Changed in xts 0.12.1:
o Various function could change the tclass of xts objects. This would happen
in calls to reclass(), period.apply(), and for logical operations on
POSIXct indexes. Thanks to Tom Andrews for the report and testing, and to
Panagiotis Cheilaris for contributing test cases (#322, #323).
o plot.xts() now supports y-axis labels via 'ylab'. Thanks to Jasen Mackie
for the suggestion and PR (#333, #334).
o The API header has been updated to fix the signatures of do_merge_xts() and
is_xts, which did not return a SEXP as required of functions callable by
.Call(). Thanks to Tomas Kalibera for the report (#317), and Dirk
Eddelbuettel for the PR (#337). This is a breaking change, but is required
to avoid the potential for a segfault.
o Michael Chirico added an internal isUTC() function to recognize many UTC-
equivalent time zones (#319).
o first() now operates correctly on non-xts objects when 'n = -1'. Previously
it would always return the last two values. Thanks to GitHub user vxg20
for the report (#325).
o The .xts() constructor would create an xts object with row names if 'x' had
row names. This shouldn't happen, because xts objects do not have or
support row names (#298).
o Claymore Marshall added many examples of time-of-day subsetting to
?subset.xts. He also fixed a bug in time-of-day subsetting where subsetting
by hour only returned wrong results (#304, #326, #328).
Changed in xts 0.12-0:
o All the index-attributes have been removed from the xts object and are now
only attached to the index itself (#245). We took great care to maintain
backward compatibility, and throw warnings when deprecated functions are
called and when index-attributes are found on the xts object. But there
still may be some breaking changes lurking in edge cases.
o @SamoPP found one edge case (#297) where an error was thrown when index()
was called on an xts object with an index that had no tclass attribute.
o ...which led Joshua to find that the index setting functions did not
always copy index attributes (#305).
o Several binary operations (e.g. +, -, !=, <, etc.) on variations of
uncommon xts objects with other xts, matrix, or vector objects, could
result in malformed xts objects (#295). Some examples of the types of
uncommon xts objects: no dim attribute, zero-width, zero-length.
o Calling as.matrix() on an xts object without a dim attribute no longer
throws an error (#294).
o merge.xts() now honors check.names = FALSE (#293).
o The possible values for major.ticks, minor.ticks, and grid.ticks.on in the
Details section of ?plot.xts have been corrected. Thanks to Harvey Smith
(@harvey131) for the report and patch (#291).
o as.zoo.xts() is now only registered for zoo versions prior to 1.8-5. Methods
to convert an object to another class should reside in the package that
implements the target class. Thanks to Kurt Hornik for the report (#287).
o .parseISO8601() no longer has a potential length-1 logical error. Thanks to
Kurt Hornik for the report (#280).
o endpoints() now honors k > 0 when on = "quarters". Thanks to @alkment for
the report (#279).
o Performance for the period.XYZ() functions (sum, prod, min, max) is much
faster (#278). Thanks to Harvey Smith (@harvey131) for the report and
examples.
o merge.xts() now creates shorter column names when passed unnamed objects.
This is now consistent with zoo (#248).
o Time-of-day performance is ~200x faster, thanks to StackOverflow
user3226167 (#193).
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