[R-sig-finance] Its function and yahoo

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Tue May 3 14:35:13 CEST 2005


On Mon, 2 May 2005 20:36:13 -0500 Dirk Eddelbuettel wrote:

> 
> On 2 May 2005 at 16:39, Achim Zeileis wrote:
> | Furthermore, it would probably be good to have a single authorative
> | implementation instead of each time series package reproducing this
> | functionality.
> [...]
> | An alternative would be to read from a connection (which could be a
> | local file or a URL) with the default of querying yahoo.com.
> 
> So there: the price of immortality has now been raised to an
> authorative implementation, based on get.hist.quotes() in tseries
> 0.9.26 which includes the two newer patches from JAB and GG.  Given
> its' somewhat stale nature, a zoo implementation may be preferred.

Well, but it seems that get.hist.quote() in tseries is still the most
up-to-date implementation of this functionality, so probably this should
be extended. I don't want to have the fourth implementation in the
fourth time series package...

Personally, I have made only little use of get.hist.quote() and no use
at all of priceIts() and yahooImport(). Do these other implementations
provide further functionality, not contained in get.hist.quote(), or are
they simply there for convenience?

If the latter and if it's ok for Adrian, I'll try to add something like
a retclass argument for get.hist.quote() which could then be set to
"zoo", "ts", "its" etc. (provided that the corresponding packages are
available).

Z



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