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

[Armstrong, Whit]

There is no test suite written in R, but the c++ class has its own test
suite using the boost unit_test_framework.

I haven't set up any automated builds or regression testing, but help in
that area is certainly welcome.

Here is the link to the c++ library.  The tar is dated, so use the svn
link if you want to examine the code.

https://sourceforge.net/projects/tslib

svn: https://tslib.svn.sourceforge.net/svnroot/tslib

-Whit
 

> -----Original Message-----
> From: Thomas Harte [mailto:thomas.harte at yahoo.com] 
> Sent: Wednesday, August 01, 2007 10:06 AM
> To: Armstrong, Whit
> Cc: r-sig-finance at stat.math.ethz.ch
> Subject: Re: [R-SIG-Finance] zoo-like classes in c++?
> 
> whit,
> 
> do you have any regression-testing code to go with either the 
> C++ src or the R wrapper?
> 
> cheers,
> 
> thomas.
> 
> > 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
> 




This e-mail message is intended only for the named recipient(s) above. It may contain confidential information. If you are not the intended recipient you are hereby notified that any dissemination, distribution or copying of this e-mail and any attachment(s) is strictly prohibited. If you have received this e-mail in error, please immediately notify the sender by replying to this e-mail and delete the message and any attachment(s) from your system. Thank you.