[R-SIG-Finance] Extracting OHLC from trade price series

[Jeff Ryan]

Gabor,

Thanks for pointing that out.

I meant to say 'an updated' table.  The one from 4/1 is very useful
indeed - I'd just like to see how 'timeDate' fits into the mix, as
well as any updates since the original was published.

Jeff

On Wed, Feb 20, 2008 at 10:52 AM, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:
> On Wed, Feb 20, 2008 at 11:46 AM, Jeff Ryan <jeff.a.ryan at gmail.com> wrote:
>  > I wanted to clarify my comment with respect to timeDate:
>  >
>  > >
>  > >  The GMT issue has been discussed here many times over - try
>  > >  Sys.setenv(TZ='GMT') for starters.  You are probably better off _not_
>  > >  using timeDate - but I wrote xts so I wouldn't have to - to each his
>  > >  own.
>  > >
>  > >
>  >
>  > The 'timeDate' class itself is quite worthwhile.  There are many
>  > methods that seem to be available that can make life easier.  My point
>  > was more to the task at hand.  Simply subsetting an existing series,
>  > or aggregating to a lower periodicity doesn't require much beyond
>  > knowing time-stamps.
>  >
>  > If time-stamps are needed - POSIXct, Date, and chron are all up to the
>  > task.  It is entirely possible that 'timeDate' is equally useful, but
>  > my thinking is always to start simple and them progress to the more
>  > complicated only if necessary.
>  >
>  > For what it's worth, 'xts' can also handle indexing by 'timeDate'.
>  > See ?indexClass
>  >
>  > I'd love to hear a bit from the Rmetrics developers regarding the
>  > merits of 'timeDate'.  A comparison table of the different time/date
>  > classes would be very beneficial to many I suspect.  I'd be more than
>  > willing to try and put one together.
>
>  Date, chron and POSIXct are discussed and compared in the R News 4/1
>  help desk article.  There is a comparison table at the end of the article.
>



-- 
There's a way to do it better - find it.
Thomas A. Edison