An updated version of xts is now on CRAN. The most notable change is that plot.xts()
now supports a log scale y-axis. This involved a significant refactor of the plot.xts()
internals, so it’s possible to have introduced some bugs.
Add ability to log scale the y-axis in plot.xts()
. (#103)
Significantly refactor the internals of plot.xts()
. This made it a lot easier to add the y-axis log scale. (#408)
Print a message when period.apply()
is called with FUN = mean
because it calculates the mean for each column, not all the data in the subset like it does for all other functions. The message says to use FUN = colMeans
for current behavior and FUN = function(x) mean(x)
to calculate the mean for all the data. This information is also included in the help files. The option xts.message.period.apply.mean = FALSE
suppresses the message. (#124)
Actually change the underlying index values when ’tclass’ is changed from a class with a timezone (e.g. POSIXct) to one without a timezone (e.g. Date). Add a warning when this happens, with a global option to always suppress the warning. Thanks to Daniel Palomar for the report and suggestion! (#311)
Fix error when print.xts()
is called ‘quote’ or ‘right’ arguments. Thanks to Willem Maetens for the report and patch! (#401)
Fix addPolygon()
so it renders when observation.based = TRUE
. (#403)
Print trailing zeros for index value with fractional seconds, so every index value has the same number of characters. (#404)
I look forward to your questions and feedback! If you have a question, please ask on Stack Overflow and use the
[r] and [xts] tags.
Or you can send an email to the R-SIG-Finance mailing list (you must subscribe to post).
Open an issue on GitHub if you find a bug or want to request a feature.
Please read the contributing guide first!
It will help save time for both of us.