xts_0.13.2 on CRAN
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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.
Features
-
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)
Enhancements
-
Print a message when
period.apply()is called withFUN = meanbecause 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 useFUN = colMeansfor current behavior andFUN = function(x) mean(x)to calculate the mean for all the data. This information is also included in the help files. The optionxts.message.period.apply.mean = FALSEsuppresses 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)
Bug Fixes
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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 whenobservation.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. 😉
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