xts

Provide for uniform handling of R's different time-based data classes, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.

Simplifies conversion of the following formats:

zoo ts timeSeries its matrix data.frame What is an xts object? Essentially a zoo object that enforces time-based indexing, AND one that can be extended with arbitrary attributes (source, last update, ...).

With that requirement satisfied methods can be written that can rely on the time indexing. Another useful application is to convert all possible time-based data inputs to an xts object, and then convert back to the original class with nothing more than a call to reclass.

Tags

finance r r-project timeseries