Message-ID: <AANLkTi=haj1FnojVSf10hF2q3fvdeLortzhEhtdtw48k@mail.gmail.com>
Date: 2011-01-19T13:18:48Z
From: Gabor Grothendieck
Subject: Performance comparison xts v. zoo
In-Reply-To: <A34510F36803B84A982BD217A1F8F84204B6FC80@EPRI17P32005A.csfb.cs-group.com>
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.
--
Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com