[R-SIG-Finance] Performance comparison xts v. zoo

Gabor Grothendieck ggrothendieck at gmail.com
Wed Jan 19 14:18:48 CET 2011

On Wed, Jan 19, 2011 at 8:08 AM, Sheftel, Ryan
<ryan.sheftel at credit-suisse.com> wrote:
> I am looking for a comparison of the performance speed between xts and
> zoo on time series. I remember once seeing this in a pdf document,
> perhaps a magazine article?, but after extensive google-ing I have come
> up blank.
> Any direction would be helpful before I reproduce the results myself.
> Thanks.

At this point in time xts is mostly written in C while zoo is mostly
written in R so xts should be substantially faster.  There is an
objective of merging the backends of xts and zoo at which point they
should run at about the same speed.

Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com

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