[R-sig-finance] How and when to USE ts and its objects?
Gabor Grothendieck
ggrothendieck at myway.com
Tue Oct 5 07:50:43 CEST 2004
From: Ajay Shah <ajayshah at mayin.org>
Gabor, I'm sure you know full well the full power of ITS. Is zoo
headed to match that, and then to do better? I, for one, will be happy
to pitch in and help by using zoo, contributing suggestions and
perhaps occasionally a little code, bug reports, etc.
If ITS is 'the existing standard' then wouldn't it be nice if zoo
would import and export ITS objects, so as to ease interoperability?
Curious: I was struck by the coolness of union() and intersect() in
ITS. Does zoo do these already?
---
We are not attempting competing with its, in fact, I offerred
some code to its but the unreleased version of zoo
which Achim and I have running
is approximately comparable in functionality to its. It can
import its objects and we also have an its export too. It
will also be able to import and export fBasics/rmetrics timeSeries
objects.
The version on CRAN can already import ts and irts objects.
That version, i.e. on CRAN, already has the union and intersect
functionality. They are combined into a
single routine, merge, which is a generalization of union
and intersect. It has an argument all which is TRUE for
union and FALSE for intersect but can be a logical vector
which generalizes these two special cases to create more
possibilities for combination.
One of the key goals of zoo is to be compatible with ts and
the base of R so you do not have to learn a whole new set of
commands making it, hopefully, easy to use. In fact, most
functions are simply methods which extend core generics.
Achim Zeileis started the project and I joined in and I was really
hoping others would do so so too so I am really pleased you
are interested. I will contact you offline.
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