originally written while he was working at Commerzbank. I have added the header below to the top of the R source file to indicate the changes in the copyrights for the code. The package was originally released under GPL2. I have no experience with copyright issues, and would appreciate it if someone who does
2003 Nov 04
2
Object saved from 1.7.1, loaded in 1.8.0
I am having difficulty using in 1.8.0 an object created under 1.7.1. The following is a 'minimal example' of the issue. First the part in 1.7.1: > require("methods") [1] TRUE > setClass("foo",representation("vector",label="character")) [1] "foo" > x <- new("foo",1:2,label=LETTERS[1:2]) >
2001 Nov 28
1
Assignment to a list in a function
Assignment to a list in a function does not behave as I would expect. The following function illustrates the point #---------------------------------------- temp _ function() { nf _ 2 ns _ 5 z _ vector("list",ns) x _ matrix(NA,nrow=ns,ncol=nf) for(j in 1:ns) { for(i in 1:nf) { x[,i] _ i+j*100 } z[[j]] _ x print(z[[j]]) } z }
2004 Jan 08
3
S3, S4, namespace
I have encountered an issue which I have been unable to resolve, involving an S3 generic (print) being declared S4 generic in a package, and the method being exported. This all works fine - the problem occurs when I try to import the method to another package. Here is the bit that works fine. ------------- #the .r file for package bar
2004 May 20
2
irregular time series
Background: OS: Linux Mandrake 9.1 release: R 1.9.0 editor: Xemacs 21.4 frontend: ESS 5.1.23 --------------------------------- Colleagues I have two time series (upwelling index and water temperature) of evenly spaced, daily data over 18 months, but the upwelling index series has a gap of about 2 months right in the middle of it. I want to do the acf, pacf, ccf, and a cross-spectral analysis
2002 May 28
1
constrained regression
I want to do a linear regression where the coefficients obey two linear constraints, and also are all non-negative. What is the best way to do this? Computational speed is a consideration as I must do it many times. When this question was asked previously on the list, quadprog was suggested - is this the best solution? (I may have missed something obvious in the documentation, but I have
2003 Sep 08
2
Yet another beginner question
Thanks for all the help on my earlier questions..... How do you plot a simple time series with unequal intervals? I have the following dateofpoll <- as.ts(c("6/1/02", "7/1/02", "10/1/02", "1/4/03", "1/25/03", "6/7/03", "7/16/03", "8/17/03", "9/4/03")) reelect <- c(51, 47, 49, 51, 49, 49, 46, 45, 40)
2004 Mar 03
1
match.call(), S4
I get different results from match.call(), according to whether a function is dispatched via S3 or S4. Specifically, when I use S4 dispatch in the following example, the match.call() result is of length 1 less than I expect. I need to add an extra comma to get the same results as in the S3 method. --------example setClass("foo",representation("matrix"))
2003 Feb 24
3
Test suites
I have a collection of functions, class definitions and methods which I would like to test systematically for their correctness after changes to their code, and also after major R revisions. I believe that the correct term for these systematic tests (as opposed to more informal tests) is a 'test suite'. Does anyone [apart from Pat Burns :-) ] have code, or templates, or specific
2003 May 21
2
"locked environment"
I have a class defined as an extension to matrix: fooCLASS <- setClass("foo",representation("matrix")) and define a method for a generic function (no problem): setMethod("diff",signature(x="foo"),diff.foo <- function(x){x}) but I get a different behaviour for another generic function: setMethod("lag",signature(x="foo"),lag.foo
2005 Apr 13
1
S4 extends a class, but .Data slot has different class
When I define an S4 class ("B" in the example below) that directly extends another ("A" in the example below) , which in turn directly extends another ("character" in the example below), I find that the slot does not have the class I specified in setClass(), it has the underlying class. Is this an intended feature? Briefly, the reason for using this type of
2003 Aug 21
2
Read date for timeserie object
Dear all, Is there a simple trick to read in data with the following format and create a Time Serie object of it? Date CountOfField2 5/10/1998 7 5/11/1998 5 5/12/1998 2 5/14/1998 1 5/15/1998 1 5/19/1998 1 5/20/1998 1 5/21/1998 1 5/24/1998 2 5/25/1998 1 5/26/1998 2 .... 2002 ... R should recognize that some dates are not available...(NA). You can define start and end date Ok, and frequency= 365
2003 Nov 11
3
Calendar Time Series
Hello, Does R have any facilities for calendar time series? I'm working with a 40 year long, daily time series and I would like to have each datum associated with a calendar date. I searched the R website and found several new packages for irregular time series but none for cts. By the way, I just installed 1.8.0 on Mac OSX and the installation was effortless! I also very much like
2004 Mar 29
9
Aggregating frequency of irregular time series
> S-Plus has the function AggregateSeries() whose name is self > explanatory. For instance one can derive monthly series from daily > ones by specifying end-of-period, averages, sums, etc. I looked for > a similar function in the packages "its" and "tseries", but found > nothing. I also help.searched() for aggregate to no avail. Would > anybody be so kind
2006 Jun 07
1
Help with selecting data from irregular time series {its} objects
If I understood correctly in irregular time series (its) objects, values are indexed by time stamps in POSIX format. But if I try to select the value of my time series corresponding to specific time stamp in the following way: x - its object i <- as.POSIXct("2006-05-19 15:30:00") x[i,] or x[i] or x[i,1] I get the error message: subscript out of bounds. If I use integers: x[1,1] it
2003 Sep 09
1
Changing Tick Marks for Date Plots
I have been experimenting with various approaches to plotting (irregular) time-series with reasonable success. One thing I have been able to do is change the number of tick marks on the axis. Consider the following simple example: > x <- as.data.frame(matrix(ncol=2,nrow=500)) > names(x) <- c("dates","values") > x$dates <- as.POSIXct(Sys.time()+1:500*86400)