[R-SIG-Finance] zoo-like classes in c++?

[Armstrong, Whit]

no help files for this package which is why it's not on cran yet, but
I'm happy to walk you through whatever you need to do.

It's basically an R wrapper on top of a c++ class which implements all
the time series functions.  It uses POSIXct for dates.

http://code.google.com/p/rseries/

-Whit
 

> -----Original Message-----
> From: r-sig-finance-bounces at stat.math.ethz.ch 
> [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of 
> Jordi Molins
> Sent: Tuesday, July 31, 2007 4:05 PM
> To: r-sig-finance at stat.math.ethz.ch; Jordi Molins
> Subject: [R-SIG-Finance] zoo-like classes in c++?
> 
> I usually use zoo for my time series in R. However, sometimes 
> my algorithms are very slow. Maybe my code is inefficient, 
> but I need to add several for and ifs, which I believe slows 
> down the whole calculation.
> 
> I have been thinking that if I could use the C++ STL for 
> intersections (and other operations), in addition to use the 
> fast for and if in c++, the calculation could be much faster. 
> My problem is that I do not know any time and date class in 
> C++ with the same conventions as in zoo and POSIX. I have 
> been googling, and I have found Boost.Date_Time, which 
> apparently does quite a lot of what I want.
> 
> Is zoo using some time and date class from C++? If yes, which 
> one? if not, which one could I use?
> 
> Thank you.
> 
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