./math/R-xts, eXtensible Time Series

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Branch: CURRENT, Version: 0.13.1, Package name: R-xts-0.13.1, 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)


   2023-06-01 14:52:39 by Makoto Fujiwara | Files touched by this commit (2) | Package updated
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)
   2022-12-18 14:06:35 by Makoto Fujiwara | Files touched by this commit (2) | Package updated
Log message:
(math/R-xts) Updated 0.12.1 to 0.12.2

################################################################################
Changed in xts 0.12.2:

o `Ops.xts()` no longer changes column names (via `make.names()`) when the two
  objects do not have identical indexes. This makes it consistent with
  `Ops.zoo()`. (#114)

o Subsetting a zero-length xts object now returns an object with the same
  storage type as the input. It previously always returned a 'logical' xts
  object. (#376)

o `tclass()` and `tzone()` now return the correct values for zero-length xts
  objects, instead of the defaults in the `.xts()` constructor. Thanks to Andre
  Mikulec for the report and suggested patch! (#255)

o `endpoints()` now always returns last observation. Thanks to GitHub user
  Eluvias for the report. (#300)

o Ensure `endpoints()` errors for every 'on' value when `k < 1`. It was not
  throwing an error for `k < 1` for `on` of "years", \ 
"quarters", or "months".
  Thanks to Eluvias for the report. (#301)

o Fix `window()` for yearmon and yearqtr indexes. In xts < 0.11-0, `window.zoo()`
  was dispatched when `window()` was called on a xts object because there was no
  `window.xts()` method. `window.zoo()` supports additional types of values for the
  `start` argument, and possibly other features. So this fixes a breaking change
  in xts >= 0.11-0. Thanks to GitHub user annaymj for the report. (#312)

o Clarify whether `axTicksByTime()` returns index timestamps or locations (e.g.
  1, 2, 3). Thanks to @ggrothendieck for the suggestion and feedback. (#354)

o Fix merge on complex types when 'fill' is needed. `merge()` would throw an
  error because it treated 'fill' as double instead of complex. Thanks to
  @ggrothendieck for the report. (#346)

o Add a message to tell the user how to disable 'xts_check_TZ' warning. Thanks
  to Jerzy Pawlowski for the nudge. (#113)

o Update `rbind()` to handle xts objects without dim attribute. `rbind()` threw
  an obscure error if one of the xts objects does not have a dim attribute. We
  can handle this case even though all xts objects should always have a dim
  attribute. (#361)

o `split.xts()` now always return a named list, which makes it consistent with
  `split.zoo()`. Thanks to Gabor Grothendieck for the report. (#357)

o xts objects with a zero-length POSIXct index now return a zero-length POSIXct
  vector instead of a zero-length integer vector. Thanks to Jasper Schelfhout
  for the report and PR! (#363, #364)

o Add suffixes to output of `merge.xts()`. The suffixes are consistent with
  `merge.default()` and not `merge.zoo()`, because `merge.zoo()` automatically
  uses "." as a separator between column names, but the default method \ 
doesn't.
  Thanks to Pierre Lamarche for the nudge. Better late than never? (#38, #371)

Changes to plotting functionality
--------------------------------------------------------------------------------

o You can now omit the data time range from the upper-right portion of a plot
  by setting `main.timespan = FALSE`. (#247)

o Fix `addEventLines()` when plotted objects have a 'yearmon' index. The ISO-8601
  range string was not created correctly. Thanks to @paessens for the report.
  (#353)

o Make 'ylim' robust against numerical precision issues by replacing `==` with
  `all.equal()`. Thanks to @bollard for the report, PR, and a ton of help
  debugging intermediate solutions! (#368)

o Series added to a panel now extend the panel's y-axis. Previously the y-axis
  limits were based on the first series' values and not updated when new series
  were added. So values of the new series did not appear on the plot if they
  were outside of the original series' min/max. Thanks to Vitalie Spinu for the
  report and help debugging and testing! (#360)

o All series added to any panel of a plot now update the x-axis of all panels.
  So the entire plot's x-axis will include every series' time index values
  within the original plot's time range. This behavior is consistent with
  `chart_Series()`. Thanks to Vitalie Spinu for the report and help debugging
  and testing! (#360, #216)

o All y-values are now plotted for series that have duplicate index values, but
  different data values. Thanks to Vitalie Spinu for the report and help
  debugging and testing! (#360)

o Adding a series can now extend the x-axis before/after the plot's existing
  time index range, so all of the new series' time index values are included in
  the plot. This is FALSE by default to maintain backward compatibility. Thanks
  to Vitalie Spinu for the report and help debugging and testing! (#360)
   2021-10-26 12:56:13 by Nia Alarie | Files touched by this commit (458)
Log message:
math: Replace RMD160 checksums with BLAKE2s checksums

All checksums have been double-checked against existing RMD160 and
SHA512 hashes
   2021-10-07 16:28:36 by Nia Alarie | Files touched by this commit (458)
Log message:
math: Remove SHA1 hashes for distfiles
   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/2019/08/02/msg021711.html
   2018-08-30 14:27:57 by Wen Heping | Files touched by this commit (2)
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.