tseries

[Martyn Plummer]

On 15-Jul-99 Adrian Trapletti wrote:
> Martyn Plummer wrote:
>> I am writing to ask if you would like to merge the two libraries
>> together. The primary design goal of bats is compatibility with S-PLUS,
> 
> Even if I would like to, it would not be easy for me because I don't have
> access to any S-PLUS.

Oh.
 
> To the R developpers: Is that a primary design goal?

A delicate question. Some people have strong views on compatibility, but
I think it is safe to say that compatibility with S considered a good thing
as it makes it easier to port existing S code to R, and that on that basis
incompatibilities are considered bugs, unless there is a good reason for
doing something differently.

However, here we are talking about the PLUS part of S-PLUS, for which there
are fewer precedents, and it may even be good politics to do things differently.

>>
>> which may not be what you want. In any case, both libraries are GPL so
>> you are free to use any of the code. Please have a look at bats and
>> tell me what you think.
>>
>> Martyn
> 
> I compared the acf functions of both "bats" and "tseries":
> 
>> x<-rnorm(10000)
>> library(bats)
>> x<-rnorm(10000)
>> system.time(a<-acf(x,1000))
> [1] 15.70  0.02 31.00  0.00  0.00
>> library(tseries)
>> system.time(a<-acf(x,1000,pl=F))
> [1] 0.29 0.00 1.00 0.00 0.00
>>
> 
> I think, to achieve a better performance you should avoid loops of the
> order of the length of a usual data set. It makes your routines very slow.

Ouch! I know that acf isn't very efficient, but on the other hand I have
never wanted to calculate the acf to this order, and if I did I would
certainly use fft too.
 
> Though I think we should here some opinions about the design of a time
> series library and then we can discuss about merging any parts or splitting
> some programming work for THE R time series library.
> 
> Thanks
> 
> Adrian

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