RcppXts-package: Interface to the C API of xts

In RcppXts: Interface the xts API via Rcpp

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, 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
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

RcppXts documentation built on May 2, 2019, 5:19 p.m.