Thank you for your responses, I should have given an example of the functionality I am looking for, here are three typical scenarios that I deal with a lot in my work:
- a regular timeseries with lots of missing values that I want to convert to the corresponding regular time series with mssing values replaced by NAs, e.g.: x = timeSeries(c(0.5,0.2,0.3,0.4,0.3,0.2,0.3), pos = c(1,2,5,8,9,12,14)); x.align = align(x, pos = 1:14, method = "NA"); - a regular timeseries at a coarse scale which I want to linearly interpolate to a finer time scale: x = ts(1:10, frequency = 4); x.align = align(x, frequency = 8, method = "interp") - an irregular timeseries which I want to linearly interpolate to a regular time grid: x = timeSeries(c(0.5,0.2,0.3,0.4,0.3,0.2,0.3), pos = c(1,2.5,3.2,4.1,5.7,6.5,7.3)); x.align = align(x, pos = 1:7, method = "interp"); I am wondering how to easily code such a function using only window, ts.union and ts.intersect. Thanks again, Markus At 03:52 AM 6/29/2007, Prof Brian Ripley wrote: >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 <[EMAIL PROTECTED]> >>>>>>> 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 >> >>______________________________________________ >>R-help@stat.math.ethz.ch mailing list >>https://stat.ethz.ch/mailman/listinfo/r-help >>PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >>and provide commented, minimal, self-contained, reproducible code. > >-- >Brian D. Ripley, [EMAIL PROTECTED] >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 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.