Changes in Version 1.6-2 o minor improvement in zoo-faq.Rnw for new R-devel. Changes in Version 1.6-1 o xtfrm() methods for yearmon/yearqtr added. o enhanced documentation to emphasize that there is typically no need for an ORDER() method if there is an appropriate xtfrm() method. o Bug fix in group generic functions for yearmon/yearqtr with non-numeric return values. Changes in Version 1.6-0 o tis graphics support o workaround to eliminate as.Date.numeric() warning when zoo loads o read.zoo() now optionally accepts a data frame for the file argument o better error message in read.zoo() if NAs found in index o read.zoo() now accepts a split argument that allows reading in of datasets in long format (where long is as defined in R's reshape command) o methods for cbind(), merge(), rbind(), and c() now ignore NULL arguments o fixed unique() methods for "yearmon" and "yearqtr" objects o fixed a bug in group generic functions and -() generic for "yearmon" and "yearqtr" objects o plot.zoo now accepts vector lwd o new rev() method for "zoo" objects Changes in Version 1.5-8 o bug fixes in unique() methods for yearmon/yearqtr Changes in Version 1.5-7 o added "zoo" methods for xtfrm(), split(), and subset() o as.zoo() methods for "xts", "tis", "fts", and "mcmc" objects (the other direction being handled by the respective packages) o improvements in yearmon and yearqtr: - added range(), unique(), and is.numeric() methods - is.numeric() methods return FALSE - as.yearmon() now also accepts "%b %Y" as a default format so as.yearmon(as.character(ym)) where ym is yearmon now works o fixed strip argument in xyplot() method (thanks to Christian Gunning) o lag() method for "zooreg" objects now has an na.pad argument, like the corresponding "zoo" method. Additinal bug fix. o head() and tail() methods now allow second argument to be negative o added is.na argument to na.trim() o ORDER() methods for "chron", "dates", and "times" objects added. Without these order has become very slow when using older versions of the chron package (although the most recent version of chron has no slowdown even without this fix as it implements xtfrm()). Changes in Version 1.5-6 o changed dependency in coercion functions and vignettes from fCalendar/fSeries to timeDate/timeSeries Changes in Version 1.5-5 o documentation enhancements for new Rd parser Changes in Version 1.5-4 o improvments in read.zoo() o updates in zoo FAQ o small bug fix in plot.zoo() (ylim handling) o small bug fixes in axis.yearmon() and axis.yearqtr() o small bug fixes in aggregate.zoo() o extended examples for plot.zoo(), xyplot.zoo(), aggregate.zoo() o interactive plots/demos using the packages "TeachingDemos" (plot.zoo) and "playwith" (xyplot.zoo) o mean.yearmon and Sys.yearmon are defined. Similarly for yearqtr. o min, max and range methods for yearmon are defined via Summary Changes in Version 1.5-3 o export as.Date.numeric() so that it does not get shadowed by the new as.Date.numeric() in "stats" (from 2.7.0 on). Both functions are almost identical, the version in zoo just sets the default origin = 1970-01-01. o added some glue for communication between "zoo" and "timeSeries": new MATCH() and ORDER() methods for "timeDate", new as.zoo() method for "timeSeries" objects (the inverse will be added to fSeries). o improved the zoo vignette, updating/correcting the information about timeDate and timeSeries. Changes in Version 1.5-2 o read.zoo has new aggregate function argument to aggregate duplicate times o new with.zoo method added o FAQ updated Changes in Version 1.5-0 o new $.zoo and $<-.zoo methods o read.zoo now passes format and tz to FUN if they are specified. If FUN is not specified but tz and format specified then POSIXct translation is done with respect to the specified format string. o months.yearmon, quarters.yearmon, cycle.yearmon methods added o months.yearqtr, quarters.yearqtr, cycle.yearqtr methods added o as.yearqtr.character now accepts %q and default formats are "%Y Q%q", "%Y q%q" and "%Y-%q". o yearqtr.factor and yearmon.factor added o as.yearmon.yearqtr now has frac argument consistent with as.Date.yearmon o format.yearqtr and as.character.yearqtr performance speedup for the common case of default format. Changes in Version 1.4-2 o The processing of regular series in aggregate.zoo() was changed. By default, a regular series is only created if the original series was regular. Otherwise, a regular series is only created if indicated (by setting argument regular = TRUE or by supplying a specific frequency). o zoo FAQ vignette added o axis.yearqtr and axis.yearmon improved. They no longer use axis.Date. o as.yearmon.character accepts "%Y-%m" default format (as well as prior default of "%Y-%m-%d") o new summary() methods for yearmon/yearqtr objects which simply report the summary of the underlying numeric vector. o na.locf.default now uses fromLast= (consistent with the R duplicated function). It is similar to the rev= argument (which will be deprecated). o comparisons between yearmon variables and character variables that can be coerced to yearmon via as.yearmon now work. This also lets character variables be used in start= and end= arguments of window.zoo for zoo series with a yearmon index (since window.zoo already allows such usage for any index class that can be compared to character). Similarly for yearqtr. Changes in Version 1.4-1 o replaced by() calls by tapply() due to fixes in R 2.6.1-patched that caused errors in plot.zoo(). Changes in Version 1.4-0 o added a write.zoo() function that writes zoo series to a text file via write.table(). The index is included in the first column so that it can be easily read again using read.zoo(). o read.zoo() has a new argument index.column (default: 1) which can be used to specify in which column of a data file the index/time is stored. o rapply() was removed from zoo - after being deprecated since zoo 1.2-0 (and R 2.4.0) and replaced by rollapply(). o improved str() method for "zoo" and "zooreg" series, now gives explicit information about class, start and end, as well as data, index (and frequency). o zoo() now has a default first argument like ts() has. By default, zoo() is now zoo(NULL) and returns an empty series. This differs somewhat from the default ts() and zooreg() that return ts(NA) zooreg(NA), respectively. o added ... arguments to the as.POSIXct and as.POSIXlt methods o implementation of as.Date.numeric() has been modified: being backward compatible with the old zoo:::as.Date.numeric(). It now matches the new (2.7.0 to be) base:::as.Date.numeric(), but also sets a default "origin" argument (1970-01-01). o plot.type argument of plot.zoo() now chooses its default value via the screen argument. Changes in Version 1.3-2 o merge.zoo() has been improved so that unnecessary checking of frequencies is avoided for "zoo" objects. Changes in Version 1.3-1 o as.yearmon() can take format arguments that do not involve day, e.g. as.yearmon("2007-01", "%Y-%m") o added as.data.frame() methods for "yearmon" and "yearqtr" objects Changes in Version 1.3-0 o checking for non-unique index entries has been improved: zoo() throws a warning if a series with non-unique index entries is created. merge() gives a more useful error message. o inconsistencies when checking for regularity of series have been resolved: is.regular(), frequency(), frequency<-() etc. all behave consistently now. o custom panel functions in plot.zoo can now refer to parent.frame()$panel.number to determine the current panel. Also added an example of this to ?plot.zoo. o read.zoo() will behave consistently when the file contains no data. o column names (if any) are checked now in rbind.zoo(), producing a similar behaviour as in rbind.data.frame() Changes in Version 1.2-2 o the order of arguments (... now come after FUN) in rollapply has been changed to allow unnamed additional arguments to be specified for FUN. Previously they had to be named. o bug in as.ts.zooreg fixed Changes in Version 1.2-1 o One of the examples on ?xyplot.zoo does not run with the R 2.4.0 lattice. It is currently placed in \dontrun{} (see comments in ?xyplot.zoo). Changes in Version 1.2-0 o rapply() was re-named to rollapply() because from R 2.4.0 on, base R provides a function rapply() for recursive (not rolling) application of functions, which was already described in the Green Book. zoo::rapply() still exists for backward compatibility, however, it is flagged as deprecated and now dispatches to rollapply() methods. o added methods for xyplot() from package "lattice" for classes "zoo", "ts", "its". These functions are still under development and the interface and functionality might be modified/extended in future releases. o new function make.par.list() (which was previously a local function parm() in zoo's plot() method) for processing named argument lists. Useful in plotting routines like the plot() and xyplot() methods, see ?make.par.list. o subscripting by a "zoo" object whose data is logical is now defined, e.g. z <- zoo(1:10); z[z > 3] However, assignment such as z[z > 3] <- 2 * z[z > 3] does not work. o fixed a bug in zoo() when ordered factors are supplied ("ordered" class was dropped) o fixed bug in subscripting for drop = TRUE and length of result is 1 o fixed bug in na.trim(x, "right") o all= argument of merge.zoo is coerced to logical so one can do this: merge(zoo(2:4, 2:4), zoo(1:3), all = 0:1) Changes in Version 1.1-1 o added na.spline() generic and default method for replacing NAs via cubic spline interpolation o rbind() method now exported explicitly again Changes in Version 1.1-0 o added a NAMESPACE, many S3 methods are not exported explicitly anymore o new argument `regular' in read.zoo() which is set to FALSE. Only if set to TRUE the series read is coerced to "zooreg" (if possible), which was the previous default behaviour. o suppressWarnings() was added in is.regular() and frequency() functions which try() to convert indexes to numerics which might lead to errors or warnings and NAs (e.g., for characters), both should be fully suppressed now. Changes in Version 1.0-7 o added a `...' argument to as.data.frame() method for complying with R 2.4.0 o improved handling of `by' argument in aggregate() method Changes in Version 1.0-6 o ?zoo now explicitly points out that the index of zoo objects should have unique observations (aka time stamps). o The summary() was fixed to work also with duplicated indexes. o scale() method added. o lines(x, y, ...) now supported. o points added. o -.yearmon and -.yearqtr added. o axis.yearmon and axis.yearqtr added. o Axis.yearmon and Axis.yearqtr added. o na.trim generic and default method added. Changes in Version 1.0-5 o added a `y' argument to plot.zoo() that allows to generate scatter plots of univariate "zoo" series (just as plot.ts(x, y = NULL, ...) does) o fixed the usage of %in% in the window() methods, now call MATCH() (rather than match()) directly. Changes in Version 1.0-4 o added a `rev' argument to na.locf() which allows to eliminate NAs by NOCB (next observation carried backward). Changes in Version 1.0-3 o added a barplot.zoo() method o fixed frequency.zoo() which returned NA instead of NULL for indexes of class "character" o added an example to zoo-quickref for querying daily exchange rates from oanda.com via get.hist.quote(). This contains a worked example how to omit weekends from daily series. o added an na.pad argument to diff.zoo() method Changes in Version 1.0-2 o Small enhancements of plot.zoo() o Bug fixes in na.locf.default(), as.data.frame.zoo(), lag.zoo(), lag.zooref(). Changes in Version 1.0-1 o Convenience function read.zoo() for reading "zoo" series directly from plain text files. o New vignette `zoo-quickref' with a quick reference particularly aimed at (daily) financial series (contributed by Ajay Shah). o plot.zoo now has screens=, widths= and heights= arguments for controlling which series are plotted in which graphs and widths and heights of graphs. The ylim= argument has been enhanced. o argument k= can be vector in lag.zoo (suggested by Roger Koenker) o na.locf.default bug fixed Changes in Version 1.0-0 o This release accompanies the publication in the Journal of Statistical Software ("zoo: S3 Infrastructure for Regular and Irregular Time Series", JSS, 14(6), 1-27) that essentially corresponds to the vignette contained in the package. Please use this paper to cite zoo in publications. o aggregate.zoo allows a function as the argument for computing the aggregation groups. The return value is coerced to "zooreg" if it is.regular. o extended NA handling for lists and data.frames: na.locf.data.frame, na.locf.list, na.contiguous.data.frame, na.contiguous.list o pair notation, e.g. c(1985,2), for "zooreg" series is now also allowed in window.zoo and window<-.zoo. o fixed bug in rapply: result was transposed when by.column = FALSE and a non-scalar function FUN was used. Changes in Version 0.9-9 o regular "zoo" series: objects of class "zooreg" (inheriting from "zoo") can be used to store strictly regular series (similar to "ts" objects) or series with an underlying regularity (as before but with observations omitted). They have a frequency attribute that can be used for conversion between "zoo" and "ts". The function is.regular() can be used for checking the regularity of a series. o improved merge() method: merge.zoo now accepts non-zoo arguments (other than first) if all non-zoo args have the same NROW value as the first argument (or are scalar). In that case the non-zoo args are given the index of the first series. Scalars are added for the full index of the merged series. o merge() zoo can now optionally return a "data.frame" that contains the numeric columns as "zoo" series and the "zoo" objects created from factors converted back to "factor". o [.zoo allows now indexing using observations from the index scale (and not only observation numbers). o rapply, rollmean, rollmax, rollmedian to perform rolling analyses o extended functionality to plot.zoo type argument o when plot.zoo used with one series list(...) can be omitted from various plotting parameter arguments o print.zoo documentation fix for R 2.1.0 o yearmon and yearqtr datetime classes o head.ts, tail.ts o c.zoo, range.zoo o coredata.default, coredata.ts Changes in Version 0.9-1 o new generic functions ORDER() and MATCH() (with order() and match() as the default) so that zoo() can handle arbitrary index/time classes when suitable methods for the generic function c(), length(), order(), match() and subsetting [, are supplied. o improved printing of "zoo" objects and added a summary() method. o extended coercion functionality to and from "zoo" objects. "its" objects can be coerced to "zoo" and vice versa. "zoo" objects can be coerced to vector, matrix, data.frame or list. o added functionality to extract/assign to the coredata() of a "zoo" object. o added/improved functionality to extract/assign to the window() of a "zoo" object. o added/improved functionality to extract/assign to the index() or time() of a "zoo" object. o added lag(), diff(), start(), end(), head(), tail() methods. o improved plot.zoo() by more flexible expansion of plotting parameters such as col, lty and pch. o added a cbind() method for "zoo" objects (almost synonymous with merge()) o NA handling for "zoo" objects via na.omit(), na.contiguous(), na.approx() and na.locf(). o na.locf() generic function with default method (suitable for "zoo" objects) which implements Last Observation Carried Forward. o na.approx() generic function with default method (suitable for "zoo" objects) which implements elimination of NAs by interpolation. o added mathematical methods: group generic functions for "zoo" objects, t(), cumsum(), cumprod(), cummin(), and cummax(). o added model.frame.AsIs and model.frame.zoo to support regression based on zoo objects, in particular with lm() (but also many other regression functions). o Zero length vector zoo objects may have non-zero index vectors intended to be used in merge to extend zoo objects. zoo changed to enable the creation of such objects by omitting first argument. o added a vignette explaining the new features Changes in Version 0.2-0 o zoo() now has defaults for both arguments x and order.by, which mimic the default behaviour of ts(). o added new aggregate.zoo() method for computing summary statistics of "zoo" objects along a coarser index grid. o improved merge.zoo() in three directions: 1. handling of "zoo" objects with zero columns, 2. naming of columns in the merged "zoo" object which behaves more like merge.data.frame(); a corresponding suffixes argument has also been added, 3. introced a fill argument which allows to fill gaps by another value than NA. o improved documentation with extended examples