[R] align() function missing in R ?

Prof Brian Ripley ripley at stats.ox.ac.uk
Fri Jun 29 09:52:17 CEST 2007


On Fri, 29 Jun 2007, Martin Maechler wrote:

> Hi Markus,
>
> You can't assume that a typical R users knows much about S+.
> "R has been beyond S+ for a long time"
>   {{ :-) :-) please Insightful staff, don't start to jump at me !}}
> Even I, as a very long time S and Splus user (of the past:
> 1987--~1997), have never, I think, used align().
>
> Can you give *reproducible examples* of what  align() does for you?
> Then, kind R users will typically show you simple ways to achieve the
> same.
>
> Also: R is Free Software (i.e. open source and more), so
>      we'd be happy to accept offers of an align() function that
>      behaved compatibly (``or better'') than the S-plus one.
> Note however that you'd typically not be allowed to copy the
> S-plus implementation.

align() relates to the S4 time series classes introduced in S-PLUS 5 (or 
so, after 1997).  There are no comparable classes in base R, but there are 
in some of the addon packages - fCalendar has already been mentioned and 
there are others (see the CRAN Econometric task view).

window, ts.union and ts.intersect have done all the alignment on regular 
time series (class "ts") I have ever needed.

>
> Martin
>
>
>>>>>> "ML" == Markus Loecher <markus at insightfromdata.com>
>>>>>>     on Thu, 28 Jun 2007 11:10:51 -0400 writes:
>
>    ML> Dear list members, I switched from Splus to R a few
>    ML> years ago and so far found no functionality missing.
>    ML> However, I am struggling to find the equivalent align()
>    ML> function for time series. I did find some reduced
>    ML> functionality such as alignDailySeries in
>    ML> package:fCalendar but the full capability of aligning
>    ML> two timeseries seems to be missing.  Could this be true
>    ML> ? I am sure there must be a need for this useful
>    ML> function.  Any help would be greatly appreciated.
>
>    ML> Thanks !
>
>    ML> Markus
>
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> and provide commented, minimal, self-contained, reproducible code.
>

-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



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