Commit 7aba2a2c authored by Dirk Eddelbuettel's avatar Dirk Eddelbuettel

Import Upstream version 0.10-36

parent e247decb
2016-12-15 Kurt Hornik <Kurt.Hornik@wu.ac.at>
* DESCRIPTION (Version): New version is 0.10-36.
* R/finance.R (get.hist.quote):
* man/get.hist.quote.Rd:
Drop support for archived 'its' package.
2016-12-08 Kurt Hornik <Kurt.Hornik@wu.ac.at>
* inst/CITATION: Canonicalize CRAN URLs.
2016-05-02 Kurt Hornik <Kurt.Hornik@wu.ac.at>
* DESCRIPTION (Version): New version is 0.10-35.
......
Package: tseries
Version: 0.10-35
Version: 0.10-36
Title: Time Series Analysis and Computational Finance
Authors@R: c(person("Adrian", "Trapletti", role = "aut",
email = "adrian@trapletti.org"),
......@@ -9,14 +9,13 @@ Authors@R: c(person("Adrian", "Trapletti", role = "aut",
comment = "BDS test code"))
Description: Time series analysis and computational finance.
Depends: R (>= 2.10.0)
Suggests: its
Imports: graphics, stats, utils, quadprog, zoo
License: GPL-2
NeedsCompilation: yes
Packaged: 2016-05-02 07:49:42 UTC; hornik
Packaged: 2016-12-15 15:27:15 UTC; hornik
Author: Adrian Trapletti [aut],
Kurt Hornik [aut, cre],
Blake LeBaron [ctb] (BDS test code)
Maintainer: Kurt Hornik <Kurt.Hornik@R-project.org>
Repository: CRAN
Date/Publication: 2016-05-02 13:58:30
Date/Publication: 2016-12-15 16:41:41
82f36d89b2e323f34e00aedcd56617f2 *ChangeLog
2f9be48c371189035bdf708b620316bb *DESCRIPTION
154a044c75cbd08632af4adfc98cd426 *ChangeLog
591eda968b980565696cc17903cd3695 *DESCRIPTION
2b3f182ac38fa94b06b0950bda63e2a1 *NAMESPACE
434cfb7f2cdc1fe1cab1922e3fb0e3d8 *R/arma.R
80d40adfbbc4400b7e61e1318daf9b46 *R/finance.R
4d47ac4e99712ced9371bedab34386ac *R/finance.R
f3d8df961e5a15c7e356a4566424e175 *R/garch.R
decf4a3134c069cf9d2dbc79b1b60706 *R/irts.R
8373af2fb26375738e9d61677183d10a *R/test.R
ebc29d93799680f40e284960a8cd6950 *R/tsutils.R
6474314852bc0951b0cc3848febd98dc *R/zzz.R
e311649f01da4c522be8ff61cb4776a2 *README
98d1faaa5fd8bf7d4f442ec4994efddf *data/NelPlo.rda
5417ad500f4f76d8a9857413d3d3e01f *data/USeconomic.rda
a1a89e6e4cb8515cec2e8903e324c2d2 *data/bev.rda
e75e80545b6eb0e1a05e47df9b2e2356 *data/camp.rda
d22870ea6874d37de7b896992e023d48 *data/ice.river.rda
6e5743861574dbc01b594c67eddc6874 *data/nino.rda
7fbdb34eaa27f69c04bef24f2258cded *data/tcm.rda
a65cbf6e9a3ae301829719f5476a644f *data/tcmd.rda
b90b36032742a22fa4682f658662f119 *inst/CITATION
1b0dd6b7b4405d1674d36ebb260a0e88 *data/NelPlo.rda
de15c4a0f35b7203b0e588423672ae5d *data/USeconomic.rda
35e6ab5de4981702953c510b9722173d *data/bev.rda
05a82fb1ece652decf2bf91e0400d454 *data/camp.rda
af6623975e787d0ece10ecd835c6385d *data/ice.river.rda
cbfda34e2f3b41607f706059d83ab8d4 *data/nino.rda
2c0770251879a828e2c73ad3a2fd081a *data/tcm.rda
ee43fc05e3b28b067798d02d83632ea2 *data/tcmd.rda
ce27980f11ae3cdfe19a1da71b3db73e *inst/CITATION
39c832867f0093af08dba56ed7c89504 *man/NelPlo.Rd
a3fd00105442c79dbe9d8097b5877f40 *man/USeconomic.Rd
92d75e6305fcc13d56aaa716ff489583 *man/adf.test.Rd
......@@ -28,7 +28,7 @@ af95a59d763942cc81ad5d3f60a8394c *man/bds.test.Rd
89173da2154e0d28b27bd2e9d00c983b *man/camp.Rd
35c28a6707e4e01f789be2117c646664 *man/garch-methods.Rd
6e9e94d717f01d4208a8fa29e0ea28d2 *man/garch.Rd
19decc4133aef96af6229952b5f4e1f0 *man/get.hist.quote.Rd
ea26557ba6f36c4501e684433ee51a64 *man/get.hist.quote.Rd
d78ea694dcc885f7a4df3e89efff2788 *man/ice.river.Rd
d1b8f7e9d68bae68eea050d9efedb11b *man/irts-functions.Rd
82628e1b908072d5572db16d8d4fd2fa *man/irts-methods.Rd
......
......@@ -136,7 +136,7 @@ function (instrument = "^gdax", start, end,
quote = c("Open", "High", "Low", "Close"),
provider = c("yahoo", "oanda"), method = NULL,
origin = "1899-12-30", compression = "d",
retclass = c("zoo", "its", "ts"),
retclass = c("zoo", "ts"),
quiet = FALSE, drop = FALSE)
## Added new argument 'compression'.
## May be "d", "w" or "m", for daily weekly or monthly.
......@@ -256,15 +256,6 @@ function (instrument = "^gdax", start, end,
rownames(x) <- NULL
y <- zoo(x, dat)
y <- y[, seq_along(nser), drop = drop]
if(retclass == "its") {
if(inherits(tryCatch(getNamespace("its"), error = identity),
"error"))
warning("package its could not be loaded: zoo series returned")
else {
index(y) <- as.POSIXct(index(y))
y <- its::as.its(y)
}
}
return(y)
}
}
......@@ -326,15 +317,6 @@ function (instrument = "^gdax", start, end,
return(ts(y, start = jdat[1], end = jdat[n]))
} else {
y <- zoo(val, dat)
if(retclass == "its") {
if(inherits(tryCatch(getNamespace("its"), error = identity),
"error"))
warning("package its could not be loaded: zoo series returned")
else {
index(y) <- as.POSIXct(index(y))
y <- its::as.its(y)
}
}
return(y)
}
}
......
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......@@ -14,7 +14,7 @@ citEntry(entry = "Manual",
email = "Kurt.Hornik@R-project.org")),
year = year,
note = note,
url = "http://CRAN.R-project.org/package=tseries",
url = "https://CRAN.R-project.org/package=tseries",
textVersion = {
paste("Adrian Trapletti and Kurt Hornik",
sprintf("(%s).", year),
......
......@@ -10,7 +10,7 @@ get.hist.quote(instrument = "^gdax", start, end,
quote = c("Open", "High", "Low", "Close"),
provider = c("yahoo", "oanda"), method = NULL,
origin = "1899-12-30", compression = "d",
retclass = c("zoo", "its", "ts"), quiet = FALSE, drop = FALSE)
retclass = c("zoo", "ts"), quiet = FALSE, drop = FALSE)
}
\arguments{
\item{instrument}{a character string giving the name of the quote
......@@ -47,28 +47,24 @@ get.hist.quote(instrument = "^gdax", start, end,
this argument is ignored.}
\item{retclass}{character specifying which class the return value
should have: can be either \code{"zoo"} (with \code{"Date"} index),
\code{"its"} (with \code{"POSIXct"} index) or \code{"ts"} (with
numeric index corresponding to days since \code{origin}).}
or \code{"ts"} (with numeric index corresponding to days since
\code{origin}).}
\item{quiet}{logical. Should status messages (if any) be suppressed?}
\item{drop}{logical. If \code{TRUE} the result is coerced to the
lowest possible dimension. Default is \code{FALSE}.}
}
\value{
A time series containing the data either as a \code{"zoo"} series
(default), a \code{"its"} series or \code{"ts"} series. The
\code{"zoo"} series is created with \code{\link[zoo]{zoo}} and has an
index of class \code{"Date"}. For returning an \code{"its"} series,
\code{\link[its:itsDef]{its}} has to be available. \code{"its"}
series always have an index of class \code{"POSIXct"}. If a
\code{"ts"} series is returned, the index is in physical time, i.e.,
weekends, holidays, and missing days are filled with \code{NA}s if not
available. The time scale is given in Julian dates (days since the
\code{origin}).
(default) or a \code{"ts"} series. The \code{"zoo"} series is created
with \code{\link[zoo]{zoo}} and has an index of class \code{"Date"}.
If a \code{"ts"} series is returned, the index is in physical time,
i.e., weekends, holidays, and missing days are filled with \code{NA}s
if not available. The time scale is given in Julian dates (days since
the \code{origin}).
}
\author{A. Trapletti}
\seealso{
\code{\link[zoo]{zoo}},
\code{\link[its:itsDef]{its}},
\code{\link{ts}},
\code{\link{as.Date}},
\code{\link{as.POSIXct}},
......
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