xts

xts_0.13.2 on CRAN

R Package Releases

An updated version of xts is now on CRAN. The most notable change is that plot.xts() now supports a log scale y-axis. This involved a significant refactor of the plot.xts() internals, so it’s possible to have introduced some bugs.

xts_0.13.1 on CRAN

R Package Releases

An updated version of xts is now on CRAN. This release patches a few issues with the features added in version 0.13.0 and addresses a few maintenance issues that popped up recently.

xts_0.13.0 on CRAN

R Package Releases

An updated version of xts is now on CRAN. This release adds several exciting changes: open-ended time-of-day subsetting, smarter conversions to xts from data.frames/data.tables/tibbles; to.period() handles custom endpoint values, print() truncates rows like data.table, and str() provides more informative output. There are also changes to make xts more consistent with zoo, some minor speed improvements, and the usual smattering of bug fixes.

xts_0.12.2 on CRAN

R Package Releases

An updated version of xts is now on CRAN. This release is a big one, with lots of changes. Plotting functionality got a lot of attention. Another notable change is that merge.xts() now supports suffixes. Plus the obligatory bug fixes and refinements to make xts more robust.

xts_0.12.1 on CRAN

R Package Releases

An updated version of xts reached CRAN on 2020-09-09. Time-of-day subsetting (e.g. x["T10:00/T13:00"]) is 200x faster! (This post includes some notes on some nifty changes in 0.12.0 too, since I didn’t post about 0.12.0 when it was released.)

xts 0.11-1 on CRAN

R Package Releases

xts version 0.11-1 was published to CRAN this morning. xts provides data structure and functions to work with time-indexed data.  This release contains some awesome features that will transparently make your xts code even faster!

xts 0.10-2 on CRAN

R Package Releases
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 honors x and xout arguments by dispatching to the next method (#215). Thanks to Morten Grum for the report. na.locf.xts() and na.omit.xts() now support character xts objects. Thanks to Ken Williams and Samo Pahor for the reports (#42).

xts 0.10-0 on CRAN!

R Package Releases
A new, and long overdue, release of xts is now on CRAN! The major change is the completely new plot.xts() written by Michael Weylandt and Ross Bennett, and which is based on Jeff Ryan’s quantmod::chart_Series() code. Do note that the new plot.xts() includes breaking changes to the original (and rather limited) plot.xts(). However, we believe the new functionality more than compensates for the potential one-time inconvenience. And I will no longer have to tell people that I use plot.

Importing and managing financial data

Articles
I’m excited to announce my DataCamp course on importing and managing financial data in R! I’m also honored that it is included in DataCamp’s Quantitative Analyst with R Career Track! You can explore the first chapter for free, so be sure to check it out! Course Description Financial and economic time series data come in various shapes, sizes, and periodicities. Getting the data into R can be stressful and time-consuming, especially when you need to merge data from several different sources into one data set.