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.

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

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.

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

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.

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.

new maintainer: Georgi Boshnakov.

moved package

`methods`

to`Imports`

.fixed CRAN NOTE

`Escaped LaTeX specials: \_ \_`

in`methods-plot.Rd`

.

See file `ChangeLog`

.