[R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.

[Gabor Grothendieck]

On Jan 20, 2008 12:52 PM, Brian G. Peterson <brian at braverock.com> wrote:
>
> I think that ts and tseries can be basically written off in favor of
> zoo, which is much better and fully backwards compatible because of
> robust as. methods and proper use of reclass()
>
> I would *like* to say that the Rmetrics timeSeries class is the right
> one for your needs, because of its support for multiple financial
> centers.  If you have intraday-data from multiple locations around the
> world and need to line it all up, timeseries is currently the only class
> that will solve your problems.

The decision on what time index to use should be separate from
what time series to use.   The advantage of the zoo framework is
that you can use any time index (for which there exist appropriate
methods or you can write them youself without having to change zoo).

Thus you can have a single framework that can in principle encompass
the xts zoo subclass, yearmon, yearqtr, Date, chron, POSIXct,
financial centers (assuming appropriate methods), numbers, complex
numbers, letters, etc.  Furthermore you could change your mind on
time index yet keep the same time series framework.