New libraries

NAMESPACE

@@ -262,6 +262,7 @@ export(to_tscollection)
 export(trigonometric_variables)
 export(ts_adjust)
 export(ts_interpolate)
+export(tsdata_of)
 export(tsmoniker)
 export(ucarima_canonical)
 export(ucarima_estimate)

R/timeseries.R

@@ -282,3 +282,26 @@ data_to_ts<-function(s, name){
   jtscoll<-.jcall("jdplus/toolkit/base/r/timeseries/TsUtility", "Ljdplus/toolkit/base/api/timeseries/Ts;", "makeTsCollection", jmoniker, type)
   return (jtscoll)
 }
+
+#' Title
+#'
+#' @param values Values of the time series
+#' @param dates Dates of the values (could be any date inside the considered period)
+#'
+#' @return A ts object. The frequency will be identified automatically and missing values will be added in need be.
+#' The identified frequency will be the lowest frequency that match the figures.
+#' The provided data can contain missing values (NA)
+#' @export
+#'
+#' @examples
+#' # Annual series
+#' s<-tsdata_of(c(1,2,3,4), c("1990-01-01", "1995-01-01", "1996-01-01", "2000-11-01"))
+#' # Quarterly series
+#' t<-tsdata_of(c(1,2,3,NA,4), c("1990-01-01", "1995-01-01", "1996-01-01", "2000-08-01", "2000-11-01"))
+tsdata_of<-function(values, dates){
+    jtsdata<-.jcall("jdplus/toolkit/base/r/timeseries/TsDataCollector", "Ljdplus/toolkit/base/api/timeseries/TsData;",
+                    "of", as.numeric(values), as.character(dates))
+
+    return (.jd2r_tsdata(jtsdata))
+
+}