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splusTimeSeries (version 1.5.0-75)
Time Series from S-PLUS
Description
A collection of classes and methods for working with time series. The code was originally available in S-PLUS.
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1.5.0-75
1.5.0-74
1.5.0-73
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Install
install.packages('splusTimeSeries')
Monthly Downloads
106
Version
1.5.0-75
License
BSD_3_clause + file LICENSE
Maintainer
Stephen Kaluzny
Last Published
May 29th, 2018
Functions in splusTimeSeries (1.5.0-75)
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signalSeries
Create a
signalSeries
object
seriesMerge
Merging for Time Series and Signals
seriesLength
Length of a
timeSeries
tcm.curve
Treasury Constant Maturity Curve
timeSeries
Create a
timeSeries
Object
unionPositions
Positions Object Union With Tolerance
ts.update
Update Old
ts
Objects
net.packet
Network Packet Traffic
signalSeries-class
signalSeries Class
series-class
Base Class for Time Series and Signals
align
Time Series and Signal Interpolation and Alignment
as.rectangular
Uniform Rectangular Data Functions
fed.rate
Federal Reserve Interest Rates
djia
Dow Jones Industrial Average
timeSeries-class
Calendar Time Series Class
hloc
High, Low, Open, and Close Calculation
exch.rate
Foreign Exchange Rates
seriesData
SeriesData of
series
Objects
aggregateSeries
Time Series and Signal Aggregation
say.wavelet
Speech Signal
seriesLag
Time Series Lag/Lead Function
shift
Create a Shifted Time Series
tbauc.3m
Treasury Bill Auction Rates
positions
Positions of
series
Objects
tbond
Treasury Bond Futures Trading Data