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timeSeries 4032.109

CRAN release: 2024-01-14

  • 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.

timeSeries 4032.108

CRAN release: 2023-12-19

  • fixed ‘Lost braces; missing escapes or markup?’ NOTE from CRAN.

timeSeries 4031.107

CRAN release: 2023-08-26

  • 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 (

  • 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.

timeSeries 4030.106

CRAN release: 2023-05-25

  • removed UTF8 characters from NAMESPACE (fixes CRAN warning to that effect).

timeSeries 4021.105

CRAN release: 2022-10-15

  • 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.

Technical changes

  • 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.

timeSeries 4021.104

CRAN release: 2022-07-17

  • new maintainer: Georgi Boshnakov.

  • moved package methods to Imports.

  • fixed CRAN NOTE Escaped LaTeX specials: \_ \_ in methods-plot.Rd.

timeSeries 3062.100 and older

CRAN release: 2020-01-24

See file ChangeLog.