[R] Spectral density estimations for irregular time-series

Valery Khamenya khamenya at gmail.com
Mon Nov 23 11:04:28 CET 2015

Jeff, many thanks for your answer.

On Sun, Nov 22, 2015 at 8:40 PM, Jeff Newmiller
<jdnewmil at dcn.davis.ca.us> wrote:

> Since you seem to have trouble reading (the Posting Guide warns you to post here using plain text format emails.. doing so will be to your benefit when we can see what you posted clearly),

the body of the email sent by me has had both plain-text and html
representations. I found no clear confrontation with the Posting Guide
for this case.

> perhaps it is not clear to you that the Task View is referring to contributed packages that have their own documentation.

that's clear. To my understanding primary purpose of a Task View is
giving a (over)view about the R-packages that one could use while
addressing the respective task. The Task View this time was not enough
to locate the needed package, so I had to admit I need a help. If the
r-help mail-list isn't the right place to ask for a help to locate a
relevant R-package then I'm a bit confused, but would kindly ask for
redirecting me to a mail-list that is more relevant for my question.

> Also, please be aware that a significant hurdle to applying spectral analysis in any calculation tool is familiarity with the underlying theory. Doing so with irregular samples is going to be even more challenging, and this is not an appropriate forum for learning such topics.

I do confirm, that my focus was and is to locate an R-package that
provides at least one function in its API to estimate power spectrum
for the irregular time series.

kind regards and thanks in advance for any help,

> On November 22, 2015 10:23:34 AM PST, Valery Khamenya <khamenya at gmail.com> wrote:
>> 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
>>  [[alternative HTML version deleted]]
>> ________________________________
>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
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>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
> --
> Sent from my Android device with K-9 Mail. Please excuse my brevity.

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