[R-SIG-Finance] getSymbols is zoo or xts?

Guillaume Yziquel guillaume.yziquel at citycable.ch
Sat Dec 5 01:38:50 CET 2009


Hello.

I'm currently wrapping up quantmod to Objective Caml using the OCaml-R 
binding I've recently been creating. It seems to be working fine, but 
I'm currently wondering things about the S3 typing of quotes retrieved 
via getSymbols.

> # show (R.s3_class yahoo);;
> - : R.PrettyTypes.t = STRINGS ["xts"; "zoo"]

It seems that getSymbols returns xts time series, but in the 
documentation, I only see zoo mentionned as output returned by getSymbols.

Should I assume that getSymbols returns zoo time series by default, or 
is it sytematically returning xts time series?

All the best,

-- 
      Guillaume Yziquel
http://yziquel.homelinux.org/



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