splusTimeSeries v1.5.0-75

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by Stephen Kaluzny View Source

Time Series from S-PLUS

A collection of classes and methods for working with time series. The code was originally available in S-PLUS.

Name	Description
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
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