xtsAPI: xts C API Documentation

In xts: eXtensible Time Series

Description

This help file is to help in development of xts, as well as provide some clarity and insight into its purpose and implementation.

Last modified: 2013-01-16 by Jeffrey A. Ryan and Dirk Eddelbuettel Version: 0.9-2 and above

At present the xts API has publically available interfaces to the following functions (as defined in xtsAPI.h:

Callable from other R packages:
  SEXP xtsIsOrdered(SEXP x, SEXP increasing, SEXP strictly)
  SEXP xtsNaCheck(SEXP x, SEXP check)
  SEXP xtsTry(SEXP x)
  SEXP xtsRbind(SEXP x, SEXP y, SEXP dup)
  SEXP xtsCoredata(SEXP x)
  SEXP xtsLag(SEXP x, SEXP k, SEXP pad)

Internal use functions:
  int isXts(SEXP x)
  void copy_xtsAttributes(SEXP x, SEXP y)
  void copy_xtsCoreAttributes(SEXP x, SEXP y)

Internal use macros:
  xts_ATTRIB(x)
  xts_COREATTRIB(x)
  GET_xtsIndex(x)
  SET_xtsIndex(x,value)
  GET_xtsIndexClass(x)
  SET_xtsIndexClass(x,value)
  GET_xtsIndexFormat(x)
  SET_xtsIndexFormat(x,value)
  GET_xtsCLASS(x)
  SET_xtsCLASS(x,value)

Internal use SYMBOLS:
  xts_IndexSymbol
  xts_ClassSymbol
  xts_IndexFormatSymbol
  xts_IndexClassSymbol

Callable from R:
  SEXP mergeXts(SEXP args)
  SEXP rbindXts(SEXP args)
  SEXP tryXts(SEXP x)

Author(s)

Jeffrey A. Ryan

Examples

## Not run: 
# some example code to look at

file.show(system.file('api_example/README', package="xts"))
file.show(system.file('api_example/src/checkOrder.c', package="xts"))

## End(Not run)

Example output

Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

    as.Date, as.Date.numeric

This directory contains a skeleton example
of how to link to the C-API

The basic requirements to use the exported xts
C code is:

(1) Add to your DESCRIPTION file:

  Depends: xts
  linkingTo: xts

(2) In your .c files:

  #include "xtsAPI.h"

This header file exports the functions that are
public in xts.

(3) Compile as you would with any other package:

  R CMD build api_example
  R CMD INSTALL linkXTS_1.0.tar.gz

(4) Try it out!

  R> require(linkXTS)
  R> checkOrder(1:10)
  [1] TRUE
  R> checkOrder(c(1:10,1))
  [1] FALSE


/*
Example of using the C API from xts in new package code

This is derived from examining the source of 
packages Matrix and lme4.
*/

#include <R.h>
#include <Rinternals.h>
#include <Rdefines.h>

#include <R_ext/Rdynload.h>  /* required by R */
/*
  The following header file is from the include directory that is
  included with xts
*/
#include "xtsAPI.h"  /* function declaration and macros */


SEXP check_order (SEXP x, SEXP incr, SEXP strict)
{
  SEXP ret;
  PROTECT(ret = allocVector(LGLSXP, 1));
  /*
     do_is_ordered is imported from the xts package.
     All that is needed here is to call it.
  */
  ret = xtsIsOrdered(x, incr, strict);
  UNPROTECT(1);
  return ret;
}

xts documentation built on May 2, 2019, 5:18 p.m.