[R] Cleaning a time series

2008-05-23 Thread tolga . i . uzuner
Dear R Users,

Was wondering if anyone can give me pointers to functionality in R that 
can help clean a time series ? For example, some kind of 
package/functionality which identifies potential errors and takes some 
action, such as replacement by some suitable value (carry-forward, average 
of nearest, what have you) and reporting of errors identified.

I did search Google for R cran time series clean outlier and various 
permutations but did not come across anything.

Thanks,
Tolga

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Re: [R] Cleaning a time series

2008-05-23 Thread Gabor Grothendieck
The zoo package has six na.* routines for carrying values
forward, etc.

library(zoo)
?zoo

describes them.  Also see the vignettes.

On Fri, May 23, 2008 at 6:55 AM,  [EMAIL PROTECTED] wrote:
 Dear R Users,

 Was wondering if anyone can give me pointers to functionality in R that
 can help clean a time series ? For example, some kind of
 package/functionality which identifies potential errors and takes some
 action, such as replacement by some suitable value (carry-forward, average
 of nearest, what have you) and reporting of errors identified.

 I did search Google for R cran time series clean outlier and various
 permutations but did not come across anything.

 Thanks,
 Tolga

 Generally, this communication is for informational purposes only
 and it is not intended as an offer or solicitation for the purchase
 or sale of any financial instrument or as an official confirmation
 of any transaction. In the event you are receiving the offering
 materials attached below related to your interest in hedge funds or
 private equity, this communication may be intended as an offer or
 solicitation for the purchase or sale of such fund(s).  All market
 prices, data and other information are not warranted as to
 completeness or accuracy and are subject to change without notice.
 Any comments or statements made herein do not necessarily reflect
 those of JPMorgan Chase  Co., its subsidiaries and affiliates.

 This transmission may contain information that is privileged,
 confidential, legally privileged, and/or exempt from disclosure
 under applicable law. If you are not the intended recipient, you
 are hereby notified that any disclosure, copying, distribution, or
 use of the information contained herein (including any reliance
 thereon) is STRICTLY PROHIBITED. Although this transmission and any
 attachments are believed to be free of any virus or other defect
 that might affect any computer system into which it is received and
 opened, it is the responsibility of the recipient to ensure that it
 is virus free and no responsibility is accepted by JPMorgan Chase 
 Co., its subsidiaries and affiliates, as applicable, for any loss
 or damage arising in any way from its use. If you received this
 transmission in error, please immediately contact the sender and
 destroy the material in its entirety, whether in electronic or hard
 copy format. Thank you.
 Please refer to http://www.jpmorgan.com/pages/disclosures for
 disclosures relating to UK legal entities.
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