[Rcpp-devel] Integrate xts_API for C with Rcpp

[Wu Wush]

> A few quick questions to focus the discussion:
> - Do you have particular functions from the xts C API in mind?
> - Is what you are looking for already exported?
> - Is it in xts or in zoo?  Would be need both?
> ---
> My question was about which C function in the xts API, and which unexported
> functions.  We could start getting to those (particularly the exported ones).
>

There is a document of xts API. Please check `help("xtsAPI")` in R
with xts(0.9-1).

In my experience, we could write some functions based on exposed API:
- Query a subset of xts object based on row
subset(`Rcpp::DatetimeVector` or integer vector) and column
subset(string vector or integer vector)
- Convert `Rcpp::Matrix<RTYPE>` instance to xts object with given
index(`DatetimeVector`)

I have implemented these features, so I only need a skeleton of
Rcpp-like package. Could you give me some suggestion about this?

>
> | In my opinion, it might be convenient if there is a c++ class `XtsNumericMatrix
> | ` or `XtsIntegerMatrix` which can handle the special attributes such as `index`
> | of xts objects easily.
>
> That could come once we have basic access to xts, but I am unlikely to
> drive.  Maybe a user (you?) wants to do it, maybe we offer it as a GSoC project.
>

Well, I might do it if I use Rcpp and xts in another project.

I love Rcpp, so I am glad to do some contribution to it. :)

Wush