Commit e247decb authored by Dirk Eddelbuettel's avatar Dirk Eddelbuettel

Import Upstream version 0.10-35

parent 35f2228f
2016-05-02 Kurt Hornik <Kurt.Hornik@wu.ac.at>
* DESCRIPTION (Version): New version is 0.10-35.
* R/test.R: Data frames are not univariate time series.
Spotted by szolaryb <szolaryb@gmail.com>.
2016-04-28 Kurt Hornik <Kurt.Hornik@wu.ac.at>
* R/finance.R (get.hist.quote):
* man/get.hist.quote.Rd:
OANDA now needs https at least for URL connections.
Spotted by Paul Gilbert <pgilbert@ncf.ca>.
2016-01-06 Kurt Hornik <Kurt.Hornik@wu.ac.at>
* inst/CITATION: Avoid personList().
2015-02-20 Kurt Hornik <Kurt.Hornik@wu.ac.at>
* DESCRIPTION (Version): New version is 0.10-34.
......
Package: tseries
Version: 0.10-34
Version: 0.10-35
Title: Time Series Analysis and Computational Finance
Authors@R: c(person("Adrian", "Trapletti", role = "aut",
email = "adrian@trapletti.org"),
......@@ -12,11 +12,11 @@ Depends: R (>= 2.10.0)
Suggests: its
Imports: graphics, stats, utils, quadprog, zoo
License: GPL-2
Packaged: 2015-02-20 12:43:13 UTC; hornik
NeedsCompilation: yes
Packaged: 2016-05-02 07:49:42 UTC; hornik
Author: Adrian Trapletti [aut],
Kurt Hornik [aut, cre],
Blake LeBaron [ctb] (BDS test code)
Maintainer: Kurt Hornik <Kurt.Hornik@R-project.org>
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2015-02-20 14:16:24
Date/Publication: 2016-05-02 13:58:30
1f7df3bbc28b1e4560b1934e013fa966 *ChangeLog
b16d17e1178d7c3d195e9e17b5d8434e *DESCRIPTION
82f36d89b2e323f34e00aedcd56617f2 *ChangeLog
2f9be48c371189035bdf708b620316bb *DESCRIPTION
2b3f182ac38fa94b06b0950bda63e2a1 *NAMESPACE
434cfb7f2cdc1fe1cab1922e3fb0e3d8 *R/arma.R
f281a3ee8caaea857833bc77bad1e44a *R/finance.R
80d40adfbbc4400b7e61e1318daf9b46 *R/finance.R
f3d8df961e5a15c7e356a4566424e175 *R/garch.R
decf4a3134c069cf9d2dbc79b1b60706 *R/irts.R
d8a4828240a6352c63178d67daa65578 *R/test.R
8373af2fb26375738e9d61677183d10a *R/test.R
ebc29d93799680f40e284960a8cd6950 *R/tsutils.R
6474314852bc0951b0cc3848febd98dc *R/zzz.R
e311649f01da4c522be8ff61cb4776a2 *README
91fa46397d86167e3f3926c1f2f3dc3f *data/NelPlo.rda
7e3faf636934281212b7f0351b3ed3ec *data/USeconomic.rda
1a9709960dbaeb468c3b547df5cf3801 *data/bev.rda
831a3fbf581a28692dedebc80a5cdd53 *data/camp.rda
39f65d85f651da97f012ff025db90804 *data/ice.river.rda
4ffc1491121b0a99f7aa77f53f68d0c2 *data/nino.rda
792f2265f349c74e42d2c4e23e321562 *data/tcm.rda
53aa0486adca273a99e78cacc6b04f20 *data/tcmd.rda
ee522e5be7a4a8f15d449a342342c1f2 *inst/CITATION
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
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
b867d40b0b5bf5b29e5091e6fc60af4b *man/get.hist.quote.Rd
19decc4133aef96af6229952b5f4e1f0 *man/get.hist.quote.Rd
d78ea694dcc885f7a4df3e89efff2788 *man/ice.river.Rd
d1b8f7e9d68bae68eea050d9efedb11b *man/irts-functions.Rd
82628e1b908072d5572db16d8d4fd2fa *man/irts-methods.Rd
......
......@@ -280,7 +280,7 @@ function (instrument = "^gdax", start, end,
ranges <- c("d7", "d30", "d60", "d90", "d180", "y1", "y2", "y5")
range <- ranges[c(7, 30, 60, 90, 180, 364, 728, 1820) >=
difftime(end, start, units="days")][1]
url <- paste0("http://www.oanda.com/currency/historical-rates/download?",
url <- paste0("https://www.oanda.com/currency/historical-rates/download?",
"quote_currency=", currencies[1],
"&end_date=", end,
"&start_date=", start,
......
......@@ -57,7 +57,7 @@ function (x, alternative = c("two.sided", "less", "greater"))
bds.test <-
function(x, m = 3, eps = seq(0.5*sd(x),2*sd(x),length=4), trace = FALSE)
{
if(NCOL(x) > 1)
if((NCOL(x) > 1) || is.data.frame(x))
stop("x is not a vector or univariate time series")
if(any(is.na(x)))
stop("NAs in x")
......@@ -143,7 +143,7 @@ adf.test <-
function(x, alternative = c("stationary", "explosive"),
k = trunc((length(x)-1)^(1/3)))
{
if(NCOL(x) > 1)
if((NCOL(x) > 1) || is.data.frame(x))
stop("x is not a vector or univariate time series")
if(any(is.na(x)))
stop("NAs in x")
......@@ -521,7 +521,7 @@ function(x, lag = 1, type = c("Chisq", "F"), scale = TRUE, ...)
jarque.bera.test <-
function(x)
{
if(NCOL(x) > 1)
if((NCOL(x) > 1) || is.data.frame(x))
stop("x is not a vector or univariate time series")
if(any(is.na(x)))
stop("NAs in x")
......@@ -551,7 +551,7 @@ pp.test <-
function(x, alternative = c("stationary", "explosive"),
type = c("Z(alpha)", "Z(t_alpha)"), lshort = TRUE)
{
if(NCOL(x) > 1)
if((NCOL(x) > 1) || is.data.frame(x))
stop("x is not a vector or univariate time series")
type <- match.arg(type)
alternative <- match.arg(alternative)
......@@ -722,7 +722,7 @@ function(x, demean = TRUE, lshort = TRUE)
kpss.test <-
function(x, null = c("Level", "Trend"), lshort = TRUE)
{
if(NCOL(x) > 1)
if((NCOL(x) > 1) || is.data.frame(x))
stop("x is not a vector or univariate time series")
DNAME <- deparse(substitute(x))
null <- match.arg(null)
......
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......@@ -7,7 +7,7 @@ note <- sprintf("R package version %s.", meta$Version)
citEntry(entry = "Manual",
title = "tseries: Time Series Analysis and Computational Finance",
author = personList(
author = c(
person("Adrian", "Trapletti",
email = "adrian@trapletti.org"),
person("Kurt", "Hornik",
......
......@@ -34,7 +34,7 @@ get.hist.quote(instrument = "^gdax", start, end,
\item{provider}{a character string with the name of the data
provider. Currently, \code{"yahoo"} and \code{"oanda"} are
implemented. See \url{http://quote.yahoo.com/} and
\url{http://www.oanda.com/} for more information.}
\url{https://www.oanda.com/} for more information.}
\item{method}{tool to be used for downloading the data. See
\code{\link{download.file}} for the available download methods and
the default settings.}
......@@ -74,7 +74,7 @@ get.hist.quote(instrument = "^gdax", start, end,
\code{\link{as.POSIXct}},
\code{\link{download.file}};
\url{http://quote.yahoo.com/},
\url{http://www.oanda.com/}
\url{https://www.oanda.com/}
}
\examples{
con <- url("http://quote.yahoo.com")
......@@ -96,7 +96,7 @@ if(!inherits(try(open(con), silent = TRUE), "try-error")) {
plot(x, main = "IBM vs S&P 500")
}
con <- url("http://www.oanda.com")
con <- url("https://www.oanda.com")
if(!inherits(try(open(con), silent = TRUE), "try-error")) {
close(con)
x <- get.hist.quote(instrument = "EUR/USD", provider = "oanda",
......
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