tseries

Dear Adrian,

Thank you for providing your time series library for R. I have been
working on a time series package myself, with help from Paul Gilbert. It
is called "bats" (doesn't stand for anything except possibly "basic time
series") and can be found in the devel directory on CRAN.

The "bats" library was a collection of S-PLUS compatibile functions
that I needed for my "coda" package. With a little encouragement from
Paul, I split these off into a separate package and developed them into
more-or-less full clones of the S-PLUS functions. There are a couple of
functions yet unwritten (autoregressive estimation via Burg's algorithm
and spectral density estimation from fitting ar models) and this is the
only reason why the package is in the "devel" directory.

I am writing to ask if you would like to merge the two libraries
together. The primary design goal of bats is compatibility with S-PLUS,

which may not be what you want. In any case, both libraries are GPL so
you are free to use any of the code. Please have a look at bats and
tell me what you think.

Martyn

x<-rnorm(10000)
library(bats)
x<-rnorm(10000)
system.time(a<-acf(x,1000))

library(tseries)
system.time(a<-acf(x,1000,pl=F))