[R-pkgs] Packages for time series databases

From: Paul Gilbert <pgilbert_at_bank-banque-canada.ca>
Date: Tue, 18 Nov 2008 13:37:53 -0500


I recently put several packages for time series databases on CRAN. The main package, TSdbi, provides a common interface to time series databases. The objective is to define a standard interface so users can retrieve time series data from various sources with a simple, common, set of commands, and so programs can be written to be portable with respect to the data source. The SQL implementations also provide a database table design, so users needing to set up a time series database have a reasonably complete way to do this easily. The interface provides for a variety of options with respect to the representation of time series in R. There is also a (not yet well tested) mechanism to handle multilingual data documentation.

-TSdbi is the main package.

-TSMySQL, TSPostgreSQL, and TSSQLite provide interfaces for these
three SQL databases (using RMySQL, RSQLite, and RPostgreSQL).

-TSodbc provides an interface using RODBC (tested only with a
PostgreSQL server).

-TSfame provides an interface to Fame using the fame package.

-TSpadi provides an interface to Fame using a (somewhat dated) padi server.

-TShistQuote provides an interface to get.hist.quote.

Many thanks to the authors and maintainers of the underlying packages, and several people who have commented on early versions of the TS* packages.

Paul Gilbert


La version française suit le texte anglais.


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