Performance comparison xts v. zoo
On Wed, Jan 19, 2011 at 8:08 AM, Sheftel, Ryan
<ryan.sheftel at credit-suisse.com> wrote:
I am looking for a comparison of the performance speed between xts and zoo on time series. I remember once seeing this in a pdf document, perhaps a magazine article?, but after extensive google-ing I have come up blank. Any direction would be helpful before I reproduce the results myself. Thanks.
At this point in time xts is mostly written in C while zoo is mostly written in R so xts should be substantially faster. There is an objective of merging the backends of xts and zoo at which point they should run at about the same speed.
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