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RcppXts: Rcpp interface to xts

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About

This package accesses the exported C-level functions of the xts package. By using Rcpp, it permits creation of xts objects directly at the C++ level, and via access to the xts core functions also make some of these core operations available from their C API level.

Status

The package is still mostly a proof-of-concept and illustration---but builds and works reliably, and has been on CRAN for some time.

Author

Dirk Eddelbuettel

License

GPL (>= 2)

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Rcpp interface to xts objects

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