[R] Holt-Winters code in R or S?

[Prof Brian Ripley]

On Tue, 20 Feb 2001, M. Edward (Ed) Borasky wrote:

> On Tue, 20 Feb 2001, John Aitchison wrote:
>
> > I think this raises the issue , attention BR and the core development
> > team, as to whether there is a role for a repository of "slop code" .. use
> > at your own risk, probably not a lot of documentation,  not a full fledged
> > package, perhaps slightly "disreputable", a sort of relaxed and
> > comfortable approach and hey, why not?... if there is no right answer to
> > an ill-specified question, then maybe it is sensible to admit some other
> > approaches.

This has been discussed (e.g. by Kurt and I last November) and will come
up again at the R-core meeting next month.  It's a delicate cost-benefit
analysis:  it would be useful, it has some administrative costs, and
also costs in encouraging `sloppy' coding practices.

On the specific point, I would be happy to add general Holt-Winters code
to package ts, if anyone has code they think suitable or near to suitable.
(Sorry, I have not been following this thread closely.)   In the plans for
ts are Harvey's structural models, which subsume this.  It is possible
that I can make use of some code written by expert econometricians to
short-circuit that.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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