| 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 [aut, cre] |
| Maintainer: | Dirk Eddelbuettel <[email protected]> |
| License: | GPL (>= 2) |
| Version: | 0.0.6 |
| Built: | 2024-12-23 05:45:32 UTC |
| Source: | https://github.com/eddelbuettel/rcppxts |
This package helps with an Rcpp-based interface to the API of the xts package.
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)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)
x |
an |
y |
an |
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 |
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 |
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.
Dirk Eddelbuettel