2020-01-24 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 3062.100 ; using Authors@R
* R/utils-head.R: tail.matrix() in R-devel uses 'keepnums'.
* R/timeSeries-readSeries.R (et all): do *NOT* use
`if(class(.) == "timeSeries")` but use `inherits(*, "...")` !!
* R/methods-plot.R (.plotTimeSeries): fix wrong logic in
`if(.. && at == "auto")` when `at` can be a vector (!)
* R/aaa-utils.R (`%||%`): utility, to be used extensively in
* R/methods-plot2.R (.xtplot.timeSeries).
2015-11-09 tsetz
* updated rank function
* exported getUnits and .DollarNames as S3 methods
2014-06-17 wuertz
* vignette 'plotting timeSeries objects' added
* DESCRIPTION, required packages added
2014-06-16 wuertz
* Refcard PDF added to doc directory
2013-03-25 chalabi
* DESCRIPTION: Updated version number
* R/methods-mathOps.R: callGeneric() seems to have troubles in
finding variables defined in the function frame and passed to the
generic with the dots arguments.
2013-03-15 chalabi
* ChangeLog, DESCRIPTION: Updated ChangeLog and DSC files
* DESCRIPTION: Updated maintainer field and version number
* R/zzz.R: Removed deprecated .First.lib()
* R/base-apply.R: Added out of range test in
apply,method-timeSeries
2013-02-22 tsetz
* R/statistics-rollMean.R: functions rollMin and rollMax exchanged
and function rollMin corrected,
* rollStats timeSeries name corrected
2012-08-12 chalabi
* ChangeLog, DESCRIPTION: updated DESC and ChangeLog
2012-08-07 chalabi
* DESCRIPTION: updated version number
* R/base-subsetting.R: Removed C level call to 'find_interv_vec'
due to changes in R-devel
2012-03-21 chalabi
* ChangeLog, DESCRIPTION: updated ChangeLog and DESC
* NAMESPACE, R/utils-getArgs.R, man/utils-getArgs.Rd: moved getArgs
to fBasics where it was already defined
* ChangeLog, DESCRIPTION: updated DESC and ChangeLog
* man/utils-getArgs.Rd: added manual page for getArgs
* R/utils-getArgs.R: getArgs() can now handle signature of length >
1
* NAMESPACE: added getArgs to NAMESPACE
* R/methods-plot.R: pretty.timeSeries can not handle signal series
* NAMESPACE: updated NAMESPACE
* ChangeLog, DESCRIPTION: updated DESCRIPTION and ChangeLog
* DESCRIPTION: updated version number
2012-03-20 chalabi
* DESCRIPTION: updated DESC file
2012-03-20 wuertz
* NAMESPACE: updated
* R/timeSeries-slotSeries.R: had conflicts with mu fPortfolio
* man/timeSeries-slotSeries.Rd:
2012-03-19 chalabi
* DESCRIPTION: updated DSC
* man/methods-plot.Rd: updated manual page
* R/fin-daily.R: fixed patial argument names
* data/LPP2005REC.rda, data/MSFT.rda, data/USDCHF.rda: resaved data
to reduce file disk storage
2012-03-17 wuertz
* man/methods-plot.Rd: plot examples updated for pretty label
positions
* ChangeLog, NAMESPACE, R/methods-plot.R, man/methods-plot.Rd:
pretty added
2012-03-16 wuertz
* R/fin-drawdowns.R: drawdowns made visible
2011-11-01 chalabi
* DESCRIPTION, R/fin-align.R, R/fin-daily.R, man/fin-align.Rd,
man/fin-daily.Rd: alignDailySeries is now based on the align
timeSeries method which is now based on the align timeDate method
in timeDate (>= 2150.95).
* inst/unitTests/runit.TimeSeriesData.R: updated unit test with new
lag,timeSeries-method
* R/stats-lag.R: fixed lag,timeSeries method when colnames are
provided by 'units' argument.
* R/base-cbind.R: Better handling of FinCenter in cbind.timeSeries
method.
* R/timeSeries.R: timeSeries method now works also with non default
FinCenter when timestamps are given as a numerical vector.
2011-10-24 chalabi
* R/stats-lag.R, inst/unitTests/runit.lag.R: Thanks to Daniele
Amberti, lag timeSeries methods now returns proper colnames when
used with multiple lag indexes.
* inst/unitTests/runit.merge.R:
* R/base-merge.R: Thanks to Daniele Amberti, merge timeSeries
method now poperly converts colnames to valid data.frame names.
2011-10-11 tsetz
* R/fin-drawdowns.R: Drawdowns are now compatible to the results of
the drawdown function from performanceAnalytics ...
2011-09-23 mmaechler
* DESCRIPTION: remove deprecated "LazyLoad" entry
2011-08-02 chalabi
* ChangeLog, DESCRIPTION: updated DESC and ChangeLog
2011-05-04 chalabi
* R/fin-align.R: Fixed integer overflow when dealing with very long
historical data (1800 - today) in align method.
2011-04-21 wuertz
* NAMESPACE, R/statistics-rollMean.R, man/statistics-rollMean.Rd:
function rollStats added
2011-03-31 wuertz
* NAMESPACE, R/fin-smooth.R, R/statistics-smoothLowess.R,
man/base-rev.Rd, man/base-sort.Rd, man/base-start.Rd,
man/fin-smooth.Rd, man/statistics-smoothLowess.Rd,
man/timeSeries-readSeries.Rd, man/timeSeries-slotFinCenter.Rd,
man/timeSeries-slotSeries.Rd, man/timeSeries-slotTime.Rd,
man/timeSeries-slotUnits.Rd: help pages added and script files
renamed
* man/timeSeries-finCenter.Rd, man/timeSeries-slotFinCenter.Rd,
man/timeSeries-slotUnits.Rd, man/utils-str.Rd,
man/utils-structure.Rd: function renames
* R/timeSeries-description.R, R/timeSeries-finCenter.R,
R/timeSeries-series.R, R/timeSeries-slotFinCenter.R,
R/timeSeries-slotSeries.R, R/timeSeries-slotTime.R,
R/timeSeries-slotUnits.R, R/timeSeries-time.R,
R/utils-description.R, R/utils-str.R, R/utils-structure.R: files
renamed
* man/timeSeries-description.Rd, man/timeSeries-series.Rd,
man/timeSeries-slotSeries.Rd, man/timeSeries-slotTime.Rd,
man/timeSeries-time.Rd, man/utils-description.Rd: files renamed
* R/base-colCumsums.R, R/base-colSums.R, R/base-rowCumsums.R,
R/fin-orderColnames.R, R/fin-orderStatistics.R, R/fin-rollmean.R,
R/statistics-colCumsums.R, R/statistics-colSums.R,
R/statistics-orderColnames.R, R/statistics-orderStatistics.R,
R/statistics-rollMean.R, R/statistics-rowCumsums.R,
man/base-colCumsums.Rd, man/base-colSums.Rd,
man/base-rowCumsums.Rd, man/fin-orderColnames.Rd,
man/fin-orderStatistics.Rd, man/fin-rollMean.Rd,
man/statistics-colCumsums.Rd, man/statistics-colSums.Rd,
man/statistics-orderColnames.Rd,
man/statistics-orderStatistics.Rd, man/statistics-rollMean.Rd,
man/statistics-rowCumsums.Rd: new file group for statistics and
inference introduced.
* NAMESPACE, R/aaa-Deprecated.R, R/base-Extract.R, R/base-attach.R,
R/base-colSums.R, R/base-comment.R, R/base-rowCumsums.R,
R/base-sort.R, R/base-start.R, R/base-subsetting.R, R/base-t.R,
R/data-examples.R, R/fin-align.R, R/fin-daily.R,
R/fin-drawdowns.R, R/fin-durations.R, R/fin-monthly.R,
R/fin-periodical.R, R/fin-rollmean.R, R/fin-runlengths.R,
R/fin-smooth.R, R/fin-splits.R, R/fin-spreads.R,
R/fin-turnpoints.R, R/graphics-plot.R, R/methods-as.R,
R/methods-comment.R, R/methods-is.R, R/methods-mathOps.R,
R/methods-plot.R, R/old2new.R, R/stats-aggregate.R,
R/stats-filter.R, R/stats-lag.R, R/stats-model.frame.R,
R/stats-na.contiguous.R, R/stats-na.omit.R, R/stats-window.R,
R/timeSeries-description.R, R/timeSeries-dummy.R,
R/timeSeries-finCenter.R, R/timeSeries-getDataPart.R,
R/timeSeries-isOHLC.R, R/timeSeries-isRegular.R,
R/timeSeries-isUnivariate.R, R/timeSeries-readSeries.R,
R/timeSeries-series.R, R/timeSeries-signalCounts.R,
R/timeSeries-time.R, R/timeSeries.R, R/utils-getArgs.R,
R/utils-head.R, R/utils-old2new.R, R/utils-str.R,
man/00timeSeries-package.Rd, man/base-diff.Rd, man/base-merge.Rd,
man/base-rev.Rd, man/base-sample.Rd, man/base-scale.Rd,
man/base-sort.Rd, man/base-start.Rd, man/base-subsetting.Rd,
man/data-examples.Rd, man/data.Rd, man/fin-align.Rd,
man/fin-cumulated.Rd, man/fin-daily.Rd, man/fin-drawdowns.Rd,
man/fin-durations.Rd, man/fin-periodical.Rd, man/fin-rollMean.Rd,
man/fin-runlengths.Rd, man/fin-smooth.Rd, man/fin-splits.Rd,
man/fin-turnpoints.Rd, man/graphics-plot.Rd,
man/methods-comment.Rd, man/methods-plot.Rd, man/stats-window.Rd:
several smaller updates: man pages improved, rolling statistics
and smoother function added, some obsolete functions declared as
deprecated.
2011-03-09 chalabi
* ChangeLog, DESCRIPTION: updated DESC and ChangeLog
* inst/doc: removed empty directory
* DESCRIPTION: updated version number
* R/timeSeries-readSeries.R: Fixed readSeries when reading tables
with multiple columns. (Reported by Chris Breton).
2011-02-10 chalabi
* ChangeLog, DESCRIPTION: updated Date and Revision field in DESC
file and updated Changelog file
* DESCRIPTION: updated DESC file
* man/timeSeries-readSeries.Rd, man/timeSeries.Rd: added manual
page for function readSeries()
* inst/doc/TimeSeriesFAQ.pdf: removed pdf file because new version
can be found on the website
2011-01-31 chalabi
* R/timeSeries-readSeries.R, man/timeSeries.Rd: Added the optional
'format' argument and and a warning when the provided format
produces NAs in readSeries function
2010-10-27 chalabi
* ChangeLog, DESCRIPTION: updated DESC and ChangeLog file
2010-10-26 chalabi
* R/base-cbind.R: cbind now extends vectors to match number of rows
of the timeSeries object.
2010-09-30 chalabi
* NAMESPACE: updated NAMESPACE
2010-09-24 chalabi
* DESCRIPTION, NAMESPACE: updated NAMESPACE and version number in
DESC file
2010-08-20 chalabi
* R/stats-na.omit.R: removeNA is now the same as na.omit
2010-08-12 chalabi
* R/graphics-plot.R: added grid function in .plotTimeSeries when
using single plot type.
* R/base-cbind.R, inst/unitTests/runit.bind.R: fixed issued
reported by Thomas Etheber when using cbind method with
timeSeries object with one record.
2010-07-26 chalabi
* ChangeLog, DESCRIPTION: updated DESC and ChangeLog
* DESCRIPTION: updated version number
2010-07-08 chalabi
* R/methods-mathOps.R, R/stats-lag.R, R/stats-na.omit.R: improved
support recordIDs
* R/timeSeries-finCenter.R: cleanup code
* R/base-apply.R, R/base-cbind.R, R/base-diff.R,
R/base-rowCumsums.R, R/fin-runlengths.R: improved support of
recordIDs
2010-07-06 chalabi
* ChangeLog, DESCRIPTION: updated DESC and Changelog
2010-07-05 chalabi
* R/methods-show.R: code cleanup
2010-07-02 chalabi
* R/methods-show.R: Improved recordIDs handling in show method.
2010-05-17 chalabi
* R/base-start.R: updated start/end to handle TZ
2010-04-22 chalabi
* R/timeSeries-readSeries.R: improved dates management in
readSeries()
2010-04-14 chalabi
* NAMESPACE: updated NAMESPACE
2010-01-23 wuertz
* NAMESPACE, R/aaa-Deprecated.R, R/fin-align.R,
R/timeSeries-description.R, R/utils-getArgs.R: internal function
.getArgs added
2010-01-22 wuertz
* R/aaa-Deprecated.R, R/fin-durations.R, R/fin-spreads.R:
deprecated functions moved to aaa-deprecated.R, started to clean
up ....
* R/fin-rollmean.R: code cleaned and description added
* NAMESPACE, R/fin-runlength.R, R/fin-runlengths.R,
man/fin-runlengths.Rd: .runlengths added
2010-01-06 chalabi
* DESCRIPTION: updated version number
* ChangeLog, DESCRIPTION: updated Changelog and DESC file
* inst/unitTests/runit.aggregate.R, inst/unitTests/runit.subset.R:
fixed unit tests for new years
2009-12-24 chalabi
* NAMESPACE: updated NAMESPACE
2009-12-20 wuertz
* NAMESPACE, R/fin-runlength.R: .runlengths() function added
2009-12-13 chalabi
* DESCRIPTION: updated version number
* ChangeLog, DESCRIPTION: updated Changelog and DESC file
* man/base-subset.Rd: added aliased in manual pages
2009-12-10 chalabi
* DESCRIPTION: updated version number
* ChangeLog, DESCRIPTION: updated Changelog and DESC file
* R/base-Extract.R: added completion method after the $ sign.
* R/base-Extract.R, man/base-subset.Rd: updated signature list of
timeSeries,$ method according to changes in r50609 in R-devel.
2009-10-26 wuertz
* R/fin-drawdowns.R: example lin in script corrected
2009-10-05 chalabi
* R/graphics-plot.R: improved handling of NA's in
plot,timeSeries-method
2009-09-30 chalabi
* inst/doc, inst/doc/TimeSeriesFAQ.pdf: added pdf files in inst/doc
2009-09-28 chalabi
* DESCRIPTION: updated version number
* ChangeLog, DESCRIPTION: updated DESCR and ChangeLog
* R/AllClass.R: Added prototype in timeSeries class definition.
2009-09-02 chalabi
* NAMESPACE, R/base-Extract.R, man/base-subset.Rd,
man/timeSeries.Rd: added methods to subset timeSeries object with
POSIXt and Date time stamps
* NAMESPACE, R/stats-filter.R, man/stats-filter.Rd: added
filter,timeSeries-method
* NAMESPACE, R/base-t.R, man/base-t.Rd: added t,timeSeries-method
* R/stats-na.contiguous.R, inst/unitTests/runit.na.contiguous.R,
man/stats-na.contiguous.Rd: added
na.contiguous,timeSeries-method.
2009-08-30 wuertz
* R/base-apply.R: back to the previous version
* R/base-attach.R: description added to attach
* R/base-apply.R: apply should work now in all cases
2009-08-30 chalabi
* NAMESPACE, R/timeSeries-isRegular.R, man/timeSeries-isRegular.Rd:
isRegular methods are now proper S4 methods.
2009-08-30 wuertz
* man/base-colCumsumsRd: file with missing dot deleted
* man/base-colCumsums.Rd: missing dot in file name added
2009-08-28 wuertz
* R/base-diff.R, R/methods-Ops.R, R/methods-mathOps.R,
man/base-rowCumsums.Rd, man/fin-align.Rd,
man/methods-DataPart.Rd, man/methods-align.Rd,
man/methods-rowCum.Rd, man/time.Rd,
man/timeSeries-getDataPart.Rd, man/timeSeries-time.Rd: renaming
of man files finished
* NAMESPACE, R/fin-monthly.R, R/fin-rollmean.R,
R/timeSeries-isRegular.R, man/apply.Rd, man/base-apply.Rd,
man/base-attach.Rd, man/base-cbind.Rd, man/base-colCumsumsRd,
man/base-colSums.Rd, man/base-dim.Rd, man/base-rank.Rd,
man/base-subset.Rd, man/colCum.Rd, man/colStats.Rd,
man/cumulated.Rd, man/daily.Rd, man/description.Rd,
man/drawdowns.Rd, man/durations.Rd, man/fin-cumulated.Rd,
man/fin-daily.Rd, man/fin-drawdowns.Rd, man/fin-durations.Rd,
man/fin-monthly.Rd, man/fin-orderColnames.Rd,
man/fin-orderStatistics.Rd, man/fin-returns.Rd,
man/fin-spreads.Rd, man/finCenter.Rd, man/graphics-plot.Rd,
man/is.Rd, man/isUnivariate.Rd, man/lag.Rd,
man/methods-aggregate.Rd, man/methods-attach.Rd,
man/methods-bind.Rd, man/methods-dim.Rd, man/methods-is.Rd,
man/methods-na.Rd, man/methods-plot.Rd, man/methods-returns.Rd,
man/methods-str.Rd, man/methods-subset.Rd, man/model.frame.Rd,
man/monthly.Rd, man/order.Rd, man/orderStatistics.Rd,
man/rank.Rd, man/series.Rd, man/spreads.Rd,
man/stats-aggregate.Rd, man/stats-lag.Rd,
man/stats-model.frame.Rd, man/stats-na.omit.Rd,
man/timeSeries-description.Rd, man/timeSeries-finCenter.Rd,
man/timeSeries-isRegular.Rd, man/timeSeries-isUnivariate.Rd,
man/timeSeries-series.Rd, man/utils-str.Rd: man script files Rd
renamed to be more compatible with the script R files and the
eBook
* man/colCum.Rd: deleted by mistake
* man/colCum.Rd:
* R/timeSeries-isPeriod.R: isPeriod file no longer needed
2009-08-27 wuertz
* inst/unitTests/runit.NA.R, inst/unitTests/runit.Omit.R,
inst/unitTests/runit.TimeSeriesClass.R,
inst/unitTests/runit.TimeSeriesCoercion.R,
inst/unitTests/runit.TimeSeriesData.R,
inst/unitTests/runit.TimeSeriesPositions.R,
inst/unitTests/runit.aggregate.R, inst/unitTests/runit.align.R,
inst/unitTests/runit.apply.R, inst/unitTests/runit.as.R,
inst/unitTests/runit.attach.R, inst/unitTests/runit.bind.R,
inst/unitTests/runit.colCum.R, inst/unitTests/runit.colStats.R,
inst/unitTests/runit.cor.R, inst/unitTests/runit.cumulated.R,
inst/unitTests/runit.daily.R, inst/unitTests/runit.dim.R,
inst/unitTests/runit.drawdowns.R,
inst/unitTests/runit.durations.R, inst/unitTests/runit.lag.R,
inst/unitTests/runit.mathOps.R, inst/unitTests/runit.merge.R,
inst/unitTests/runit.methods-plot.R,
inst/unitTests/runit.methods-print.R,
inst/unitTests/runit.methods-summary.R,
inst/unitTests/runit.model.frame.R,
inst/unitTests/runit.monthly.R, inst/unitTests/runit.order.R,
inst/unitTests/runit.periodical.R, inst/unitTests/runit.rank.R,
inst/unitTests/runit.returns.R, inst/unitTests/runit.rowCum.R,
inst/unitTests/runit.signalCounts.R,
inst/unitTests/runit.spreads.R, inst/unitTests/runit.subset.R,
inst/unitTests/runit.time.R, inst/unitTests/runit.timeSeries.R,
man/apply.Rd, man/colCum.Rd, man/colStats.Rd, man/cumulated.Rd,
man/daily.Rd, man/data.Rd, man/description.Rd, man/drawdowns.Rd,
man/durations.Rd, man/finCenter.Rd, man/is.Rd,
man/isUnivariate.Rd, man/lag.Rd, man/methods-DataPart.Rd,
man/methods-aggregate.Rd, man/methods-align.Rd,
man/methods-as.Rd, man/methods-attach.Rd, man/methods-base.Rd,
man/methods-bind.Rd, man/methods-comment.Rd, man/methods-dim.Rd,
man/methods-mathOps.Rd, man/methods-na.Rd, man/methods-plot.Rd,
man/methods-returns.Rd, man/methods-rowCum.Rd,
man/methods-show.Rd, man/methods-stats.Rd, man/methods-str.Rd,
man/methods-subset.Rd, man/model.frame.Rd, man/monthly.Rd,
man/order.Rd, man/orderStatistics.Rd, man/rank.Rd, man/series.Rd,
man/spreads.Rd, man/time.Rd, man/timeSeries.Rd: As a consequnece
of introducing rda data files I have adapted all manual pages and
all unit test files where it was necessary
* data/LPP2005REC.rda, data/MSFT.rda, data/USDCHF.rda: now the rda
files are there
* data/LPP2005REC.Rda, data/MSFT.Rda, data/USDCHF.Rda: data files
removed
* data/LPP2005REC.Rda, data/LPP2005REC.csv, data/MSFT.Rda,
data/USDCHF.Rda: Rda data files added, csv deleted, now all data
files are in the same format makes life easier
* data/MSFT.rda, data/msft.dat.csv, data/usdchf.csv: csv and rda
files deleted
2009-08-17 chalabi
* R/base-colCumsums.R, inst/unitTests/runit.colCum.R: Rewrite all
Colcum methods to take advantages of new
apply,timeSeries-methods.
* R/base-apply.R: Improved apply,timeSeries-method to handle
timeSeries with one row.
* NAMESPACE: new NAMESPACE structure which should ease maintenance
of packages.
* R/methods-show.R: show,timeSeries-method is now more friendly
with default "max.print" R option.
* DESCRIPTION, NAMESPACE, R/base-Extract.R, R/base-cbind.R,
R/base-merge.R, R/methods-Ops.R, R/methods-as.R,
R/methods-show.R, R/timeSeries.R, inst/unitTests/runit.bind.R,
man/methods-bind.Rd: Merge branch 'devel-timeSeries'
Conflicts:
pkg/timeSeries/R/base-Extract.R
pkg/timeSeries/R/timeSeries.R
* NAMESPACE, R/AllClass.R, R/base-Extract.R,
R/timeSeries-getDataPart.R, man/methods-subset.Rd: better
handling of @recordIDs with $<-,timeSeries-method.
* R/methods-as.R: improved as.ts,timeSeries-method with monthly and
quarterly data.
2009-06-13 chalabi
* R/base-Extract.R: Improved $,timeSeries-method when matching
names in @recordIDs
* R/AllClass.R, R/base-Extract.R, R/base-dim.R:
names,timeSeries-method returns now also the names of data in
@recordIDs. names<-,timeSeries-methods works both for data part
and @recordIDs.
2009-05-17 wuertz
* inst/unitTests/runit.TimeSeriesCoercion.R: unit tests - still to
be updated as.ts
* man/methods-as.Rd, man/methods-bind.Rd, man/timeSeries.Rd: man
pages updated
* NAMESPACE: namespace adapted
* NAMESPACE:
* R/AllClass.R, R/AllGeneric.R, R/base-Extract.R, R/base-apply.R,
R/base-attach.R, R/base-cbind.R, R/base-colCumsums.R,
R/base-colSums.R, R/base-comment.R, R/base-diff.R, R/base-dim.R,
R/base-merge.R, R/base-rank.R, R/base-rev.R, R/base-rowCumsums.R,
R/base-sample.R, R/base-scale.R, R/base-sort.R, R/base-start.R,
R/base-subset.R, R/fin-align.R, R/fin-cumulated.R, R/fin-daily.R,
R/fin-drawdowns.R, R/fin-durations.R, R/fin-monthly.R,
R/fin-orderColnames.R, R/fin-orderStatistics.R,
R/fin-periodical.R, R/fin-returns.R, R/fin-smooth.R,
R/fin-splits.R, R/fin-spreads.R, R/fin-turnpoints.R,
R/graphics-plot.R, R/methods-Ops.R, R/methods-as.R,
R/methods-is.R, R/methods-show.R, R/old2new.R,
R/stats-aggregate.R, R/stats-lag.R, R/stats-model.frame.R,
R/stats-na.omit.R, R/stats-window.R, R/timeSeries-description.R,
R/timeSeries-dummy.R, R/timeSeries-finCenter.R,
R/timeSeries-getDataPart.R, R/timeSeries-isOHLC.R,
R/timeSeries-isPeriod.R, R/timeSeries-isUnivariate.R,
R/timeSeries-readSeries.R, R/timeSeries-series.R,
R/timeSeries-signalCounts.R, R/timeSeries-time.R, R/timeSeries.R,
R/utils-head.R, R/utils-str.R, R/zzz.R: NEW FILE ORDERING CHECKED
IN ...
* R/AllClass.R, R/AllGeneric.R, R/colCum.R, R/colStats.R,
R/cumulated.R, R/daily.R, R/description.R, R/drawdowns.R,
R/dummy.R, R/durations.R, R/is.R, R/isUnivariate.R,
R/methods-DataPart.R, R/methods-aggregate.R, R/methods-align.R,
R/methods-apply.R, R/methods-as.R, R/methods-attach.R,
R/methods-bind.R, R/methods-comment.R, R/methods-dim.R,
R/methods-finCenter.R, R/methods-head.R, R/methods-lag.R,
R/methods-mathOps.R, R/methods-merge.R, R/methods-na.R,
R/methods-outlier.R, R/methods-plot.R, R/methods-returns.R,
R/methods-rowCum.R, R/methods-series.R, R/methods-show.R,
R/methods-str.R, R/methods-subset.R, R/methods-tail.R,
R/methods-window.R, R/model.frame.R, R/monthly.R, R/old2new.R,
R/order.R, R/orderStatistics.R, R/periodical.R, R/rank.R,
R/readSeries.R, R/signalCounts.R, R/spreads.R, R/time.R,
R/timeSeries.R, R/turnpoints.R, R/zzz.R:
2009-05-07 wuertz
* R/methods-show.R: .print.timeSeries missing column names fixed on
"h" style can now also handle "%Q" format for quarterly data
* R/methods-plot.R: .plotTimeSeries can now handle different colors
and plot symbols for multivariate series
2009-04-19 chalabi
* DESCRIPTION: added explicit version number in Depends field for
key packages
* R/methods-aggregate.R: fixed colnames in
aggregate,timeSeries-method
* R/AllClass.R: initialize,timeSeries-method checks object with
validObject
* R/colStats.R: added colMeans and colSums,timeSeries-method
because default function is unefficient with large timeSeries
objects.
2009-04-02 chalabi
* NAMESPACE: updated NAMESPACE
* DESCRIPTION: more explicit depends and suggests field in DESC
file.
2009-04-01 chalabi
* DESCRIPTION: updated DESC file
2009-03-31 chalabi
* R/AllClass.R, R/is.R, R/methods-DataPart.R: small changes to make
timeSeries work with R-2.7.0.
2009-03-30 chalabi
* man/data.Rd: added MSFT (timeSeries version of mstf.dat) in data
folder.
* NAMESPACE, R/AllClass.R, R/zzz.R: define S4 class 'difftime' with
'setOldClass()'. We will keep it until
'methods' pkg will define it alongside the other old 'base'
classes.
* R/methods-mathOps.R, R/timeSeries.R,
inst/unitTests/runit.mathOps.R,
inst/unitTests/runit.timeSeries.R, man/methods-mathOps.Rd: added
explicit methods for Ops with 'ts' and 'timeSeries' arguments.
2009-03-25 chalabi
* data/MSFT.rda: added timeSeries version of msft.dat dataset
2009-03-19 chalabi
* R/is.R, R/methods-aggregate.R, R/methods-as.R, R/methods-bind.R,
R/methods-dim.R, R/methods-head.R, R/methods-lag.R,
R/methods-mathOps.R, R/methods-merge.R, R/methods-na.R,
R/methods-plot.R, R/methods-str.R, R/methods-tail.R,
R/methods-window.R, R/model.frame.R, R/time.R, man/lag.Rd,
man/methods-aggregate.Rd, man/methods-as.Rd, man/methods-bind.Rd,
man/methods-mathOps.Rd, man/methods-na.Rd, man/methods-subset.Rd,
man/time.Rd: 'base' generics have now S3 and S4 methods. S3
methods are used
because 'UseMethod' does not dispatch S4 methods in 'base'
functions. For example 'base' functions starting with something
like
'as.list' would failed without the S3 method.
* R/old2new.R: added functions to convert old timeSeries format to
new class 'timeSeries'
* R/methods-subset.R, R/time.R, R/timeSeries.R: @positions is
numeric and makes timeSeries object much faster.
* R/methods-show.R, R/zzz.R: added getRmetricsOptions("max.print")
* R/methods-bind.R, R/methods-merge.R: new implementation of
[cb]bind and merge functions
* R/is.R: added function is.signalSeries
* R/methods-tail.R: optimized tail for large timeSeries
* R/methods-as.R, man/methods-as.Rd: new as.list.timeSeries S3
methods. This means that functions like sapply and lapply can now
work with timeSeries objects.
* R/methods-bind.R, man/methods-bind.Rd: new cbind and rbind
implementation in S3 method since methods:::bind_activation might
create problems. Names of arguments are now supported.
* R/methods-series.R: series<-,matrix-method uses now the new
timeSeires() methods.
* R/methods-as.R: new implementation of as.timeSeries.data.frame.
Should has the same
features as the previous implementation.
* R/daily.R, R/methods-dim.R: improved handling of colnames and
unit. functions like var() should
now returns with the appropriate colnames.
* R/AllClass.R, R/AllGeneric.R, R/timeSeries.R, man/timeSeries.Rd:
timeSeries() is now a generic function with methods. timeSeries()
should now take advantage of new implementation of timeDate() and
should be faster in creating new timeSeries objects.
* R/methods-subset.R: added $,timeSeries method with
auto-completion of column names
* NAMESPACE, R/methods-dim.R: added name,timeSeries method which
return the column names
2009-02-04 chalabi
* ChangeLog:
* inst/NEWS:
* DESCRIPTION: updated version number
2009-01-29 chalabi
* R/methods-aggregate.R, man/methods-aggregate.Rd: improved
aggregate,timeSeries-method
2009-01-28 chalabi
* R/methods-plot.R: small changed in plot,timeSeries to avoid
warning when dealing with signal series
* R/methods-subset.R: timeSeries()[''] now returns a nuermic(NA)
instead of logical(NA)
* inst/unitTests/runit.subset.R: added RUnit test with subsetting
2009-01-12 chalabi
* man/apply.Rd: fixed warning with new Rd parser
* R/AllClass.R: use getDataPart method
* R/is.R: use getDataPart method
* R/methods-as.R: change as.matrix to use the getDatPart method
* R/methods-subset.R: improved speed of sub-setting and
sub-assignment and fixed problem
when sub-setting with character argument without comma.
* R/methods-dim.R, R/methods-head.R, R/methods-show.R,
R/methods-tail.R: faster method
* R/methods-bind.R: fixed colnames problem with c,rbind
* NAMESPACE, R/methods-DataPart.R: added getDataPart,timeSeries
method
2009-01-11 wuertz
* R/align.R: old align.R script removed
* R/methods-align.R: align established as method filename renamed
2009-01-07 wuertz
* NAMESPACE, R/align.R, inst/unitTests/runit.aggregate.R,
inst/unitTests/runit.subset.R, man/methods-align.Rd: unit tests
which failed from the change 2008 to 2009 repaired, function
align added the same as .align.timeSeries and documented, added
to namespace
2009-01-06 wuertz
* R/methods-aggregate.R: example modified was not working for 2009
* R/methods-lag.R: example modified