now ‘timeSeries’ depends on ‘timeDate’ version 4041.110 or later. If you have an older version of ‘timeSeries’ and it stops working after updating ‘timeDate’, install the latest version of ‘timeSeries’.
The incompatibility was necessitated by the need to fix a bug.
timeDate::months in the code, but
the upcoming v4041.110 of timeDate doesn’t export months
anymore).deprecated function returnSeries is now defunct, use
returns instead.
a number of generic functions from base R now get only S3 methods for ‘timeSeries’ objects. Previously they were turned into S4 generics with S4 methods.
streamlined timeSeries methods for a number of functions. Left only S3 methods or only S4 methods were suitable.
consolidated the NAMESPACE.
refactored the ‘timeSeries’ methods for head and
tail.
fixed a bug in the ‘timeSeries’ method for
stats::na.contiguous, which caused the wrong stretch to be
returned in the case of tied longest stretches one of whom starts at the
beginning of the series. Similar bug was present in
stats::na.contiguous.default, see my bug report to R-devel
from 2023-06-02 and the discussion there
(https://stat.ethz.ch/pipermail/r-devel/2023-June/082642.html)
removed deprecated functions spreadSeries,
midquoteSeries, and durationSeries. Use
spreads, midquotes, and
durations, respectively.
removed deprecated function colStdevs, use
colSds() instead.
removed deprecated function .description, use
description() instead.
removed deprecated ‘timeSeries’ method for function
cut(), use window() instead. The method was
not compatible with the generic function cut(). Now
applying cut(x) on a ‘timeSeries’ object x
will work on the underlying time series data.
replaced the S4 methods for zoo::coredata and
zoo::'coredata<-'. The ones for
zoo::'coredata<-' were not working at all, since
zoo::'coredata<-' is an S3 generic and the methods
dispatch on two arguments. It is also a mistery why the methods for the
unexported S4 generics in ‘timeSeries’ were associated with the
corresponding ‘zoo’ generics.
If zoo is not attached, the calls need to be prefixed
with zoo:: or, alternatively, since the new methods are
exported, they can be called directly as
coredata.timeSeries() and
`coredata.'timeSeries<-'() <- value.
added a default method for time<- to improve its
interaction with ‘zoo’.
added ‘zoo’ to ‘Suggests:’.
removed the deprecated dummySeries, use
dummyMonthlySeries instead.
added argument FUN to the timeSeries
method for na.omit to allow it to compute replacement
values using functions, such as mean, median,
or user defined.
formally deprecated removeNA, interpNA,
and substituteNA. These had been informally deprecated in
the documentation for a long time.
the help page for orderStatistics erroneously
claimed that the input should be an univariate timeSeries
object, while it is explicitly written to cover the multivariate
case.
moved package ‘methods’ back to ‘Depends’ to avoid subtle
problems when ‘methods’ is loaded but not attached. For example, it
seems that ‘Math’ methods for ‘structure’ are not seen for
cummin and other cumXXX functions, when called
on time series objects (the other math functions work ok).
cumsum, cumprod, cummin,
and cummax now work on the columns of the ‘timeSeries’
object and keep its class and other attributes. This is a breaking
change since previously the return value was numeric vector, the result
of applying the base R functions to the data part of the object. This
was not particularly useful, especilly for multivariate time series.
With this change all functions from the S4 Math group
return ‘timeSeries’ when their argument is ‘timeSeries’ object.
stopped exporting some internal functions that were accidentally used by other packages (after those packages were updated on CRAN).
Numerous improvements to the documentation and further changes in the code.
updated and significantly improved the documentation.
class timeSeries now has a dedicated summary method.
Previously it was falling back to the method for matrices.
colCumsums, colCummaxs,
colCummins, and colCumprods no longer throw
error for timeSeries objects when called with
na.rm = TRUE. Fixes bug #2121 reported by Shane
Haas.
corrected USDCHF dataset. The year information was wrong (the
data started from year 8295). The bug had been introduced in version
2100.84 when the dataset file was converted from a
usdchf.csv to USDCHF.rda.
USDCHF@documentation contains a short note about this
change. Also changed the FinCenter to Zurich (neither the documentation
nor the csv file contain FinCenter information).
the original source file msft.dat.csv of the
MSFT data is included now as
inst/extdata/msft.csv (note the different name). The file
had been removed in v2100.84. Note that there is a file
`msft.dat.csv in test/ but it is a modified
and abbreviated version of the original file.
dummySeries has been renamed to the more expressive
dummyMonthlySeries. The old name is still available but is
deprecated.
The functions returnSeries and
getReturns are no longer exported and will be removed in
the near future. They are synonyms for the function returns
and their use was discouraged for many years. Just use
returns.
function cut is now formally deprecated. Use
window instead.
deprecated function seriesData is now defunct. Use
as.matrix() instead.
deprecated function seriesPositions is now defunct.
Use time() instead.
deprecated function newPositions<- is now
defunct. Use time<- instead.
deprecated function colAvgs is now defunct. Use
colMeans() instead.
deprecated function colStdevs is now defunct. Use
colSds() instead.
stopped exporting (almost) all functions whose names start with a ‘.’. Historically, the package was exporting all functions, including those start with a ‘.’. This should be of no concern for users since these functions were not documented but the developers of some Rmetrics packages where using such functions.
the additional arguments of the S3 timeSeries method
for diff() are now in its signature, which previously was
diff(x, ...). An intermediate function,
.diff.timeSeries, was eliminated in the process.
the bodies of the methods of series<-() and
coredata<- for signature "matrix" of value
were identical. Now the body is a separate, unexported function, which
is used as the definition of both of these methods.
eliminated .merge.timeSeries and other redundancy in
the implementation of the c("timeSeries", "timeSeries")
method.
eliminated .rev.timeSeries in the definition of the
rev method.
eliminated .scale.timeSeries in the definition of
the scale timeSeries method.
same as above for .sort.timeSeries.
eliminated .start.timeSeriesand redundancy in the
implementation of the timeSeries method.
eliminated .end.timeSeriesand redundancy in the
implementation of the timeSeries method.
the function .applySeries is now defunct. It was
obsoleted long time ago and was exported for historical reasons only.
Use applySeries() instead.
new maintainer: Georgi Boshnakov.
moved package methods to
Imports.
fixed CRAN NOTE Escaped LaTeX specials: \_ \_ in
methods-plot.Rd.
See file ChangeLog.