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timeSeries (version 3062.100)

Financial Time Series Objects (Rmetrics)

Description

'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.

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Version

Install

install.packages('timeSeries')

Monthly Downloads

37,455

Version

3062.100

License

GPL (>= 2)

Homepage

https://r-forge.r-project.org/scm/viewvc.php/pkg/timeSeries/?root=rmetrics

Maintainer

Tobias Setz

Last Published

January 24th, 2020

Functions in timeSeries (3062.100)

Reversion of a 'timeSeries'

Merges two 'timeSeries' objects

Bind two timeSeries objects

Time Series Columns and Rows

Attach a timSeries to the search path

Sample Ranks of a Time Series

timeSeries-package

Utilities and Tools Package

Apply Functions Over Time Series Periods

Start and End of a 'timeSeries'

TimeSeriesSubsettings

Subsettig Time Series

Sorting a 'timeSeries' by Time Stamps

End-of-Period Series, Stats, and Benchmarks

Durations from a Time Series

timeSeries Transpose

Time Series Data Sets

Special Monthly Series

timeSeries Class, Coercion and Transformation

Financial Returns

Mathematical Time Series Operations

Plot a Time Series

Print a Time Series

Cumulated Time Series from Returns

timeSeries Class, Functions and Methods

Conversion of an index to wealth

SpecialDailySeries

Special Daily Time Series

Calculations of Drawdowns

timeSeries-method-stats

Time Series Correlations

timeSeries Class, Coercion and Transformation

Runlengths of a Time Series

DataPart,timeSeries-method

DataPart,timeSeries-method

Checks if a time series is regular

Cumulated Column Statistics

Spreads and Mid Quotes

orderStatistics

order Statistics

Smoothes Time Series Objects

Rolling Statistics

Cumulated Column Statistics

Get and Set Optional Attributes of a 'timeSeries'

Get and Set Financial Center of a 'timeSeries'

Find Longest Contiguous Stretch of non-NAs

Methods for 'timeSeries' object

Get and Set Data of a 'timeSeries'

Turning Points of a Time Series

comment for timeSeries objects

Handling Missing Time Series Values

timeSeries-deprecated

Deprecated functions in timeSeries package

Model Frames for Time Series Objects

Lag a Time Series

Creates Date and User Information

Column Statistics

Get and Set Time stamps of a 'timeSeries'

aggregate-methods

timeSeries Class, Functions and Methods

Reads a 'timeSeries' from a File

Linear Filtering on a Time Series

Checks if a Time Series is Univariate

Get and Set Unit Names of a 'timeSeries'

Reorder Column Names of a Time Series

timeSeries Object Structure

TimeSeriesClass

timeSeries Class