DTSg offers basic time series data functionalities such
as listing of missing values, application of arbitrary aggregation as
well as rolling (asymmetric) window functions and automatic detection of
periodicity. As it is mainly based on data.table, it is
fast and – in combination with the R6 package – offers
reference semantics. In addition to its native R6 interface, it provides
an S3 interface for those who prefer the latter. Finally yet
importantly, its functional approach allows for incorporating
functionalities from many other packages.
Install the latest release from CRAN:
install.packages("DTSg")
Install the development version from GitHub (requires the
remotes package):
remotes::install_github("gisler/DTSg")
Releases of this project are versioned following the rules of SemVer.