Title: | Interface the 'xts' API via 'Rcpp' |
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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 |

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