GitHub - eddelbuettel/rcppxts: Rcpp interface to xts objects (original) (raw)

RcppXts: Rcpp interface to xts

About

This package accesses the exported C-level functions of thexts package. By usingRcpp, it permits creation ofxts objects directly at the C++ level, and via access to the xtscore functions also make some of these core operations available from their C API level.

Status

The package is still mostly a proof-of-concept and illustration---but builds and works reliably, and has been on CRAN for some time.

Author

Dirk Eddelbuettel

License

GPL (>= 2)