[R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.

[Andrew Piskorski]

On Sun, Jan 20, 2008 at 09:55:40AM -0600, Joe W. Byers wrote:
> I am soliciting your opinions on the different time series objects as to 
> which you prefer, or which you do not prefer.  I have been using 

I don't know anything about which R time series packages are better
(or for what), but I do have a list of some of the ones that exist:

    zoo: http://cran.r-project.org/src/contrib/Descriptions/zoo.html
    dse: http://www.bank-banque-canada.ca/pgilbert/
    its: http://cran.r-project.org/src/contrib/Descriptions/its.html
   urca: http://cran.r-project.org/src/contrib/Descriptions/urca.html
    ast: http://sirio.stat.unipd.it/index.php?id=libast
tseries: http://cran.r-project.org/src/contrib/Descriptions/tseries.html
   tsa2: http://www.stat.pitt.edu/stoffer/tsa2/index.html
         http://www.amazon.com/Time-Analysis-Its-Applications-Statistics/dp/0387293175/
RTisean, tsdyn, and tserieschaos:
  http://antonio.fabio.googlepages.com/rprojects
And even more via 'label:timeseries' on Google Code:
  http://code.google.com/hosting/search?q=label:timeseries&filter=0

And here's my super-short summary of what others have said elsewhere
in this thread:

- zoo and/or xts are good.
- zoo and/or xts basically make ts and tseries obsolete.
- Rmetrics' timeSeries is useful but has certain problems.

Useful hints!

-- 
Andrew Piskorski <atp at piskorski.com>
http://www.piskorski.com/