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fts (version 0.7.5)

R interface to tslib (a time series library in c++)

Description

fast operations for time series objects

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Version

Install

install.packages('fts')

Monthly Downloads

35

Version

0.7.5

License

GPL Version 3

Maintainer

Whit Armstrong

Last Published

September 14th, 2018

Functions in fts (0.7.5)

read.write.fts

Read / Write Files
moving

Moving Functions
fts.logical

Logical subsets of objects
pad

pad and trim dates
frequency.convert

Change Frequencies
fts

Fts: a fast timeseries library
event.dates

Extract Dates
since.na

Count distance since an NA has occurred
as.fts

Convert from/to fts
fill

Fill Missing Values
apply

Apply Function
remove.rows

Remove Rows
lead.lag

Shift an Fts ojbect in time
expanding

Expanding Window Functions