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

Armstrong, Whit whit.armstrong at hcmny.com
Wed Aug 1 16:24:30 CEST 2007

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.


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


> -----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

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