Hi Ted,
hopefully the following information gets you started:
Ted wrote:
What I want to do is extract time series data from a database(say, PostgreSQL
or MySQL - I routinely use both), analyse it, and put a selection of the
statistical results into specific tables.
Check the following document:
http://cran.r-project.org/doc/manuals/R-data.html
The R Data Import/Export Manual. There is a section on Relational Databases.
Please check also the available packages here:
http://cran.wustl.edu/web/packages/index.html (or from any other CRAN
mirror).
There is, for example, a package called RMySQL which will probably help
you (but there are also others RODBC, DBI, RSQLite, DBI, ...)
There is even a special interest group for databases (R-SIG-DB).
For example, suppose I have daily values for several variates. One thing I
might try is to fit a cubic spline to the data,
Please check also the listing of available packages (URL given above).
There seem to be quite a few spline-related packages. Please note that
there is a function
smooth.spline
included in the packages 'stats' (part of the standard installation of R)
I hope this helps,
Roland
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