xts 0.11-1 on CRAN

September 12, 2018

(This article was first published on FOSS Trading, and kindly contributed to R-bloggers)

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!

  • There’s a new window.xts() method, thanks to Corwin Joy (#100, #240). Corwin also refactored and improved the performance of the binary search algorithm used to subset xts objects. Tom Andrews reported and fixed a few related regressions (#251, #263, #264).
  • The na.locf.xts() method loops over columns of multivariate objects in C code, for improved speed and memory performance. Thanks to Chris Katsulis and Tom Andrews for their reports and patches (#232, #233, #234, #235, #237).
  • After many years, merge.xts() can finally handle multiple character or complex xts objects. Thanks to Ken Williams for the report (#44).
  • You can use “quarters” to specify tick/grid mark locations on plots. Thanks to Marc Weibel for the report (#256).

There are also a few notable bug fixes:

  • make.index.unique() always returns a unique and sorted index. Thanks to Chris Katsulis for the report and example (#241).
  • Plots have better axis tick mark locations, thanks to Dirk Eddelbuettel (#246).
  • periodicity() now warns instead of errors if the xts object contains less than 2 observations (#230).
  • first() and last() now keep dims when they would otherwise be dropped by a regular row subset. This is consistent with head() and tail(). Thanks to Davis Vaughan for the report (#226).
  • An invalid ISO8601 range subset now returns no data instead of all rows (#96).

As always, I’m looking 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, but please read the contributing guide first!

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