[R] calendar-based time-series in R

Satoshi Takahama takahama at andrew.cmu.edu
Sat Nov 6 22:51:56 CET 2004


I am trying to switch to R from S-PLUS 6.1, and one problem I am having is 
using R for manipulation of calendar-based time-series. In S-PLUS, I 
commonly use the functions timeSequence(), timeDate(), and timeSeries() to 
align/average/aggregate data; and I also do a lot of plotting of 
time-series data (with calendar-based labels on the x-axis).

I was wondering if anyone is familiar with the S-PLUS functions and ways 
to perform the same tasks I mentioned above in R. From what I can gather 
in the documentation and previous help messages , the 'its' package can 
provide the same functionalities, but I am not clear on the functions and 
structure of the data that would correspond to those in S-PLUS. If I am 
incorrect in my assessment of the 'its' library, I would appreciate any 
advice on effective ways in which calendar-based time-series can be 
treated in R.

Thank you very much,
Satoshi Takahama
Carnegie Mellon University
Dept. of Chemical Engineering
Pittsburgh, PA 15213

More information about the R-help mailing list