[Rcpp-devel] xts inputs and outputs for Rcpp translation

Hideyoshi Maeda hideyoshi.maeda at gmail.com
Thu Feb 6 14:29:58 CET 2014


I was aware that an xts object is just a NumericMatrix with a few attributes and index attached, but was wondering if anybody could please give me a walkthrough example to show me how its done with some thing that has more than one column and also how one goes about subsetting columns of the xts object/matrix etc.

any help as always would be greatly appreciated.

Thanks

HLM

On 6 Feb 2014, at 13:15, Darren Cook <darren at dcook.org> wrote:

>> The closest I found for some help online was found here
>> (http://gallery.rcpp.org/articles/accessing-xts-api/) but that seems
>> to only give xts outputs rather than taking in xts inputs. 
> 
> I think the key point being shown there is that an xts object is just a
> NumericMatrix with a few attributes attached.  (Or a NumericVector if it
> is a single-column xts object.)
> 
> If you've never poked around in xts internals this is probably going to
> be a bit painful ;-)
> 
> Darren
> 
> 
> 
> -- 
> Darren Cook, Software Researcher/Developer
> 
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