[R-sig-finance] status of the its package
Gabor Grothendieck
ggrothendieck at myway.com
Fri Dec 3 05:14:58 CET 2004
From: Robert Sams <Robert at sanctumfi.com>
>also, i welcome *brief* commentary on experience using its or zoo; >i'd like to get a rough idea of who uses these packages and for >what purposes. thanks.
Of the irregular series its is the most mature. fBasics
roughly follows S-Plus finmetrics and has a wide range of
financial routines in the associated rmetrics project. It
has a sophisticated time zone system that sits on top of
POSIXct although it does require that the user set the
process or computer to GMT which may or may not be a problem
for you. zoo is the only one that supports datetime classes
other than POSIXct (useful if you want to use Date or chron)
and is intended to be easy to use by following ts and R
particularly closely. I do not know eough about the irts class
in package tseries to provide useful characterization
but it is another possibility.
Also the commercial S-Plus finmetrics package is available
although it works with S-Plus, not R.
irts and zoo use S3 which is simpler and faster while
its and fBasics use S4 which is more sophisticated.
All of the above seem to be under active development.
zoo has multiple concurrent developers (including moi).
More information about the R-sig-finance
mailing list