xts
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joshuaulrich
Extensible time series class that provides uniform handling of many R time series classes by extending zoo.
When `apply.monthly` in a `xts` multivaluate time series (with more than one column) `apply.monthly(xts.ts, sum)` returns a one column time series but `apply.monthly(xts.ts, mean)` returns the same number of columns...
@harvey131 discovered an unused environment variable in `.rbind.xts()` in #313. So it would be a good idea to check for similar issues in all other unexported functions. That will avoid...
### Description One of the great advantages of `xts` is its flexibility in indexing the observations with dates and so. However, I found a strange behaviour after I change the...
Do we need `stopifnot(is.xts(object))` in a xts method? ```r body(xts:::na.locf.xts) { stopifnot(is.xts(object)) maxgap
### Description I'd like to experiment with some analytics using alternate sampling frequencies. 2 examples are variants on 4 week periods, with periods always ending on Fridays. ```r z
``` r library(xts) set.seed(1234) xx [,1] #> 2019-06-01 -1.2070657 #> 2019-06-02 0.2774292 tail(xx, 2) #> [,1] #> 2030-08-12 1.7300719 #> 2030-08-13 -0.2922716 # expected starting date 2020-12-31 xx[endpoints(xx, on =...
`rollapply` does not work for `xts` when the `width` parameter is a numeric vector. The following example should compute the cumulative sum, but instead does nothing: ```r my_xts
### Description Wrong description of the period.apply function returned value in the xts package user's manual ### Expected behavior It is said that one should get "A vector with length...
### Description Are you willing to accept a pull request for functions to compute the rowMeans / rowSums on xts objects and return the object as an xts object? ###...
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Extensible time series class that provides uniform handling of many R time series classes by extending zoo.