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fame (version 0.99)

Interface for FAME time series database

Description

Includes FAME storage and retrieval function, as well as functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.

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Version

Install

install.packages('fame')

Monthly Downloads

121

Version

0.99

License

Public domain

Maintainer

Jeff Hallman

Last Published

November 5th, 2021

Functions in fame (0.99)

pad.string

Pad strings to a particular length
as.ts.tis

Convert a Time Indexed Series to a Time Series
aggregate.tis

Compute Summary Statistics of Time Series Subsets
basis

FAME time series attributes
growth.rate

Growth Rates of Time Series
ssDate

ssDate Objects
holidays

Holidays
askForString

Ask User for a Password or String
cbind.tis

Combine Series Into a Multivariate (Matrix) Time Indexed Series
jul

Julian Date Objects
availablePort

Find Available TCP Port or Ports In Use
between

Check for Inclusion in a Closed Interval
ssh

Execute a command on another machine
columns

Rows and Columns of a Matrix
csv

Writes a CSV (comma separated values) file.
format.ti

Time Index Conversion to Character
ti

Time Index Objects
hms

Hours, Minutes and Seconds from a Time Index or Jul
setDefaultFrequencies

Return known Time Index Frequencies, Change Default Frequencies
rowMeans

Form Row Sums and Means
as.POSIXct.jul

Date-time Conversion Functions
as.data.frame.tis

Coerce to a Data Frame
osUtilities

Operating System Utilities
dateRange

Start and End Time Indices for a Series
alarmc

Interface to alarm() system call
isLeapYear

Check Leap Year
currentPeriod

Current Period Time Indexes
tiDaily

Daily and Business Day Time Indexes
t.tis

Matrix Transpose
stripClass

Remove part of a class attribute
print.tis

Printing Time Indexed Series
lowLevelFame

Low Level Fame Interface Functions
start.tis

Starting and ending time indexes
commandLineString

Command Line Arguments
stripBlanks

Strip Blanks
today

Time Index for the Current Date
tif

Time Index Frequencies
ymd

Extract parts of various Date-Time Objects
mergeSeries

Merge Time Indexed Series
filter

Linear Filtering on a Time Series
lines.tis

Plotting Time Indexed Series
Intraday

R support for FAME-style Intraday frequencies
solve.tridiag

Solve a Tridiagonal System of Equations
interpNA

Interpolate missing values in a Time Indexed Series
linearSplineIntegration

Linear Spline Integration
as.Date.jul

Convert ti or jul objects to Dates
hexidecimal

Hexidecimal conversions
tif2freq

Periods Per Year for Time Index Frequencies
tifToFameName

FAME Names for Time Index Frequencies
window.tis

Time windows for Time Indexed Series
tisFromCsv

Read time series from Comma Separated Values (.csv) file
description

Description and Documentation Attributes
clientServerR

Client - Server R
sendSocketObject

Send and Receive RObjects through Sockets
hostName

DNS Host name
tis

Time Indexed Series
convert

Time scale conversions for time series
cumsum.tis

Cumulative Sums, Products, and Extremes
dayOfPeriod

Day positions in Time Index Periods
addLast

Add a function to be executed when R exits.
badClassStop

Stop Function Execution on Wrong Class
constantGrowthSeries

Constant Growth Series
naWindow

Exclude NA Observations
isIntradayTif

Check for Intraday Time Index Frequency
as.matrix.tis

Create a Matrix from a Time Indexed Series
getfame

Fame Interface
latestPeriod

Most Recent Period Time Indexes
lags

Lag a Time Series
blanks

Blanks
currentMonday

Day of Week Time Indexes