Rcpp interface to xts
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.
The package is still mostly a proof-of-concept and illustration---but builds and works reliably, and has been on CRAN for some time.
GPL (>= 2)