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
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