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fame (version 1.00)

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

1.00

License

Public domain

Maintainer

Jeff Hallman

Last Published

November 5th, 2021

Functions in fame (1.00)

as.Date.jul

Convert ti or jul objects to Dates
availablePort

Find Available TCP Port or Ports In Use
aggregate.tis

Compute Summary Statistics of Time Series Subsets
setDefaultFrequencies

Return known Time Index Frequencies, Change Default Frequencies
convert

Time scale conversions for time series
columns

Rows and Columns of a Matrix
badClassStop

Stop Function Execution on Wrong Class
Intraday

R support for FAME-style Intraday frequencies
tisFromCsv

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

Ask User for a Password or String
cbind.tis

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

Daily and Business Day Time Indexes
alarmc

Interface to alarm() system call
getfame

Fame Interface
lines.tis

Plotting Time Indexed Series
tif2freq

Periods Per Year for Time Index Frequencies
clientServerR

Client - Server R
stripBlanks

Strip Blanks
as.POSIXct.jul

Date-time Conversion Functions
between

Check for Inclusion in a Closed Interval
isIntradayTif

Check for Intraday Time Index Frequency
stripClass

Remove part of a class attribute
sendSocketObject

Send and Receive RObjects through Sockets
t.tis

Matrix Transpose
lowLevelFame

Low Level Fame Interface Functions
dateRange

Start and End Time Indices for a Series
tifToFameName

FAME Names for Time Index Frequencies
window.tis

Time windows for Time Indexed Series
today

Time Index for the Current Date
tif

Time Index Frequencies
hms

Hours, Minutes and Seconds from a Time Index or Jul
as.data.frame.tis

Coerce to a Data Frame
lags

Lag a Time Series
format.ti

Time Index Conversion to Character
holidays

Holidays
dayOfPeriod

Day positions in Time Index Periods
print.tis

Printing Time Indexed Series
basis

FAME time series attributes
solve.tridiag

Solve a Tridiagonal System of Equations
mergeSeries

Merge Time Indexed Series
hostName

DNS Host name
as.matrix.tis

Create a Matrix from a Time Indexed Series
pad.string

Pad strings to a particular length
filter

Linear Filtering on a Time Series
latestPeriod

Most Recent Period Time Indexes
ssh

Execute a command on another machine
currentPeriod

Current Period Time Indexes
currentMonday

Day of Week Time Indexes
rowMeans

Form Row Sums and Means
tis

Time Indexed Series
csv

Writes a CSV (comma separated values) file.
ti

Time Index Objects
interpNA

Interpolate missing values in a Time Indexed Series
ssDate

ssDate Objects
hexidecimal

Hexidecimal conversions
osUtilities

Operating System Utilities
addLast

Add a function to be executed when R exits.
cumsum.tis

Cumulative Sums, Products, and Extremes
jul

Julian Date Objects
constantGrowthSeries

Constant Growth Series
commandLineString

Command Line Arguments
as.ts.tis

Convert a Time Indexed Series to a Time Series
description

Description and Documentation Attributes
naWindow

Exclude NA Observations
linearSplineIntegration

Linear Spline Integration
blanks

Blanks
start.tis

Starting and ending time indexes
isLeapYear

Check Leap Year
growth.rate

Growth Rates of Time Series
ymd

Extract parts of various Date-Time Objects