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TSdbi is the base package in a group of packages, that provide a common interface (API) to time series databases. That is, you specify the connection, and after that all of your R code syntax can be the same, and does not depend on the specifics of the underlying mechanism. These packages are almost all wrappers for other packages. The main benefits of the TS* packages are that they provide a common interface, and a mechanism for returning a specified time series representation. (For example, the fame package returns tis series, but TSfame handles conversion and allows the possibility of returning other representations like zoo series.) Other features include the ability to handle vintages of data (sometimes called "realtime data") and panels of time series. Guide vignettes with the packages on CRAN provide examples. Several of the packages pull data from the Internet. This includes TSgetSymbol, TShistQuote, TSxls, TSzip and TSsdmx. Other packages provide a mechanism for building an SQL time series database. This includes TSMySQL, TSPostgreSQL, TSSQLite, TSodbc and untested TSOracle. If you already have a backend SQL database, and are not building the database, just an interface to an existing database, then the TSdbi package function TSquery may be useful. It can be used to construct time series from SQL databases that contain sequential data but were built for purposes other than storing time series data. Some packages act as a database wrapper to extend the API to existing time series database interfaces. These include TSfame, which is a wrapper to the fame R package, which is an interface to Fame databases. TSpadi (deprecated) is also a mechanism to interface to Fame and possibly other database. TSsdmx (in development) will provide mechanism to interface to SDMX data, both locally and over the Internet. TScompare provides a way to compare large numbers of series on different databases. TSdbi uses the NAMESPACE and methods from package DBI. The general status of the packages is here. |