A Class for Working with Time Series Data Based on 'data.table' and 'R6' with Largely Optional Reference Semantics

Basic time series functionalities such as listing of missing values, application of arbitrary aggregation as well as rolling (asymmetric) window functions and automatic detection of periodicity. As it is mainly based on 'data.table', it is fast and (in combination with the 'R6' package) offers reference semantics. In addition to its native R6 interface, it provides an S3 interface for those who prefer the latter. Finally yet importantly, its functional approach allows for incorporating functionalities from many other packages.

DTSg offers basic time series data functionalities such as listing of missing values, application of arbitrary aggregation as well as rolling (asymmetric) window functions and automatic detection of periodicity. As it is mainly based on data.table, it is fast and (in combination with the R6 package) offers reference semantics. In addition to its native R6 interface, it provides an S3 interface for those who prefer the latter. Finally yet importantly, its functional approach allows for incorporating functionalities from many other packages.