tseries

Martin Maechler Martin Maechler <maechler@stat.math.ethz.ch>
Mon, 19 Jul 1999 18:30:34 +0200


>>>>> On Thu, 15 Jul 1999 18:30:12 +0200 (CEST), Martyn Plummer <plummer@iarc.fr> said:

    Martyn> On 15-Jul-99 Martin Maechler wrote:
    >> - Of course, it is *the wise thing* to use FFT for acf -- for the
    >> case of no NAs.. [and I think the NA case should be handled as well,
    >> and for small no-NA series that straightforward method will probably
    >> be faster than FFT as well ].

    Martyn> This reminds me of a request I have been meaning to make.

    Martyn> S-plus time series functions normally use only the longest
    Martyn> contiguous portion of the series with no missing values. I
    Martyn> think a good way to implement this would be to have an
    Martyn> "na.omit" method for time series, but this isn't a generic
    Martyn> function in R (It is in SPLUS 3.3). Could this be changed?

Yes.
Just committed (R-devel, i.e. pre 0.65); similarly for na.fail().

Martin
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