[R] large data sets of irregular time series

[stathisan]

Hi, I am trying to run several types of time series/statistical analysis on
large data sets of irregularly spaced time series. So far I have been
playing around with zoo, but for large data sets I run into memory problems.
Is there any package that offers support for such analysis? Or you think
bigmemory and ff packages would be the appropriate ones after some
manipulation of my time series data? Stuff that I am trying to do is fitting
VAR models, fitting univariate and multivariate GARCH models, construct
large correlation matrices (say 5000 time series each having 6000
observations) etc. 

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