CVS commit: pkgsrc/finance/R-timeSeries

["Makoto Fujiwara" <mef%netbsd.org@localhost>]

Module Name:    pkgsrc
Committed By:   mef
Date:           Sat Jan  4 15:06:50 UTC 2025

Modified Files:
        pkgsrc/finance/R-timeSeries: Makefile distinfo

Log Message:
(finance/R-timeSeries) Updated 3062.100 to 4041.111

## timeSeries 4041.111

- now 'timeSeries' depends on 'timeDate' version 4041.110 or later.  If you have
  an older version of 'timeSeries' and it stops working after updating
  'timeDate', install the latest version of 'timeSeries'.

  The incompatibility was necessitated by the need to fix a bug.

## timeSeries 4041.110

- this is a technical update, there are no user visible changes (there was an
  explicit call to `timeDate::months` in the code, but the upcoming v4041.110 of
  timeDate doesn't export `months` anymore).

## timeSeries 4032.109

- deprecated function `returnSeries` is now defunct, use `returns` instead.

- a number of generic functions from base R now get only S3 methods for
  'timeSeries' objects. Previously they were turned into S4 generics with S4
  methods.

- streamlined timeSeries methods for a number of functions. Left only S3 methods
  or only S4 methods were suitable.

- consolidated the NAMESPACE.

## timeSeries 4032.108

- fixed 'Lost braces; missing escapes or markup?' NOTE from CRAN.

## timeSeries 4031.107

- refactored the 'timeSeries' methods for `head` and `tail`.

- fixed a bug in the 'timeSeries' method for `stats::na.contiguous`, which
  caused the wrong stretch to be returned in the case of tied longest stretches
  one of whom starts at the beginning of the series. Similar bug was present in
  `stats::na.contiguous.default`, see my bug report to R-devel from 2023-06-02
  and the discussion there
  (https://stat.ethz.ch/pipermail/r-devel/2023-June/082642.html)

- removed deprecated functions `spreadSeries`, `midquoteSeries`, and
  `durationSeries`.  Use `spreads`, `midquotes`, and `durations`, respectively.

- removed deprecated function `colStdevs`, use `colSds()` instead.

- removed deprecated function `.description`, use `description()` instead.

- removed deprecated 'timeSeries' method for function `cut()`, use `window()`
  instead. The method was not compatible with the generic function `cut()`. Now
  applying `cut(x)` on a 'timeSeries' object `x` will work on the underlying
  time series data.

- replaced the S4 methods for `zoo::coredata` and `zoo::'coredata<-'`. The ones
  for `zoo::'coredata<-'` were not working at all, since `zoo::'coredata<-'` is
  an S3 generic and the methods dispatch on two arguments. It is also a mistery
  why the methods for the unexported S4 generics in 'timeSeries' were associated
  with the corresponding 'zoo' generics.

  If `zoo` is not attached, the calls need to be prefixed with `zoo::` or,
  alternatively, since the new methods are exported, they can be called directly
  as `coredata.timeSeries()` and ``coredata.'timeSeries<-'() <- value`.

- added a default method for `time<-` to improve its interaction with 'zoo'.

- added 'zoo' to 'Suggests:'.

- removed the deprecated `dummySeries`, use `dummyMonthlySeries` instead.

- added argument `FUN` to the `timeSeries` method for `na.omit` to allow it to
  compute replacement values using functions, such as `mean`, `median`, or user
  defined.

- formally deprecated `removeNA`, `interpNA`, and `substituteNA`. These had been
  informally deprecated in the documentation for a long time.

- the help page for `orderStatistics` erroneously claimed that the input should
  be an univariate `timeSeries` object, while it is explicitly written to cover
  the multivariate case.

- moved package 'methods' back to 'Depends' to avoid subtle problems when
  'methods' is loaded but not attached. For example, it seems that 'Math'
  methods for 'structure' are not seen for `cummin` and other `cumXXX`
  functions, when called on time series objects (the other math functions work
  ok).

- `cumsum`, `cumprod`, `cummin`, and `cummax` now work on the columns of the
  'timeSeries' object and keep its class and other attributes. This is a
  breaking change since previously the return value was numeric vector, the
  result of applying the base R functions to the data part of the object. This
  was not particularly useful, especilly for multivariate time series.  With
  this change all functions from the S4 `Math` group return 'timeSeries' when
  their argument is 'timeSeries' object.

- stopped exporting some internal functions that were accidentally used by other
  packages (after those packages were updated on CRAN).

- Numerous improvements to the documentation and further changes in the code.

## timeSeries 4030.106

- removed UTF8 characters from NAMESPACE (fixes CRAN warning to that effect).

## timeSeries 4021.105

- updated and significantly improved the documentation.

- class `timeSeries` now has a dedicated summary method. Previously it was
  falling back to the method for matrices.

- `colCumsums`, `colCummaxs`, `colCummins`, and `colCumprods` no longer throw
  error for `timeSeries` objects when called with `na.rm = TRUE`. Fixes bug
  #2121 reported by Shane Haas.

- corrected USDCHF dataset. The year information was wrong (the data started
  from year 8295). The bug had been introduced in version 2100.84 when the
  dataset file was converted from a `usdchf.csv` to
  `USDCHF.rda`. `USDCHF@documentation` contains a short note about this change.
  Also changed the FinCenter to Zurich (neither the documentation nor the csv
  file contain FinCenter information).

- the original source file `msft.dat.csv` of the `MSFT` data is included now as
  `inst/extdata/msft.csv` (note the different name). The file had been removed
  in v2100.84. Note that there is a file ``msft.dat.csv` in `test/` but it is a
  modified and abbreviated version of the original file.

- `dummySeries` has been renamed to the more expressive `dummyMonthlySeries`.
  The old name is still available but is deprecated.

- The functions `returnSeries` and `getReturns` are no longer exported and will
  be removed in the near future. They are synonyms for the function `returns`
  and their use was discouraged for many years. Just use `returns`.

- function `cut` is now formally deprecated. Use `window` instead.

- deprecated function `seriesData` is now defunct. Use `as.matrix()` instead.

- deprecated function `seriesPositions` is now defunct. Use `time()` instead.

- deprecated function `newPositions<-` is now defunct. Use `time<-` instead.

- deprecated function `colAvgs` is now defunct. Use `colMeans()` instead.

- deprecated function `colStdevs` is now defunct. Use `colSds()` instead.

### Technical changes

- stopped exporting (almost) all functions whose names start with a
  '.'. Historically, the package was exporting all functions, including those
  start with a '.'. This should be of no concern for users since these functions
  were not documented but the developers of some Rmetrics packages where using
  such functions.

- the additional arguments of the S3 `timeSeries` method for `diff()` are now in
  its signature, which previously was `diff(x, ...)`.  An intermediate function,
  `.diff.timeSeries`, was eliminated in the process.

- the bodies of the methods of `series<-()` and `coredata<-` for signature
  `"matrix"` of value were identical. Now the body is a separate, unexported
  function, which is used as the definition of both of these methods.

- eliminated `.merge.timeSeries` and other redundancy in the implementation of
  the `c("timeSeries", "timeSeries")` method.

- eliminated `.rev.timeSeries` in the definition of the `rev` method.

- eliminated `.scale.timeSeries` in the definition of the `scale` timeSeries
  method.

- same as above for `.sort.timeSeries`.

- eliminated `.start.timeSeries`and redundancy in the implementation of the
  `timeSeries` method.

- eliminated `.end.timeSeries`and redundancy in the implementation of the
  `timeSeries` method.

- the function `.applySeries` is now defunct. It was obsoleted long time ago and
  was exported for historical reasons only. Use `applySeries()` instead.

## timeSeries 4021.104

- new maintainer: Georgi Boshnakov.

- moved package `methods` to `Imports`.

- fixed CRAN NOTE `Escaped LaTeX specials: \_ \_` in `methods-plot.Rd`.


To generate a diff of this commit:
cvs rdiff -u -r1.5 -r1.6 pkgsrc/finance/R-timeSeries/Makefile
cvs rdiff -u -r1.4 -r1.5 pkgsrc/finance/R-timeSeries/distinfo

Please note that diffs are not public domain; they are subject to the
copyright notices on the relevant files.

Modified files:

Index: pkgsrc/finance/R-timeSeries/Makefile
diff -u pkgsrc/finance/R-timeSeries/Makefile:1.5 pkgsrc/finance/R-timeSeries/Makefile:1.6
--- pkgsrc/finance/R-timeSeries/Makefile:1.5    Sat Apr  2 03:10:26 2022
+++ pkgsrc/finance/R-timeSeries/Makefile        Sat Jan  4 15:06:50 2025
@@ -1,14 +1,20 @@
-# $NetBSD: Makefile,v 1.5 2022/04/02 03:10:26 wen Exp $
+# $NetBSD: Makefile,v 1.6 2025/01/04 15:06:50 mef Exp $
 
 R_PKGNAME=     timeSeries
-R_PKGVER=      3062.100
+R_PKGVER=      4041.111
 CATEGORIES=    finance
 
 MAINTAINER=    minskim%NetBSD.org@localhost
 COMMENT=       Financial time series objects
 LICENSE=       gnu-gpl-v2 OR gnu-gpl-v3
 
-DEPENDS+=      R-timeDate>=2150.95:../../time/R-timeDate
+DEPENDS+=      R-timeDate>=4041.110:../../time/R-timeDate
+
+# Packages suggested but not available:
+#   'xts', 'zoo', 'PerformanceAnalytics', 'fTrading'
+
+TEST_DEPENDS+= R-RUnit-[0-9]*:../../devel/R-RUnit
+TEST_DEPENDS+= R-robustbase-[0-9]*:../../math/R-robustbase
 
 USE_LANGUAGES= # none
 

Index: pkgsrc/finance/R-timeSeries/distinfo
diff -u pkgsrc/finance/R-timeSeries/distinfo:1.4 pkgsrc/finance/R-timeSeries/distinfo:1.5
--- pkgsrc/finance/R-timeSeries/distinfo:1.4    Sat Apr  2 03:10:26 2022
+++ pkgsrc/finance/R-timeSeries/distinfo        Sat Jan  4 15:06:50 2025
@@ -1,5 +1,5 @@
-$NetBSD: distinfo,v 1.4 2022/04/02 03:10:26 wen Exp $
+$NetBSD: distinfo,v 1.5 2025/01/04 15:06:50 mef Exp $
 
-BLAKE2s (R/timeSeries_3062.100.tar.gz) = 3cb62d4c63acc1b067f2970c2f9dc4731b4c73b758073216e620b8f2ddc5554f
-SHA512 (R/timeSeries_3062.100.tar.gz) = 9a1976f0355ffa0d16148f25f23e93219d4e8e2e44e87fc3d83999223bcb24e701ac6b8722370c559f8b997de33123b9bb6d1953d8e2acfea7c3242e453be73d
-Size (R/timeSeries_3062.100.tar.gz) = 1281981 bytes
+BLAKE2s (R/timeSeries_4041.111.tar.gz) = 9dd7aa2cb252064422ea8529c256e99648f296c871cf4d9a871beb559d5d9fa5
+SHA512 (R/timeSeries_4041.111.tar.gz) = 4c0ed98c378317de47db93c773efdb695c94d056294d54a8f3aadb9e67da4ead6ff1122d7b2a0fe32b7b1d920b73959a91d064f5e4d3fd65d74305f47c2421cc
+Size (R/timeSeries_4041.111.tar.gz) = 1339628 bytes