[R] inter-timeseries correlation or corrections

[Tim Michelsen]

Hello,
I am currently working in the field of climate and environmental data 
analysis which is a lot founded on the analysis, preparation and 
combination of time series.

About a bit more than one year ago I started to use python and the 
marvellous timeseries module [1]. Which offers a very convenient way to 
handle time series. This decision bases also on some experiences of 
other users [2].
Recently, I got drawn to R because the statistical functions in python 
are still in somewhat development. On my to do list is a result based 
comparison for some use cases. I am still new to R but hope to use it 
more often through the Rpy interface.


For an actual project I would like to use a function to apply the 
distribution characteristics of a short-time series  on a modelled 
long-term time series which encloses the shorter one.

Which functions/libraries can you suggest?
Is there already a use case for this?

Thanks and kind regards,
Timmie

[1] http://pytseries.sourceforge.net/
[2] time series: Python vs. R - 
http://article.gmane.org/gmane.comp.python.scientific.user/14393