xts 0.10-2 on CRAN
This xts release contains mostly bugfixes, but there are a few noteworthy features. Some of these features were added in version 0.10-1, but I forgot to blog about it. Anyway, in no particular order:
endpoints()gained sub-second accuracy on Windows (#202)!na.locf.xts()now honorsxandxoutarguments by dispatching to the next method (#215). Thanks to Morten Grum for the report.na.locf.xts()andna.omit.xts()now support character xts objects. Thanks to Ken Williams and Samo Pahor for the reports (#42).
Many of the bug fixes were related to the new plot.xts() introduced in 0.10-0. And a handful of bug fixes were to make xts more consistent with zoo in some edge cases.
I look forward to your questions and feedback! If you have a question, please ask on Stack Overflow and use the [r] and [xts] tags. Or you can send an email to the R-SIG-Finance mailing list (you must subscribe to post). Open an issue on GitHub if you find a bug or want to request a feature. Please read the contributing guide first! It will help save time for both of us. ;-)
If you love using my open-source work (e.g. quantmod, TTR, xts, IBrokers, microbenchmark, blotter, quantstrat, etc.), you can give back by sponsoring me on GitHub. I truly appreciate anything you’re willing and able to give!