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Add support for window function #100
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Commits on Jun 3, 2015
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Add support for window function
I propose that a window function be added to xts so that users can have binary lookup over a range of dates. This function is the same as in the base package zoo, that is window.zoo, however we use binary search over the start and end date.
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Commits on Jun 4, 2015
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Correct timezone for window function
Also, window_bin probably can't be easily reused in .subset.xts - too much overhead relative to a two line binary search. If I wasn't lazy - it could actually be done as follows: 1. Have window_bin take a .index parameter like window.zoo and return a set of index numbers (possibly NULL for no match). Then .subset.xts could re-use. Even better, subset.xts should be rewritten to do binary search when it is passed a set of dates. How? Actually, R has a nice built-in function for this findInterval. This uses binary search, but even better, it starts at the last matched value on subsequent searches. This ends up being O(n) on the number of dates to lookup. Much faster than O(n*N) with the current match logic.
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Commits on Jun 5, 2015
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We need to make sure we are accessing the internal POSIXct index, so switch the call to .index. The index function (potentially) converts to an end-user index.
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Commits on Jun 10, 2015
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1. Add support for .index parameter to window.xts. Upgrade subset to use
window.xts. Make .index efficient by using findInterval. 2. Get unit tests running again. Had to disable the reclass tests for now because the attributes don't match in checkIdentical. Disabled with the prefix no_test. 3. Fixed class order for POSIXct in timeBasedSeq.R so the result matches POSIXct (and passes unit tests). 4. Added window.xts to the namespace.
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Commits on Jun 11, 2015
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1. Fix a bug in window.xts. Make sure that .index parameter still works
when the xts series has repeated dates in series. 2. Add support for dates of the form I(character dates). The default conversion did not work. 3. Get a clean R CMD check result. To do this I had to fix the line endings for the source files (via dos2unix) and makefiles. Check also complained about missing Author and Maintainer fields in the DESCRIPTION file. 4. Add documentation for window.xts
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Commits on Jul 9, 2015
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Rewrite binary search routine to make the code clearer and more maintainable.
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