A Class for Working with Time Series 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 inclusive an S3 wrapper method generator for those who prefer the latter. Finally yet importantly, its functional approach allows incorporating functionalities from many other packages.


DTSg offers basic time series functionalities such as listing of missing values, application of arbitrary aggregation as well as rolling 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 inclusive an S3 wrapper method generator for those who prefer the latter.

Install the latest release from CRAN:

install.packages("DTSg")

Install the development version from GitHub (requires the devtools package):

devtools::install_github("gisler/DTSg")

Build Status

News

DTSg v0.1.2

  • First release

Reference manual

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install.packages("DTSg")

0.7.0 by Gerold Hepp, 20 days ago


https://github.com/gisler/DTSg


Report a bug at https://github.com/gisler/DTSg/issues


Browse source code at https://github.com/cran/DTSg


Authors: Gerold Hepp [aut, cre]


Documentation:   PDF Manual  


Task views: Time Series Analysis


MIT + file LICENSE license


Imports checkmate, data.table, methods, R6

Suggests covr, dygraphs, fasttime, knitr, magrittr, RColorBrewer, rmarkdown, runner, tinytest


See at CRAN