Forum: TTR_0.2 now on CRAN
Posted by: Joshua Ulrich
Content: This update represents a major milestone, as TTR useRs are no longer restricted to using matrix objects. TTR 0.2 uses xts internally, so all major time series classes are now supported.NEW FEATURES: - Added the zig zag indicator: ZigZag() - Added volatility estimators/indicators: volatility(), with the following calculations - Close-to-Close - Garman Klass - Parkinson - Rogers Satchell - Added Money Flow Index: MFI() - Added Donchian channel: DonchianChannel() CHANGES: - All functions now use xts internally, adding support for all major time series classes. If try.xts() fails on the input object(s), they will be converted to a matrix and a matrix object will be returned. - Added 'bounded' arg to stoch() and SMI(), which includes the current period in the calculation. - Added naCheck() and implemented it in the moving average functions. - Moved maType argument default values from function formals to function body for the following functions: ADX, ATR, CCI, DPO, EMV, KST, MACD, RSI, TRIX, BBands,chaikinVolatility, stoch, SMI - momentum() in CMO() no longer sets na=100 - Replaced 'na' argument in momentum() and ROC() with 'na.pad' - Added 'multiple' argument to TDI(), allowing more user control - getYahooData() now returns an xts object - Added colnames to output for ADX, EMV, and CLV (for xts) - Added unit tests using the RUnit package - Used checkEquals on object attributes as well as values - Removed .First.lib function and added .onLoad with package version. BUG FIXES: - Corrected NaN replacement in CLV() - Corrected williamsAD(): AD=0 if C(t)=C(t-1) - Corrected runMedian() and runMAD(). The argument controlling which type of median to calculate for even-numbered samples wasn't being passed to the Fortran routine. - aroon() calculation starts at period n+1, instead of n - Added NA to first element of closeLag of ATR() - Corrected BBands() and CCI() for rowMeans use on xts objects - Made changes to Rd files to pass R CMD check on R-devel (2.9.0) |
Latest NewsTTR_0.2 now on CRANJoshua Ulrich - 2009-02-20 16:36 -
TTR_0.14-0 now on CRANJoshua Ulrich - 2008-02-02 14:30 -
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