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

Jeff Ryan jeff.a.ryan at gmail.com
Sat Dec 5 02:26:52 CET 2009


I don't know if guaranteed is correct.  I'd say it is xts more often
than not, but when 'not' it is zoo.

I think I would say xts to be conservative, but I certainly don't
understand your problem completely, so I am afraid I cannot be of more
help.

Jeff

On Fri, Dec 4, 2009 at 7:17 PM, Guillaume Yziquel
<guillaume.yziquel at citycable.ch> wrote:
> Jeff Ryan a écrit :
>>
>> Hi Guillaume,
>>
>> It depends on the ultimate getSymbols call (e.g. getSymbols.yahoo or
>> getSymbols.rda...) but most return xts.
>
> So, as far as I understand it, it mostly returns xts, but if I want to be
> conservative, zoo is guaranteed.
>
>> Docs indicate an xts object with getSymbols.yahoo, though this is
>> settable with return.class=  Can be almost any time-series class.
>
> Yes, I saw that. I will have to think of a scheme to cleanly and correctly
> map this kind of dynamic typing to OCaml's static typing. This kind of
> problem is likely to happen often with OCaml-R.
>
>> Make sure you have the most recent documentation (i.e. using the docs
>> with the package, not the ones at quantmod.com or elsewhere).
>
> I was indeed using help(getSymbols).
>
>> Best,
>> Jeff
>
> Thanks a lot for the quick feedback.
>
> --
>     Guillaume Yziquel
> http://yziquel.homelinux.org/
>



-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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