xts 0.11-2 on CRAN

November 6, 2018
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(This article was first published on FOSS Trading, and kindly contributed to R-bloggers)

xts version 0.11-2 was published to CRAN yesterday. xts provides data structure and functions to work with time-indexed data.  This is a bug-fix release, with notable changes below:

  • The xts method for shift.time() is now registered. Thanks to Philippe Verspeelt for the report and PR (#268, #273).
  • An if-statement in the xts constructor will no longer try to use a logical vector with length > 1. Code like if (c(TRUE, TRUE)) will throw a warning in an upcoming R release, and this patch will prevent that warning. Thanks to Hugh Parsonage for the report and PR (#270, #272).
  • Fix subset when index(i) and i contain duplicates. Observations were being incorrectly dropped, and behavior is now consistent with zoo. Thanks to Stack Overflow user scs for the report, and Philippe Verspeelt for the help debugging (#275).
  • Make column names for merge() results with unnamed objects shorter and more like zoo (#248). Previously, column names could be hundreds, even thousands, of characters. This change has the added benefit of making na.fill() much faster (#259). NOTE: This may BREAK existing code for integer unnamed objects.
  • The to.period() family of functions now use the index timezone when converting intraday index values to daily values (or lower frequency). Previously, the dates would be calculated as UTC dates, instead of dates in the local timezone (as they are now). Thanks to Garrett See and Gabor Grothendieck for the reports (#53, #277).

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!

To leave a comment for the author, please follow the link and comment on their blog: FOSS Trading.

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