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splusTimeSeries (version 1.5.0-73)

Time Series from S-PLUS

Description

Classes and methods for time series (ported from S-PLUS).

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Version

Install

install.packages('splusTimeSeries')

Monthly Downloads

214

Version

1.5.0-73

License

BSD_3_clause + file LICENSE

Maintainer

Stephen Kaluzny

Last Published

September 10th, 2013

Functions in splusTimeSeries (1.5.0-73)

signalSeries-class

signalSeries Class

timeSeries-class

Calendar Time Series Class

hloc

High, Low, Open, and Close Calculation

series-class

Base Class for Time Series and Signals

djia

Dow Jones Industrial Average

timeSeries

Create a timeSeries Object

aggregateSeries

Time Series and Signal Aggregation

exch.rate

Foreign Exchange Rates

tbond

Treasury Bond Futures Trading Data

tbauc.3m

Treasury Bill Auction Rates

say.wavelet

Speech Signal

ts.update

Update Old ts Objects

seriesData

SeriesData of series Objects

seriesMerge

Merging for Time Series and Signals

signalSeries

Create a signalSeries object

tcm.curve

Treasury Constant Maturity Curve

align

Time Series and Signal Interpolation and Alignment

as.rectangular

Uniform Rectangular Data Functions

unionPositions

Positions Object Union With Tolerance

shift

Create a Shifted Time Series

positions

Positions of series Objects

net.packet

Network Packet Traffic

fed.rate

Federal Reserve Interest Rates

seriesLag

Time Series Lag/Lead Function

seriesLength

Length of a timeSeries