eXtensible Time Series

Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.


News

Changed in xts 0.8-1:

o Dependency now on 1.7-0 or better of zoo (R-forge at present) This build now links to C code moved from xts to zoo. At present this is only for zoo_lag (used in lag and lagts)

Changes in xts 0.7-5:

o try.xts and reclass now are more efficient on xts objects, no longer appending a .RECLASS attribute. This penalty (copying) is shifted to classes that are internally converted to xts.

Changes in xts 0.7-4:

o internal attributes of index are now maintaining timezone (tzone), time class (tclass) information.

o [.xts method is now using new C code. This may revert back as character-based objects are not supported. Changed for future code refactoring into zoo, as well as performance gains on integer, double and logical values. Also added in checks for NAs. drop=TRUE now works correctly in all known applications.

o (cbind)merge.xts and rbind.xts now copy index attributes to handle internal changes to index characteristics (in C code)

o indexTZ.Rd updated to provide information regarding internal changes. Also indexTZ<- is now exported to facilitate timezone changing of xts objects.

Changes in xts 0.7-1:

o subsecond ISO8601 subsetting on dates before 1970 (epoch) is disabled. This is due to a bug in the R implementation of POSIX handling of fractional seconds pre-1970. 10 microsecond granularity is still functional for all other times. Thanks to Andreas Noack Jensen for the early bug report.

o new 'tzone' arg in xts constructor and 'tz' in .parseISO8601 allows for future support of non-system TZ dependent indexing

o internal index attribute (numeric) now can have attributes set (tzone is currently the only one used in xts). These should remain during all xts operations. Still experimental.

o naCheck has been exposed at the C level for use in packages "LinkingTo: xts". See ?xtsAPI for more details.

Changes in xts 0.7-0:

o A new NEWS file.

o print.xts now passes ...

o endpoints speedup and bug fix (thanks Ismail Onur Filiz)

o na.omit bug on logical and NaN fixes (thanks Fabrizio Pollastri and Koert Kuipers)

o fromLast=FALSE for na.locf.xts. Matching to zoo. (thanks to Sandor Benczik)

o LGLSXP support in leadingNA (R fun naCheck)

o fixed logical and NA 'j' subsetting. Thanks Koert Kuipers.

o as.xts and as.timeSeries fixes for timeSeries changes

o merge and subset now support dimensionless xts (non-standard). merge segfault fixed when merging all 3 or more zero-width xts objects and only zero-width objects. Thanks to Koert Kuipers for the report.

o added which.i to [.xts to return i values found via ISO8601 subset string

o new lines.xts and plot.xts, similar to methods in zoo

o lastof now has sec to 10 microsecond precision, and subsec arg to append to secs.

o xts() further consistency in NROW/index check

o align.time error checks for positive n= values (thanks Brian Peterson)

o toPeriod updates in C, almost exported. ~600-1200x faster

o new lag_xts in C. Increased speed and index flexibility.

o endpoints 'days' bug fix

o .makeISO8601 function to create ISO8601 compliant string from xts objects

Reference manual

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