[R] Spectral density estimations for irregular time-series

Valery Khamenya khamenya at gmail.com
Sun Nov 22 19:23:34 CET 2015


Hi,

I fail to find libraries to estimate the spectral density for irregular
time-series.

This entry from "CRAN Task View: Time Series Analysis":

  [...]Various packages implement irregular time series based on "POSIXct"
time stamps, intended especially for financial applications. These include
"its" from its, "irts" from tseries, and "fts" from fts.  [...]

is rather not that much helping.

best regards
--
Valery

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