xts
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joshuaulrich
Extensible time series class that provides uniform handling of many R time series classes by extending zoo.
The first endpoint is being assigned to the first record, regardless of time. In the following example the record with time 04:01 ends up not aggregated in the processed xts...
I recently found that the time-series generated via `xts` method (`timeBasedSeq`) is either at a default rate of 1 hour or 1 minute or 1 second. Can you extend the...
The _Examples_ section of `?timeBasedSeq` has the code below, which returns the following result. But it should return a 100-element vector of POSIXct datetimes in 1-minute invervals. ``` r R>...
The issue below is for xts 0.9. Please consider the following example ``` library(xts) data = data.frame(a=1:5, b=11:15, ts=as.POSIXct(1:5, origin='2015-10-10')) data = xts(data[,c('a', 'b')], order.by=data$ts) ends = endpoints(data, 'seconds', 2)...
Not a bug per se, but an inconsistency in names handling which caught me by surprise. Here's all right: ``` data(sample_matrix) sample.xts
While is posible to select one single element of a `xts` object with single square brakets: ``` library(xts) data(sample_matrix) sample.xts
Seems `merge` only preserves `xtsAttributes` of the first series: ``` r > x y z xtsAttributes(x) $a1 [1] "x_attribute" > xtsAttributes(y) $a2 [1] "y_attribute" > xtsAttributes(z) $a1 [1] "x_attribute" >...
An xts with 770K rows, takes about 40s (at 100% CPU, but memory use does not grow) to do this: ``` lag(x$High, k = -(0:12)) ``` It is implemented as:...
I expect the inner join (and possibly the right join) to return the two matches, but neither do. ``` r x
Submitted by: Alexander Sergeev Assigned to: Nobody [R-Forge link](http://r-forge.r-project.org/tracker/index.php?func=detail&aid=1548&group_id=118&atid=516) `periodicity$frequency` yields number of minutes when it guesses periodicity to be in minutes and seconds otherwise which might lead to potential...
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Extensible time series class that provides uniform handling of many R time series classes by extending zoo.