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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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Version

Install

install.packages('splusTimeSeries')

Monthly Downloads

274

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)

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