tseries contains a class for irregularly spaced time series

Adrian Trapletti adrian.trapletti at lmttrading.com
Tue Mar 4 17:37:20 CET 2003


A new version of tseries (0.9-10) has been uploaded to CRAN. The new
version contains the class "irts" for irregularly spaced time series.
Irregular time series are basically time series where each observation
(uni- or multivariate) has a time-stamp represented by an object of
class "POSIXct". It provides some basic functionality such as reading
and writing irregular time series from files, or plotting, printing,
subscripting, and interpolating irregular time series. This is a first
version of the class "irts" and I very much welcome feedback.

best
Adrian

--
Dr. Adrian Trapletti             Phone :             +41 (0) 1 994 5631
Trapletti Statistical Computing  Mobile:             +41 (0)76 370 5631
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