Interface the 'xts' API via 'Rcpp'

Access to some of the C level functions of the 'xts' package. In its current state, the package is mostly a proof-of-concept to support adding useful functions, and does not yet add any of its own.

RcppXts: Rcpp interface to xts

About

This package accesses the exported C-level functions of the xts package. By using Rcpp, it permits creation of xts objects directly at the C++ level, and via access to the xts core functions also make some of these core operations available from their C API level.

Status

The package is still mostly a proof-of-concept and illustration---but builds and works reliably, and has been on CRAN for some time.

Author

Dirk Eddelbuettel

License

GPL (>= 2)