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Revision 4912 - (download) (annotate)
Mon Jul 26 08:32:24 2010 UTC (8 years, 5 months ago) by chalabi
File size: 17178 byte(s)
updated DESC and ChangeLog
2010-07-26  chalabi

	* DESCRIPTION: updated version number

2010-07-08  chalabi

	* R/methods-mathOps.R, R/stats-lag.R, R/stats-na.omit.R: improved
	  support recordIDs
	* R/timeSeries-finCenter.R: cleanup code
	* R/base-apply.R, R/base-cbind.R, R/base-diff.R,
	  R/base-rowCumsums.R, R/fin-runlengths.R: improved support of
	  recordIDs

2010-07-06  chalabi

	* ChangeLog, DESCRIPTION: updated DESC and Changelog

2010-07-05  chalabi

	* R/methods-show.R: code cleanup

2010-07-02  chalabi

	* R/methods-show.R: Improved recordIDs handling in show method.

2010-05-17  chalabi

	* R/base-start.R: updated start/end to handle TZ

2010-04-22  chalabi

	* R/timeSeries-readSeries.R: improved dates management in
	  readSeries()

2010-04-14  chalabi

	* NAMESPACE: updated NAMESPACE

2010-01-23  wuertz

	* NAMESPACE, R/aaa-Deprecated.R, R/fin-align.R,
	  R/timeSeries-description.R, R/utils-getArgs.R: internal function
	  .getArgs added

2010-01-22  wuertz

	* R/aaa-Deprecated.R, R/fin-durations.R, R/fin-spreads.R:
	  deprecated functions moved to aaa-deprecated.R, started to clean
	  up ....
	* R/fin-rollmean.R: code cleaned and description added
	* NAMESPACE, R/fin-runlength.R, R/fin-runlengths.R,
	  man/fin-runlengths.Rd: .runlengths added

2010-01-06  chalabi

	* DESCRIPTION: updated version number
	* ChangeLog, DESCRIPTION: updated Changelog and DESC file
	* inst/unitTests/runit.aggregate.R, inst/unitTests/runit.subset.R:
	  fixed unit tests for new years

2009-12-24  chalabi

	* NAMESPACE: updated NAMESPACE

2009-12-20  wuertz

	* NAMESPACE, R/fin-runlength.R: .runlengths() function added

2009-12-13  chalabi

	* DESCRIPTION: updated version number
	* ChangeLog, DESCRIPTION: updated Changelog and DESC file
	* man/base-subset.Rd: added aliased in manual pages

2009-12-10  chalabi

	* DESCRIPTION: updated version number
	* ChangeLog, DESCRIPTION: updated Changelog and DESC file
	* R/base-Extract.R: added completion method after the $ sign.
	* R/base-Extract.R, man/base-subset.Rd: updated signature list of
	  timeSeries,$ method according to changes in r50609 in R-devel.

2009-10-26  wuertz

	* R/fin-drawdowns.R: example lin in script corrected

2009-10-05  chalabi

	* R/graphics-plot.R: improved handling of NA's in
	  plot,timeSeries-method

2009-09-30  chalabi

	* inst/doc, inst/doc/TimeSeriesFAQ.pdf: added pdf files in inst/doc

2009-09-28  chalabi

	* DESCRIPTION: updated version number
	* ChangeLog, DESCRIPTION: updated DESCR and ChangeLog
	* R/AllClass.R: Added prototype in timeSeries class definition.

2009-09-02  chalabi

	* NAMESPACE, R/base-Extract.R, man/base-subset.Rd,
	  man/timeSeries.Rd: added methods to subset timeSeries object with
	  POSIXt and Date time stamps
	* NAMESPACE, R/stats-filter.R, man/stats-filter.Rd: added
	  filter,timeSeries-method
	* NAMESPACE, R/base-t.R, man/base-t.Rd: added t,timeSeries-method
	* R/stats-na.contiguous.R, inst/unitTests/runit.na.contiguous.R,
	  man/stats-na.contiguous.Rd: added
	  na.contiguous,timeSeries-method.

2009-08-30  wuertz

	* R/base-apply.R: back to the previous version
	* R/base-attach.R: description added to attach
	* R/base-apply.R: apply should work now in all cases

2009-08-30  chalabi

	* NAMESPACE, R/timeSeries-isRegular.R, man/timeSeries-isRegular.Rd:
	  isRegular methods are now proper S4 methods.

2009-08-30  wuertz

	* man/base-colCumsumsRd: file with missing dot deleted
	* man/base-colCumsums.Rd: missing dot in file name added

2009-08-28  wuertz

	* R/base-diff.R, R/methods-Ops.R, R/methods-mathOps.R,
	  man/base-rowCumsums.Rd, man/fin-align.Rd,
	  man/methods-DataPart.Rd, man/methods-align.Rd,
	  man/methods-rowCum.Rd, man/time.Rd,
	  man/timeSeries-getDataPart.Rd, man/timeSeries-time.Rd: renaming
	  of man files finished
	* NAMESPACE, R/fin-monthly.R, R/fin-rollmean.R,
	  R/timeSeries-isRegular.R, man/apply.Rd, man/base-apply.Rd,
	  man/base-attach.Rd, man/base-cbind.Rd, man/base-colCumsumsRd,
	  man/base-colSums.Rd, man/base-dim.Rd, man/base-rank.Rd,
	  man/base-subset.Rd, man/colCum.Rd, man/colStats.Rd,
	  man/cumulated.Rd, man/daily.Rd, man/description.Rd,
	  man/drawdowns.Rd, man/durations.Rd, man/fin-cumulated.Rd,
	  man/fin-daily.Rd, man/fin-drawdowns.Rd, man/fin-durations.Rd,
	  man/fin-monthly.Rd, man/fin-orderColnames.Rd,
	  man/fin-orderStatistics.Rd, man/fin-returns.Rd,
	  man/fin-spreads.Rd, man/finCenter.Rd, man/graphics-plot.Rd,
	  man/is.Rd, man/isUnivariate.Rd, man/lag.Rd,
	  man/methods-aggregate.Rd, man/methods-attach.Rd,
	  man/methods-bind.Rd, man/methods-dim.Rd, man/methods-is.Rd,
	  man/methods-na.Rd, man/methods-plot.Rd, man/methods-returns.Rd,
	  man/methods-str.Rd, man/methods-subset.Rd, man/model.frame.Rd,
	  man/monthly.Rd, man/order.Rd, man/orderStatistics.Rd,
	  man/rank.Rd, man/series.Rd, man/spreads.Rd,
	  man/stats-aggregate.Rd, man/stats-lag.Rd,
	  man/stats-model.frame.Rd, man/stats-na.omit.Rd,
	  man/timeSeries-description.Rd, man/timeSeries-finCenter.Rd,
	  man/timeSeries-isRegular.Rd, man/timeSeries-isUnivariate.Rd,
	  man/timeSeries-series.Rd, man/utils-str.Rd: man script files Rd
	  renamed to be more compatible with the script R files and the
	  eBook
	* man/colCum.Rd: deleted by mistake
	* man/colCum.Rd:
	* R/timeSeries-isPeriod.R: isPeriod file no longer needed

2009-08-27  wuertz

	* inst/unitTests/runit.NA.R, inst/unitTests/runit.Omit.R,
	  inst/unitTests/runit.TimeSeriesClass.R,
	  inst/unitTests/runit.TimeSeriesCoercion.R,
	  inst/unitTests/runit.TimeSeriesData.R,
	  inst/unitTests/runit.TimeSeriesPositions.R,
	  inst/unitTests/runit.aggregate.R, inst/unitTests/runit.align.R,
	  inst/unitTests/runit.apply.R, inst/unitTests/runit.as.R,
	  inst/unitTests/runit.attach.R, inst/unitTests/runit.bind.R,
	  inst/unitTests/runit.colCum.R, inst/unitTests/runit.colStats.R,
	  inst/unitTests/runit.cor.R, inst/unitTests/runit.cumulated.R,
	  inst/unitTests/runit.daily.R, inst/unitTests/runit.dim.R,
	  inst/unitTests/runit.drawdowns.R,
	  inst/unitTests/runit.durations.R, inst/unitTests/runit.lag.R,
	  inst/unitTests/runit.mathOps.R, inst/unitTests/runit.merge.R,
	  inst/unitTests/runit.methods-plot.R,
	  inst/unitTests/runit.methods-print.R,
	  inst/unitTests/runit.methods-summary.R,
	  inst/unitTests/runit.model.frame.R,
	  inst/unitTests/runit.monthly.R, inst/unitTests/runit.order.R,
	  inst/unitTests/runit.periodical.R, inst/unitTests/runit.rank.R,
	  inst/unitTests/runit.returns.R, inst/unitTests/runit.rowCum.R,
	  inst/unitTests/runit.signalCounts.R,
	  inst/unitTests/runit.spreads.R, inst/unitTests/runit.subset.R,
	  inst/unitTests/runit.time.R, inst/unitTests/runit.timeSeries.R,
	  man/apply.Rd, man/colCum.Rd, man/colStats.Rd, man/cumulated.Rd,
	  man/daily.Rd, man/data.Rd, man/description.Rd, man/drawdowns.Rd,
	  man/durations.Rd, man/finCenter.Rd, man/is.Rd,
	  man/isUnivariate.Rd, man/lag.Rd, man/methods-DataPart.Rd,
	  man/methods-aggregate.Rd, man/methods-align.Rd,
	  man/methods-as.Rd, man/methods-attach.Rd, man/methods-base.Rd,
	  man/methods-bind.Rd, man/methods-comment.Rd, man/methods-dim.Rd,
	  man/methods-mathOps.Rd, man/methods-na.Rd, man/methods-plot.Rd,
	  man/methods-returns.Rd, man/methods-rowCum.Rd,
	  man/methods-show.Rd, man/methods-stats.Rd, man/methods-str.Rd,
	  man/methods-subset.Rd, man/model.frame.Rd, man/monthly.Rd,
	  man/order.Rd, man/orderStatistics.Rd, man/rank.Rd, man/series.Rd,
	  man/spreads.Rd, man/time.Rd, man/timeSeries.Rd: As a consequnece
	  of introducing rda data files I have adapted all manual pages and
	  all unit test files where it was necessary
	* data/LPP2005REC.rda, data/MSFT.rda, data/USDCHF.rda: now the rda
	  files are there
	* data/LPP2005REC.Rda, data/MSFT.Rda, data/USDCHF.Rda: data files
	  removed
	* data/LPP2005REC.Rda, data/LPP2005REC.csv, data/MSFT.Rda,
	  data/USDCHF.Rda: Rda data files added, csv deleted, now all data
	  files are in the same format makes life easier
	* data/MSFT.rda, data/msft.dat.csv, data/usdchf.csv: csv and rda
	  files deleted

2009-08-17  chalabi

	* R/base-colCumsums.R, inst/unitTests/runit.colCum.R: Rewrite all
	  Colcum methods to take advantages of new
	  apply,timeSeries-methods.
	* R/base-apply.R: Improved apply,timeSeries-method to handle
	  timeSeries with one row.
	* NAMESPACE: new NAMESPACE structure which should ease maintenance
	  of packages.
	* R/methods-show.R: show,timeSeries-method is now more friendly
	  with default "max.print" R option.
	* DESCRIPTION, NAMESPACE, R/base-Extract.R, R/base-cbind.R,
	  R/base-merge.R, R/methods-Ops.R, R/methods-as.R,
	  R/methods-show.R, R/timeSeries.R, inst/unitTests/runit.bind.R,
	  man/methods-bind.Rd: Merge branch 'devel-timeSeries'
	  
	  Conflicts:
	  pkg/timeSeries/R/base-Extract.R
	  pkg/timeSeries/R/timeSeries.R
	* NAMESPACE, R/AllClass.R, R/base-Extract.R,
	  R/timeSeries-getDataPart.R, man/methods-subset.Rd: better
	  handling of @recordIDs with $<-,timeSeries-method.
	* R/methods-as.R: improved as.ts,timeSeries-method with monthly and
	  quarterly data.

2009-06-13  chalabi

	* R/base-Extract.R: Improved $,timeSeries-method when matching
	  names in @recordIDs
	* R/AllClass.R, R/base-Extract.R, R/base-dim.R:
	  names,timeSeries-method returns now also the names of data in
	  @recordIDs. names<-,timeSeries-methods works both for data part
	  and @recordIDs.

2009-05-17  wuertz

	* inst/unitTests/runit.TimeSeriesCoercion.R: unit tests - still to
	  be updated as.ts
	* man/methods-as.Rd, man/methods-bind.Rd, man/timeSeries.Rd: man
	  pages updated
	* NAMESPACE: namespace adapted
	* NAMESPACE:
	* R/AllClass.R, R/AllGeneric.R, R/base-Extract.R, R/base-apply.R,
	  R/base-attach.R, R/base-cbind.R, R/base-colCumsums.R,
	  R/base-colSums.R, R/base-comment.R, R/base-diff.R, R/base-dim.R,
	  R/base-merge.R, R/base-rank.R, R/base-rev.R, R/base-rowCumsums.R,
	  R/base-sample.R, R/base-scale.R, R/base-sort.R, R/base-start.R,
	  R/base-subset.R, R/fin-align.R, R/fin-cumulated.R, R/fin-daily.R,
	  R/fin-drawdowns.R, R/fin-durations.R, R/fin-monthly.R,
	  R/fin-orderColnames.R, R/fin-orderStatistics.R,
	  R/fin-periodical.R, R/fin-returns.R, R/fin-smooth.R,
	  R/fin-splits.R, R/fin-spreads.R, R/fin-turnpoints.R,
	  R/graphics-plot.R, R/methods-Ops.R, R/methods-as.R,
	  R/methods-is.R, R/methods-show.R, R/old2new.R,
	  R/stats-aggregate.R, R/stats-lag.R, R/stats-model.frame.R,
	  R/stats-na.omit.R, R/stats-window.R, R/timeSeries-description.R,
	  R/timeSeries-dummy.R, R/timeSeries-finCenter.R,
	  R/timeSeries-getDataPart.R, R/timeSeries-isOHLC.R,
	  R/timeSeries-isPeriod.R, R/timeSeries-isUnivariate.R,
	  R/timeSeries-readSeries.R, R/timeSeries-series.R,
	  R/timeSeries-signalCounts.R, R/timeSeries-time.R, R/timeSeries.R,
	  R/utils-head.R, R/utils-str.R, R/zzz.R: NEW FILE ORDERING CHECKED
	  IN ...
	* R/AllClass.R, R/AllGeneric.R, R/colCum.R, R/colStats.R,
	  R/cumulated.R, R/daily.R, R/description.R, R/drawdowns.R,
	  R/dummy.R, R/durations.R, R/is.R, R/isUnivariate.R,
	  R/methods-DataPart.R, R/methods-aggregate.R, R/methods-align.R,
	  R/methods-apply.R, R/methods-as.R, R/methods-attach.R,
	  R/methods-bind.R, R/methods-comment.R, R/methods-dim.R,
	  R/methods-finCenter.R, R/methods-head.R, R/methods-lag.R,
	  R/methods-mathOps.R, R/methods-merge.R, R/methods-na.R,
	  R/methods-outlier.R, R/methods-plot.R, R/methods-returns.R,
	  R/methods-rowCum.R, R/methods-series.R, R/methods-show.R,
	  R/methods-str.R, R/methods-subset.R, R/methods-tail.R,
	  R/methods-window.R, R/model.frame.R, R/monthly.R, R/old2new.R,
	  R/order.R, R/orderStatistics.R, R/periodical.R, R/rank.R,
	  R/readSeries.R, R/signalCounts.R, R/spreads.R, R/time.R,
	  R/timeSeries.R, R/turnpoints.R, R/zzz.R:

2009-05-07  wuertz

	* R/methods-show.R: .print.timeSeries missing column names fixed on
	  "h" style can now also handle "%Q" format for quarterly data
	* R/methods-plot.R: .plotTimeSeries can now handle different colors
	  and plot symbols for multivariate series

2009-04-19  chalabi

	* DESCRIPTION: added explicit version number in Depends field for
	  key packages
	* R/methods-aggregate.R: fixed colnames in
	  aggregate,timeSeries-method
	* R/AllClass.R: initialize,timeSeries-method checks object with
	  validObject
	* R/colStats.R: added colMeans and colSums,timeSeries-method
	  because default function is unefficient with large timeSeries
	  objects.

2009-04-02  chalabi

	* NAMESPACE: updated NAMESPACE
	* DESCRIPTION: more explicit depends and suggests field in DESC
	  file.

2009-04-01  chalabi

	* DESCRIPTION: updated DESC file

2009-03-31  chalabi

	* R/AllClass.R, R/is.R, R/methods-DataPart.R: small changes to make
	  timeSeries work with R-2.7.0.

2009-03-30  chalabi

	* man/data.Rd: added MSFT (timeSeries version of mstf.dat) in data
	  folder.
	* NAMESPACE, R/AllClass.R, R/zzz.R: define S4 class 'difftime' with
	  'setOldClass()'. We will keep it until
	  'methods' pkg will define it alongside the other old 'base'
	  classes.
	* R/methods-mathOps.R, R/timeSeries.R,
	  inst/unitTests/runit.mathOps.R,
	  inst/unitTests/runit.timeSeries.R, man/methods-mathOps.Rd: added
	  explicit methods for Ops with 'ts' and 'timeSeries' arguments.

2009-03-25  chalabi

	* data/MSFT.rda: added timeSeries version of msft.dat dataset

2009-03-19  chalabi

	* R/is.R, R/methods-aggregate.R, R/methods-as.R, R/methods-bind.R,
	  R/methods-dim.R, R/methods-head.R, R/methods-lag.R,
	  R/methods-mathOps.R, R/methods-merge.R, R/methods-na.R,
	  R/methods-plot.R, R/methods-str.R, R/methods-tail.R,
	  R/methods-window.R, R/model.frame.R, R/time.R, man/lag.Rd,
	  man/methods-aggregate.Rd, man/methods-as.Rd, man/methods-bind.Rd,
	  man/methods-mathOps.Rd, man/methods-na.Rd, man/methods-subset.Rd,
	  man/time.Rd: 'base' generics have now S3 and S4 methods. S3
	  methods are used
	  because 'UseMethod' does not dispatch S4 methods in 'base'
	  functions. For example 'base' functions starting with something
	  like
	  'as.list' would failed without the S3 method.
	* R/old2new.R: added functions to convert old timeSeries format to
	  new class 'timeSeries'
	* R/methods-subset.R, R/time.R, R/timeSeries.R: @positions is
	  numeric and makes timeSeries object much faster.
	* R/methods-show.R, R/zzz.R: added getRmetricsOptions("max.print")
	* R/methods-bind.R, R/methods-merge.R: new implementation of
	  [cb]bind and merge functions
	* R/is.R: added function is.signalSeries
	* R/methods-tail.R: optimized tail for large timeSeries
	* R/methods-as.R, man/methods-as.Rd: new as.list.timeSeries S3
	  methods. This means that functions like sapply and lapply can now
	  work with timeSeries objects.
	* R/methods-bind.R, man/methods-bind.Rd: new cbind and rbind
	  implementation in S3 method since methods:::bind_activation might
	  create problems. Names of arguments are now supported.
	* R/methods-series.R: series<-,matrix-method uses now the new
	  timeSeires() methods.
	* R/methods-as.R: new implementation of as.timeSeries.data.frame.
	  Should has the same
	  features as the previous implementation.
	* R/daily.R, R/methods-dim.R: improved handling of colnames and
	  unit. functions like var() should
	  now returns with the appropriate colnames.
	* R/AllClass.R, R/AllGeneric.R, R/timeSeries.R, man/timeSeries.Rd:
	  timeSeries() is now a generic function with methods. timeSeries()
	  should now take advantage of new implementation of timeDate() and
	  should be faster in creating new timeSeries objects.
	* R/methods-subset.R: added $,timeSeries method with
	  auto-completion of column names
	* NAMESPACE, R/methods-dim.R: added name,timeSeries method which
	  return the column names

2009-02-04  chalabi

	* ChangeLog:
	* inst/NEWS:
	* DESCRIPTION: updated version number

2009-01-29  chalabi

	* R/methods-aggregate.R, man/methods-aggregate.Rd: improved
	  aggregate,timeSeries-method

2009-01-28  chalabi

	* R/methods-plot.R: small changed in plot,timeSeries to avoid
	  warning when dealing with signal series
	* R/methods-subset.R: timeSeries()[''] now returns a nuermic(NA)
	  instead of logical(NA)
	* inst/unitTests/runit.subset.R: added RUnit test with subsetting

2009-01-12  chalabi

	* man/apply.Rd: fixed warning with new Rd parser
	* R/AllClass.R: use getDataPart method
	* R/is.R: use getDataPart method
	* R/methods-as.R: change as.matrix to use the getDatPart method
	* R/methods-subset.R: improved speed of sub-setting and
	  sub-assignment and fixed problem
	  when sub-setting with character argument without comma.
	* R/methods-dim.R, R/methods-head.R, R/methods-show.R,
	  R/methods-tail.R: faster method
	* R/methods-bind.R: fixed colnames problem with c,rbind
	* NAMESPACE, R/methods-DataPart.R: added getDataPart,timeSeries
	  method

2009-01-11  wuertz

	* R/align.R: old align.R script removed
	* R/methods-align.R: align established as method filename renamed

2009-01-07  wuertz

	* NAMESPACE, R/align.R, inst/unitTests/runit.aggregate.R,
	  inst/unitTests/runit.subset.R, man/methods-align.Rd: unit tests
	  which failed from the change 2008 to 2009 repaired, function
	  align added the same as .align.timeSeries and documented, added
	  to namespace

2009-01-06  wuertz

	* R/methods-aggregate.R: example modified was not working for 2009
	* R/methods-lag.R: example modified


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