Subject: CVS commit: pkgsrc/math/R-xts
From: Makoto Fujiwara
Date: 2023-06-01 14:52:39
Message id: 20230601125240.0B48BFA87@cvs.NetBSD.org

Log Message:
(math/R-xts) Updated 0.12.2 to 0.13.1

################################################################################
Changed in xts 0.13.1:

o Ignore attribute order in `all.equal()`. Attribute order shouldn't matter.
  That can be checked with `identical()`.

o Only call `tzone()` and `tclass()` once in `check.TZ()`. Calling these
  functions multiple times throws multiple warnings for xts objects created
  before the tclass and tzone were attached to the index instead of the xts
  object. (#306)

o Add instructions to update old objects. Old xts objects do not have tclass
  and tzone attributes on the index. Add a function to update the object
  attributes and add a note to the warning to show how to use it. (#306)

o Return 'POSIXct' if object has no 'tclass'. An empty string is not a valid
  'tclass', so it can cause an error.

o Add notes on `plot.xts()` nomenclature and structure. Also add ASCII art to
  illustrate definitions and layout. (#103)

o Remove 'tis' support. The implementation was not even a bare minimum, and
  it's not clear it even worked correctly. (#398)

o Register missing S3 methods and update signatures. With R-devel (83995-ish),
  `R CMD check` notes these S3 methods are not registered. It also notes that
  the signatures for `as.POSIXct.tis()` and `str.replot_xts()` do not match
  the respective generics.

  It also thinks `time.frequency()` is a S3 method because `time()` is a
  generic. The function isn't exported, so renaming won't break any external
  code. Thanks to Kurt Hornik for the report. (#398)

o Format each column individually before printing. The top/bottom rows could
  have a different number of decimal places and there are often multiple
  variying spaces between columns. For example:

                                close      volume          ma         bsi
      2022-01-03 09:31:00     476.470  803961.000          NA   54191.000
      2022-01-03 09:32:00     476.700  179476.000          NA   53444.791
      2022-01-03 09:33:00     476.540  197919.000          NA  -16334.994
                      ...
      2023-03-16 14:52:00    394.6000  46728.0000    392.8636  28319.4691
      2023-03-16 14:53:00    394.6500  64648.0000    392.8755  15137.6857
      2023-03-16 14:54:00    394.6500  69900.0000    392.8873  -1167.9368

  There are 4 spaces between the index and the 'close' column, 2 between
  'close' and 'volume', 4 between 'volume' and 'ma', and 2 between 'ma' and
  'bsi'. There should be a consistent number of spaces between the columns. Most
  other classes of objects print with 1 space between the columns.

  The top rows have 3 decimals and the bottom rows have 4. These should also be
  the same. (#321)

o Only convert printed index values to character. Converting the entire index
  to character is time-consuming for xts objects with many observations. It can
  take more than a second to print an xts object with 1mm observations.

o Make column names based on number of columns. The original code was a lot
  more complicated because it tried to account for truncating the number of
  printed columns. That functionality was removed because of how complicated
  it was. So now we can simply create printed column names from the number of
  columns. (#395)

o Fix `xts()` for zero-row data.frame. The `xts()` constructor would create an
  object with a list for coredata when 'x' is a data.frame with no rows. It
  needs to convert 'x' to a matrix and throw an error if 'x' is a list. (#394)

o Reduce instances when `dplyr::lag()` warning is shown. The warning was shown
  whenever it detected dplyr is installed, even if the user wasn't actively
  using dplyr. That caused an excessive amount of noise when other packages
  attached xts (e.g. quantmod). Thanks to Duncan Murdoch for the report and
  suggested fix! (#393)

o Keep colname when only one non-time-based column. The subset `x[, -which.col]`
  would return a vector when the data frame has a time-based column and only
  one additional column. Do not drop dimensions, so 'x' will still be a
  data.frame in this case. (#391)

o Treat NA the same as NULL for start or end values. NULL represents an
  undefined index value. NA represents an unknown or missing index value. xts
  does not allow NA as index values. Subsetting an xts or zoo object by NA
  returns a zero-length object. So a NA (unknown) index value is essentially
  the same as an undefined index value. (#383, #345)

o Warn and remove NA when `periodicity()` called on date-time with NA.
  Otherwise the uninformative error below will be thrown. (#289)

      Error in try.xts(x, error = "'x' needs to be timeBased or xtsible") :
        'x' needs to be timeBased or xtsible

o Account for TZ when making names for `split.xts()`. `as.yearmon.POSIXct()`
  always sets `tz = "GMT"` when calling `as.POSIXlt()`, regardless of \ 
the xts'
  index tzone.  That can cause the `as.yearmon()` results to be different days
  for GMT and the index's timezone.

  Use `format.POSIXct()` for "months" because it checks for a 'tzone' \ 
attribute
  before converting to POSIXlt and calling `format.POSIXlt()`.  The conversion
  to POSIXlt is important because it checks and uses the 'tzone' attribute
  before considering the 'tz' argument. So it effectively ignores the
  `tz = "GMT"` setting in `as.yearmon()`. This is also the reason for \ 
calling
  `as.POSIXlt()` before calling `as.yearqtr()`. (#392)

################################################################################
Changed in xts 0.13.0:

### New Features

o Added a xts method for `na.fill()` to significantly increase performance when
  'fill' is a scalar. (#259)

o `as.xts()` will look for a time-based column in a data.frame if it cannot
  create an index from the row names. (#381)

o Change `print()` xts method to only show the first and last 'show.rows' rows
  if number of rows is > 'max.rows'. (#321)

o Made `str()` output more descriptive for xts objects. It now differentiates
  between xts objects that are empty, zero-width, or zero-length, and defines
  each type of object. It also adds column names to the output. (#168, #378)

o Add startup warning that `dplyr::lag()` breaks method dispatch, which means
  calls to `lag(my_xts)` won't work any more.

o Added open-ended time of day subsetting ranges. This allows users to subset
  by time of day from the start/end of the day without providing the start/end
  times (00:00:00.000/23:59:59.999).

  For example:
      x["/T1800"]  # between the start of the day and 5pm
      x["T0500/"]  # between 5am and the end of the day

  Thanks to Chris Katsulis for the suggestion! (#243)

o Updated `to.period()` to accept custom 'endpoints' via the 'period' argument.
  Now you can aggregate on something other than the times that 'endpoints()'
  supports. Thanks to Ethan B. Smith for the suggestion! (#302)

### Fixes

o Fixed typo and expand `period.apply()` documentation. (#205)
    The original description has:
      * "the data from INDEX[k] to INDEX[k+1]"
    But that's not consistent with the code. It should be:
      * "the data from INDEX[k]+1 to INDEX[k+1]"

o Calls to `merge.xts()` on zero-width objects now match `merge.zoo()`.
  Previously, `merge.xts()` would return empty xts objects if called on two or
  more zero-width xts objects. `merge.zoo()` would return a zero-width object
  with the correct index. (#227, #379)

o Fixed `Ops.xts()` so it always returned an object with the same class as the
  first (left-hand side) argument. It previously returned an xts object even
  if the first argument was a subclass of xts. (#49)

### Other

o Migrated unit tests from RUnit to tinytest. Thanks Mark van der Loo!

o Updated the `endpoints()` documentation to make it clearer that the result
  is based on the UNIX epoch (midnight 1970, UTC). Thanks to GitHub user
  Eluvias for the suggestion! (#299)

o Fixed `reclass()` to ensure it always adds index attributes from the
  'match.to' argument. It was not copying `tclass`, `tzone`, or `tformat` from
  'match.to' to the result object. (#43)

o Removed an unnecessary check in `na.locf()` (which is not user-facing).
  Thanks to GitHub user @cgiachalis for the suggestion! (#307)

o Updated C entry points so they're not able to accidentally be found via
  dynamic lookup (i.e. `.Call("foo", ...)`). This makes each call to the C
  code a few microseconds faster, which is nice. (#260)

o Made `merge.xts()` results consistent with `merge.zoo()` for zero-length xts
  objects with columns. The result of `merge.xts()` did not include the
  columns of any objects that had one or more columns, but zero rows. A join
  should include all the columns of the joined objects, regardless of the
  number of rows in the object. This is consistent with `merge.zoo()`. Thanks
  to Ethan B. Smith for the report and testing! (#222)

Files:
RevisionActionfile
1.15modifypkgsrc/math/R-xts/Makefile
1.15modifypkgsrc/math/R-xts/distinfo