for working with financial time series, like daily stock prices or intraday data, which time series packages are preferred? xts, plain zoo, or timeSeries or something else? I use both xts and zoo, but sometimes not sure to use xts exclusively or sometimes zoo have advantage of lighter overhead; also, I remembered a review paper on all these packages by Rmetrics, which claims that xts cannot even finish some tests they did. But I cannot find the paper now.
对于处理金融时间序列,如每日股票价格或日内数据,哪些时间序列包是首选? xts,普通动物园,还是时间系列还是别的什么?我同时使用xts和动物园,但有时候不确定只使用xts,或者有时动物园有更轻的开销;此外,我还记得Rmetrics对所有这些软件包的评论文章,声称xts甚至无法完成他们所做的一些测试。但我现在找不到报纸了。
2 个解决方案
#1
5
I am rather happy with xts and zoo and alternate between the two.
我对xts和动物园很满意,并在两者之间交替。
Nothing forces you to use one exclusively. As zoo is a little older, some packages interface it rather than xts. But xts has extensions which provide extra functionality (e.g. the indexing) which make it a valid option.
没有什么可以强迫你专门使用一个。由于动物园有点旧,一些包接口而不是xts。但是xts具有提供额外功能(例如索引)的扩展,这使得它成为有效选项。
Other folks may be perfectly happy with Rmetrics classes. It all depends, and is to some extent a matter of personal preferences.
其他人可能对Rmetrics课程非常满意。这完全取决于并且在某种程度上取决于个人偏好。
#2
1
I myself use zoo as my 'default' option since I have the feeling this is the most common time series class used in the community.
我自己使用zoo作为我的“默认”选项,因为我觉得这是社区中最常用的时间序列类。
I think both xts and zoo are good choices. SInce they are well known in the community.
我认为xts和动物园都是不错的选择。他们在社区中是众所周知的。
There are even more time series classes available apart from xts and zoo. See also Task View Time Series. But I myself try to stay away from too exotic time series classes except I need the particular features. This makes it easier for others to understand the code.
除了xts和zoo之外,还有更多的时间序列课程。另请参见任务视图时间序列。但我自己试图远离过于异国情调的时间系列课程,除非我需要特殊的功能。这使其他人更容易理解代码。
#1
5
I am rather happy with xts and zoo and alternate between the two.
我对xts和动物园很满意,并在两者之间交替。
Nothing forces you to use one exclusively. As zoo is a little older, some packages interface it rather than xts. But xts has extensions which provide extra functionality (e.g. the indexing) which make it a valid option.
没有什么可以强迫你专门使用一个。由于动物园有点旧,一些包接口而不是xts。但是xts具有提供额外功能(例如索引)的扩展,这使得它成为有效选项。
Other folks may be perfectly happy with Rmetrics classes. It all depends, and is to some extent a matter of personal preferences.
其他人可能对Rmetrics课程非常满意。这完全取决于并且在某种程度上取决于个人偏好。
#2
1
I myself use zoo as my 'default' option since I have the feeling this is the most common time series class used in the community.
我自己使用zoo作为我的“默认”选项,因为我觉得这是社区中最常用的时间序列类。
I think both xts and zoo are good choices. SInce they are well known in the community.
我认为xts和动物园都是不错的选择。他们在社区中是众所周知的。
There are even more time series classes available apart from xts and zoo. See also Task View Time Series. But I myself try to stay away from too exotic time series classes except I need the particular features. This makes it easier for others to understand the code.
除了xts和zoo之外,还有更多的时间序列课程。另请参见任务视图时间序列。但我自己试图远离过于异国情调的时间系列课程,除非我需要特殊的功能。这使其他人更容易理解代码。