time series library?

Paul Gilbert has informed me of his DSL library for time series
functions.
However, it does not work for the Windows 95/98 version of R.
He says that this work entails compiling the fortran into
the appropriate DLL but he neither has the tools nor the
expertise to do this.  Has anybody on the list done this already?

Those tools are publically available, and how to do this is documented in
the distribution of that version of R. You have a PC: why not do the port
yourself and donate your work to the R community?

Or has anybody at least been able to just write some code
for performing some basic time series models, e.g. exp. smooth,
ARIMA modeling, etc?

Those tools are planned for R in due course. But the effort in making
them reliable and documenting them is very considerable. The tasks are
a lot less basic than you appear to believe.  Expect something on a
6-month horizon, not sooner.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

I am (on windows) trying to compile a s-plus package, and get the following error:

(from the linker) undefined references dgefa_
                                                          dgesl_

those are in Linpack.h, without the underscores. The code are fortran. What to do
to
get rid lof the underscores so the right symbols can be found?


Kjetil Halvorsen




-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

I am (on windows) trying to compile a s-plus package, and get the following error:

(from the linker) undefined references dgefa_
                                                          dgesl_

those are in Linpack.h, without the underscores. The code are fortran. What to do
to
get rid lof the underscores so the right symbols can be found?

Kjetil,
  I have no much time to test this. But, (under Linux) I went to the 
  R-0.63.3/src/appl directory (where Linpack code lives) and then did a
  > grep dgesl *.f
  No 'dgesl' was found . Hence, my hypothesis is that 'dgesl' 
  is listed in Linpack.h but not included in R. 
  Under Windows, to understand if this is true, you should go to the 
  gnuwin32 directory and then do something like
  > grep dgesl R.exp
or, better,
  > nm libR.a | grep dgesl
  [R.exp lists the symbols exported by R.dll, libR.a is the 'import
   library' for R.dll]
  If no dgesl is shown, I suspect that you have to
  download Linpack and add the files defining dgesl and the other
  function to the package source.

  guido
  
  (ps) Problem is not in the underscore, I think. The underscore
  is appended by the g77 compiler, but the F77_SYMBOL declaration
  in Linpack.h is there to cope with it.
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._