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diff --git a/examples/R/load_dataset.R b/examples/R/load_dataset.R
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+#' ---
+#' title: Example code to load a TCPD time series
+#' author: G.J.J. van den Burg
+#' date: 2020-01-06
+#' license: See the LICENSE file.
+#' copyright: 2019, The Alan Turing Institute
+#' ---
+
+library(RJSONIO)
+
+load.dataset <- function(filename)
+{
+    data <- fromJSON(filename)
+
+    # reformat the data into a data frame with a time index and the data values
+    tidx <- data$time$index
+
+    cols <- c()
+
+    mat <- NULL
+    for (j in 1:data$n_dim) {
+        s <- data$series[[j]]
+        v <- NULL
+        for (i in 1:data$n_obs) {
+            val <- s$raw[[i]]
+            if (is.null(val)) {
+                v <- c(v, NA)
+            } else {
+                v <- c(v, val)
+            }
+        }
+        cols <- c(cols, s$label)
+        mat <- cbind(mat, v)
+    }
+
+    mat <- cbind(tidx, mat)
+    colnames(mat) <- c('t', cols)
+
+    df <- as.data.frame(mat)
+    return(df)
+}