Implementation in Julia
TimeSeries is a registered package. So like other packages, we can add it to your Julia packages:
Pkg.update()
Pkg.add("TimeSeries")
The TimeArray time series type
immutable TimeArray{T, N, D<:TimeType, A<:AbstractArray} <: AbstractTimeSeries timestamp::Vector{D} values::A colnames::Vector{UTF8String} meta::Any function TimeArray(timestamp::Vector{D}, values::AbstractArray{T,N}, colnames::Vector{UTF8String}, meta::Any) nrow, ncol = size(values, 1), size(values, 2) nrow != size(timestamp, 1) ? error("values must match length of timestamp"): ncol != size(colnames,1) ? error("column names must match width of array"): timestamp != unique(timestamp) ? error("there are duplicate dates"): ~(flipdim(timestamp, 1) == sort(timestamp) ...Get Julia for Data Science now with the O’Reilly learning platform.
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