./math/R-xts, eXtensible Time Series

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Branch: CURRENT, Version: 0.12.1, Package name: R-xts-0.12.1, Maintainer: pkgsrc-users

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.


Required to run:
[lang/g95] [math/R] [math/R-zoo]

Required to build:
[pkgtools/cwrappers]

Master sites: (Expand)


Version history: (Expand)


CVS history: (Expand)


   2021-06-06 17:12:59 by Makoto Fujiwara | Files touched by this commit (2) | Package updated
Log message:
(math/R-xts) Updated 0.11.2 to 0.12.1

Changed in xts 0.12.1:

o  Various function could change the tclass of xts objects. This would happen
   in calls to reclass(), period.apply(), and for logical operations on
   POSIXct indexes. Thanks to Tom Andrews for the report and testing, and to
   Panagiotis Cheilaris for contributing test cases (#322, #323).

o  plot.xts() now supports y-axis labels via 'ylab'. Thanks to Jasen Mackie
   for the suggestion and PR (#333, #334).

o  The API header has been updated to fix the signatures of do_merge_xts() and
   is_xts, which did not return a SEXP as required of functions callable by
   .Call(). Thanks to Tomas Kalibera for the report (#317), and Dirk
   Eddelbuettel for the PR (#337). This is a breaking change, but is required
   to avoid the potential for a segfault.

o  Michael Chirico added an internal isUTC() function to recognize many UTC-
   equivalent time zones (#319).

o  first() now operates correctly on non-xts objects when 'n = -1'. Previously
   it would always return the last two values. Thanks to GitHub user vxg20
   for the report (#325).

o  The .xts() constructor would create an xts object with row names if 'x' had
   row names. This shouldn't happen, because xts objects do not have or
   support row names (#298).

o  Claymore Marshall added many examples of time-of-day subsetting to
   ?subset.xts. He also fixed a bug in time-of-day subsetting where subsetting
   by hour only returned wrong results (#304, #326, #328).

Changed in xts 0.12-0:

o  All the index-attributes have been removed from the xts object and are now
   only attached to the index itself (#245). We took great care to maintain
   backward compatibility, and throw warnings when deprecated functions are
   called and when index-attributes are found on the xts object. But there
   still may be some breaking changes lurking in edge cases.

   o @SamoPP found one edge case (#297) where an error was thrown when index()
     was called on an xts object with an index that had no tclass attribute.
   o ...which led Joshua to find that the index setting functions did not
     always copy index attributes (#305).

o  Several binary operations (e.g. +, -, !=, <, etc.) on variations of
   uncommon xts objects with other xts, matrix, or vector objects, could
   result in malformed xts objects (#295). Some examples of the types of
   uncommon xts objects: no dim attribute, zero-width, zero-length.

o  Calling as.matrix() on an xts object without a dim attribute no longer
   throws an error (#294).

o  merge.xts() now honors check.names = FALSE (#293).

o  The possible values for major.ticks, minor.ticks, and grid.ticks.on in the
   Details section of ?plot.xts have been corrected. Thanks to Harvey Smith
   (@harvey131) for the report and patch (#291).

o  as.zoo.xts() is now only registered for zoo versions prior to 1.8-5. Methods
   to convert an object to another class should reside in the package that
   implements the target class. Thanks to Kurt Hornik for the report (#287).

o  .parseISO8601() no longer has a potential length-1 logical error. Thanks to
   Kurt Hornik for the report (#280).

o  endpoints() now honors k > 0 when on = "quarters". Thanks to \ 
@alkment for
   the report (#279).

o  Performance for the period.XYZ() functions (sum, prod, min, max) is much
   faster (#278). Thanks to Harvey Smith (@harvey131) for the report and
   examples.

o  merge.xts() now creates shorter column names when passed unnamed objects.
   This is now consistent with zoo (#248).

o  Time-of-day performance is ~200x faster, thanks to StackOverflow
   user3226167 (#193).
   2019-08-08 21:53:58 by Brook Milligan | Files touched by this commit (189) | Package updated
Log message:
Update all R packages to canonical form.

The canonical form [1] of an R package Makefile includes the
following:

- The first stanza includes R_PKGNAME, R_PKGVER, PKGREVISION (as
  needed), and CATEGORIES.

- HOMEPAGE is not present but defined in math/R/Makefile.extension to
  refer to the CRAN web page describing the package.  Other relevant
  web pages are often linked from there via the URL field.

This updates all current R packages to this form, which will make
regular updates _much_ easier, especially using pkgtools/R2pkg.

[1] http://mail-index.netbsd.org/tech-pkg/2 … 21711.html
   2018-08-30 14:27:57 by Wen Heping | Files touched by this commit (2) | Package updated
Log message:
Update to 0.11.0

Upstream changes:
Changed in xts 0.11-0:

o  Fix make.index.unique() to always return a unique and sorted index. Thanks
   to Chris Katsulis for the report and example (#241).

o  Add window.xts() method and completely refactor the internal binary search
   function it depends on. Thanks to Corwin Joy for the PR, tests, review, and
   patience (#100, #240).

o  Better axis tick mark locations for plots. Thanks to Dirk Eddelbuettel for
   the report (#246). Also incorporate axTicksByTime2() into axTicksByTime() to
   reduce code duplication from the migration of quantmod::chart_Series() to
   xts::plot.xts() (#74).

o  Add details to plot.xts() parameters that are periodicity, now that RStudio
   has argument completion. Thanks to Evelyn Mitchell for the PR (#154).

o  periodicity() now warns instead of errors if the xts object contains less
   than 2 observations (#230).

o  first() and last() now keep dims when they would otherwise be dropped by a
   regular row subset. This is consistent with head() and tail(). Thanks to
   Davis Vaughan for the report (#226).

o  Fix subset when ISO8601 string is outside the valid range, so it returns no
   data instead of all rows (#96).

o  Avoid partial name matches from parse.side() (inside .parseISO8601())
   results that are passed to firstof() and lastof(). Thanks to @gp2x for the
   report and the patch (#231).

o  na.locf.xts() now loops over columns of multivariate objects in C code,
   instead of in R. This should improve speed and memory performance. Thanks to
   Chris Katsulis and Tom Andrews for their reports and patches (#232, #233,
   #234, #235, #237).

o  Change plot.xts() default 'pch = 0' (rectangles) to 'pch = 1' (circles) so
   it looks more like base and zoo plots (#203).

Changed in xts 0.10-2:

o  na.locf.xts() and na.omit.xts() now support character xts objects. Thanks to
   Ken Williams and Samo Pahor for the reports (#42).

o  na.locf.xts() now honors 'x' and 'xout' arguments by dispatching to the next
   method (#215). Thanks to Morten Grum for the report.

o  coredata.xts() now functions the same as coredata.zoo() on zero-length
   objects, and only removes xts-related attributes (#223). Thanks to Vincent
   Guyader for the report.

o  plot.xts() no longer ignores 'col.up' and 'col.dn' when 'type="h"' \ 
(#224).
   Thanks to Charlie Friedemann for the report. This was inadvertently broken
   as part of the fix for #210.
   2018-07-28 16:40:53 by Brook Milligan | Files touched by this commit (126)
Log message:
Remove MASTER_SITES= from individual R package Makefiles.

Each R package should include ../../math/R/Makefile.extension, which also
defines MASTER_SITES.  Consequently, it is redundant for the individual
packages to do the same.  Package-specific definitions also prevent
redefining MASTER_SITES in a single common place.
   2018-02-03 02:33:28 by Min Sik Kim | Files touched by this commit (1)
Log message:
math/R-xts: Add buildlink3.mk
   2018-02-03 02:21:18 by Min Sik Kim | Files touched by this commit (2) | Package updated
Log message:
math/R-xts: Update to 0.10.1

Changes:

o  'ylim' values passed to 'addSeries' and 'addPolygon' via '...' are now
   captured and honored.

o  'addPolygon' now checks for ylim of zeros, as 'addSeries' does.

o  The 'base::as.Date.numeric' method is no longer over-ridden. The exported,
   but not registered, method in zoo should prevent any change in behavior.

o  Series added to an existing plot are now given the same index values as
   the main panel. There still may be some weird behavior if the new
   data does not have observations within the timespan of the main panel data,
   but no observations on the same timestamps.

o  Existing 'par' values are now captured and reset before returning from
   plotting functions.

o  User-defined 'col' values are now honored when 'type="h"'.

o  Values passed to plotting functions are now copied from the calling
   environment. This enables plotting arguments to be objects passed
   through multiple layers of function calls.

o  Calling as.matrix() on a zero-width xts object now behaves consistently
   with zoo, and no longer throws an error.

o  Fix weird result in merge.xts() when 'fill' argument is NULL or a zero-
   length vector.

o  Fixed bug in endpoints() due to sub-second representation error via using
   integer division (%/%) with non- integer arguments.

o  endpoints() gained sub-second accuracy on Windows.

o  plot.xts() no longer errors when called on an object containing a constant
   value. It chooses ylim values +/-20% from the series value.

o  plot.xts() now places y-axis labels in the same location on the plot,
   regardless of data periodicity.

o  rbind.xts() now throws an error if passed an xts object with different
   number of observations in the index and data (e.g., zero-width).
   2017-12-02 12:53:31 by Wen Heping | Files touched by this commit (2) | Package updated
Log message:
Update to 0.10-0

Upstream changes:
Changed in xts 0.10-0:

Major changes include:
o  A new plot.xts() that is incompatible with earlier versions of plot.xts().
o  Moved development from R-Forge to GitHub.
o  New xts FAQ.

Other, less disruptive changes include:

o  merge.xts() now throws an error if the index contains non-finite values
   (#174).

o  Constructors xts() and .xts() now ensure order.by and index arguments do not
   contain non-finite values. Many xts functions, most notably merge.xts(),
   expect all index values to be finite. Missing index values usually indicate
   an error, and always occurred at the end of the index (#173, #194, #199).

o  Fixed bug in endpoints() when called on sparse data that have the same month
   and day, but different years (#169).

o  Fixed bug in [.xts did not do the same checks on logical xts objects as it
   does for all other data types (#163).

o  Fixed bug that caused split.xts() to error if 'f' is a character vector with
   more than 1 element (#134).

o  Fixed bug that crashed R if 'k' argument to lag.xts() was not an integer and
   would be NA when coerced to integer (#152).

o  period.apply() now checks to ensure the object's index is unique and sorted,
   and sets INDEX <- sort(unique(INDEX)) if it is not. It also ensures INDEX
   starts with 0 and ends with NROW(x) (#171).

o  All references to the 'its' package have been removed, since it is now
   archived on CRAN at the request of its maintainer.

o  Fixed bug that crashed R when merge.xts() was called on an empty xts object
   and more than one non-xts object (#157).

o  Fixed bug that did not set the index's tzone attribute to UTC when
   index<-.xts or indexClass<- were called and 'value' did not have a tzone
   attribute (#148).

o  Fixed a bug in endpoints() that caused incorrect results if the index was
   less than the epoch (#144).

o  Fixed a bug that caused diff.xts() on a logical xts object to return an
   object with a POSIXct index.

o  index.xts() works even if the package containing the class for the index
   is not attached (it needs to be loaded, however).

o  [.xts now returns NA if a one-column xts object is subsect by NA, instead
   of throwing an uninformative error (#97).

o  Fixed bugs that would crash R when [.xts was called a certain way and 'j'
   contained NA values (#97, #181).

o  Fixed a bug in endpoints() where 1 second would be subtracted for any date
   in the year 1969. The subtraction is only supposed to occur on
   1969-12-31 23:59:59.9... to work around behavior in strptime().

o  timeBasedSeq() now honors hour/min/sec 'BY' values (#91).

o  [.xts now throws an error if 'j' is character and not one of the column
   names. This is consistent with [.zoo and [.matrix (#48).

o  timeBasedSeq() now works correctly when resolution is "days" the \ 
sequence
   includes a daylight saving time change (#67).

o  Explicitly set indexTZ="UTC" for all index classes that do not have a TZ
   (#66).  indexTZ="GMT" is also allowed.

o  Fixed as.xts() when called on an 'mts' object (#64).

o  Moved development from R-Forge to GitHub.

o  Fixed bug in to.period() that errored when name=NULL (#5937).

o  Fixed bug in .index* functions that did not account for timezones (#5891).

o  Fixed bug that allowed index<-.xts to produce an unsorted index (#5893).

o  Fixed bug so subsetting a zero-width xts object with a zero-length 'i'
   vector no longer returns an object with column names (#5885).

o  Updated [.xts to handle 'i' containing multiple zeros (e.g. subsetting by a
   "logical" column of an integer xts object).

o endpoints() now errors if k < 0.
   2015-11-04 00:33:46 by Alistair G. Crooks | Files touched by this commit (262)
Log message:
Add SHA512 digests for distfiles for math category

Problems found locating distfiles:
	Package dfftpack: missing distfile dfftpack-20001209.tar.gz
	Package eispack: missing distfile eispack-20001130.tar.gz
	Package fftpack: missing distfile fftpack-20001130.tar.gz
	Package linpack: missing distfile linpack-20010510.tar.gz
	Package minpack: missing distfile minpack-20001130.tar.gz
	Package odepack: missing distfile odepack-20001130.tar.gz
	Package py-networkx: missing distfile networkx-1.10.tar.gz
	Package py-sympy: missing distfile sympy-0.7.6.1.tar.gz
	Package quadpack: missing distfile quadpack-20001130.tar.gz

Otherwise, existing SHA1 digests verified and found to be the same on
the machine holding the existing distfiles (morden).  All existing
SHA1 digests retained for now as an audit trail.