Package 'RcppXts'

Title: Interface the 'xts' API via 'Rcpp'
Description: Access to some of the C level functions of the 'xts' package. In its current state, the package is mostly a proof-of-concept to support adding useful functions, and does not yet add any of its own.
Authors: Dirk Eddelbuettel
Maintainer: Dirk Eddelbuettel <[email protected]>
License: GPL (>= 2)
Version: 0.0.6
Built: 2024-07-08 04:48:52 UTC
Source: https://github.com/eddelbuettel/rcppxts

Help Index


Interface to the C API of xts

Description

This package helps with an Rcpp-based interface to the API of the xts package.

Usage

xtsIs(x)
  xtsIsOrdered(x, increasing, strictly)
  xtsNaCheck(x, check)
  xtsTry(x)
  xtsRbind(x, y, dup)
  xtsCoredata(x)
  xtsLag(x, k, pad)
  xtsEndpoints(x, on, k, addlast)
  xtsMakeIndexUnique(x, eps)
  xtsMakeUnique(x, eps)
  xtsMerge(x, y, all, fill, retclass, colnames, suffixes, retside,
           check_names,env, coerce)
  xtsNaOmit(x)
  xtsNaLocf(x, fromLast, maxgap, limit)

Arguments

x

an xts object

y

an xts object

increasing

a boolean switch

strictly

a boolean switch

check

a boolean switch

dup

a boolean switch whether to remove duplicates

k

an integer denoting lag length, or interval

pad

a boolean switch whether to pad

on

a numeric value for desired distance, measure in seconds, between endpoints

addlast

a boolean switch whether last value should be included

eps

a numeric value for the desired minimal difference between elements

all

a boolean vector with two elements indication whether left or right joins are desired

fill

a vector with value to be filled at the end, if needed; defaults to NA

retclass

a boolean switch indicating whether the return class attribute should be set; default is TRUE

colnames

a character vector with column names

suffixes

a character vector with column name suffixes; default is NULL

retside

a boolean switch of size two for the desired return dimension if these need to be set

check_names

a boolean switch to enable name checking

env

an environment, possibly empty

coerce

an integer value indicating if coercion should be forced

fromLast

a boolean variable indicating whether observations should be carried backward rather than forward; default FALSE

maxgap

a double indicating the maximum number of NAs to be retained; default is Inf

limit

a double value for the limit of consecutive NA values; default is Inf

Details

Please use the xts sources as the ultimate reference for these variables. The R functions in package xts set some of these values up, and the RcppXts package could eventually shadow some of this.

Author(s)

Dirk Eddelbuettel

See Also

xts