I'd like to voice my opinion on a few things:
1) there are a few cases when a certain function may conceivably behave in 
either of two ways: sort up/down, reverse rows/cols etcetera. In all these 
cases, having a policy might be nice (although it could also be a little 
bureaucratic, but still). Possible policies are:
 	a) two functions (sort()/dsort())
 	b) one function with optional boolean switch (sort(a)/sort(a,1))
 	c) one function with some userland tricks (sort(a)/-sort(-a))
My personal ordering (best to worst) is b-c-a, but I'm open to change my 
mind. I'd like to make one exception, though: I like ok() and missing(), I 
use them both and scrapping one of the two would imply me having to go 
over quite a few scripts. Besides, something like ok(x, 1) yielding 1 if 
the corresponding observation is missing strikes me as bizarre to say the 
least.
2) pergm: ok, nice to have; we already had fft(), but I agree pergm is 
handier if all you need is the periodogram (no lame Beatles jokes, 
please). And 2 columns is better than 3. But IMO this is where we must 
stop. You don't want all the ordinates? Fine, select the rows you want 
from the output. You want Bartlett smoothing? Fine, get column 2 from the 
output and pre-multiply it by the appropriate matrix. I'm not overly 
enthusiastic of functions that do everything for you. The point of having 
a function for something is IMO to take the hard part of the task and 
carry it out silenly, efficiently and asking the user as few questions as 
possible. The rest is for you to do.
3) makemask is nice to have IMO. Sometimes you need to convert a series to 
a matrix and then back to a series. If there are NAs in the original 
series, the matrix will have less rows than $nobs and "makemask" 
helps to map it back to a series.
4) string functions: I don't have strong opinions on strcmp vs "==". 
strncmp is also fine by me. But what I'd really like to see is the 
equivalent of C scanf().
Thus spake the lurker!
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti