[R-pkgs] Packages for time series databases

Paul Gilbert pgilbert at bank-banque-canada.ca
Tue Nov 18 19:37:53 CET 2008

I recently put several packages for time series databases on CRAN. The 
main package, TSdbi, provides a common interface to time series 
databases. The objective is to define a standard interface so users can 
retrieve time series data from various sources with a simple, common, 
set of commands, and so programs can be written to be portable with 
respect to the data source. The SQL implementations also provide a 
database table design, so users needing to set up a time series database 
have a reasonably complete way to do this easily. The interface provides 
for a variety of options with respect to the representation of time 
series in R. There is also a (not yet well tested) mechanism to handle 
multilingual data documentation.

-TSdbi  is the main package.

-TSMySQL,  TSPostgreSQL, and  TSSQLite provide interfaces for these 
three SQL databases  (using RMySQL, RSQLite, and RPostgreSQL).

-TSodbc  provides an interface using RODBC (tested only with a 
PostgreSQL server).

-TSfame  provides an interface to Fame using the fame package.

-TSpadi  provides an interface to Fame using a (somewhat dated) padi server.

-TShistQuote  provides an interface to get.hist.quote.

Many thanks to the authors and maintainers of the underlying packages, 
and several people who have commented on early versions of the TS* packages.

Paul Gilbert

La version française suit le texte anglais.


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