From Martin Maechler <maechler@stat.math.ethz.ch>  Thu Jul 15 17:04:09 1999
From: Martin Maechler <maechler@stat.math.ethz.ch> (Martin Maechler)
Date: Thu, 15 Jul 1999 18:04:09 +0200
Subject: tseries
In-Reply-To: <378DFBF9.FE784F5E@wu-wien.ac.at> (message from Adrian Trapletti
 on Thu, 15 Jul 1999 15:19:22 +0000)
References: <XFMail.990715163125.plummer@iarc.fr> <378DFBF9.FE784F5E@wu-wien.ac.at>
Message-ID: <199907151604.SAA10786@sophie.ethz.ch>

Dear Adrian (and everyone else),

to the same topic,
I've got a file "tseries-comments" five days old that I never got around
polishing before sending to you :

>> Thank you very much for the functionality !
>> 
>> - tsparam : not the best name for that class.. ???
>> 
>>    ybnd : should be allowed to have EITHER length 1 of length = length(x)
>> 
>>    --> my patched version
>> 
>> - plot.tsparam: 	use 'type = "h"'  as default!
>> 
>> - acf, pacf :
>> 
>> 	are *one* function in S-plus,
>> 
>> 	use 'plot = T', not 'pl = T'  as argument
>> 			(in line with several other R functions !)
>> 
>>   --> other small improvements...
>> 
>>   {including:  instead of  rep(0, nnn),  use numeric(nnn) }
>> 
>>    --> my version
>> [[ I'll send this in private to Adrian ]]

As you see, 
some of these 5day old comments are in line with Martyn's 
(he is Martyn, I am Martin). 

A few thoughts :

- Yes, we want to be S(-plus) compatible as long as it is not too hard or
  there are not good reasons against compatibility.
 
  Particularly,  acf(), spec.pgram(),  spectrum(), ar(), ar.yw()
  should have compatible argument names [at least for the important ones]
  to make it easy to many users moving from S to R (;-).

- Of course, it is *the wise thing* to use FFT for acf -- for the case of no
  NAs.. [and I think the NA case should be handled as well, and for small
        no-NA series that straightforward method will probably be faster
	than FFT as well ].

- I'd very much appreciate if Martyn and you and Paul G. 
  (and Brian and Ross and ... 
   and me, we also have a few improvements on S-plus laying around here)
  could coordinate to produce ``the real'' time series package for R.

- As a matter of fact, I hope that some of the functions would become part
  of "Core R" (such as e.g. "modreg" is base of "Core R"),
  since e.g., the availability of  acf()  should not depend on having a
  contributed package installed on top of "Core R".

Thanks once more to all the "time series" coders !
Martin

Martin Maechler <maechler@stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum SOL G1	Sonneggstr.33
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1086			<><
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tseries
Martin Maechler