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timeSeries (version 2160.93)

Rmetrics - Financial Time Series Objects

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('timeSeries')

Monthly Downloads

36,953

Version

2160.93

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

March 20th, 2012

Functions in timeSeries (2160.93)

scale

scale
rev

Reversion of a 'timeSeries'
timeSeries-package

Utilities and Tools Package
drawdowns

Calculations of Drawdowns
sample

sample
cumulated

Cumulated Time Series from Returns
merge

merge
sort

Sorting a 'timeSeries' by Time Stamps
timeSeries-deprecated

Deprecated functions in timeSeries package
lag

Lag a Time Series
TimeSeriesData

Time Series Data Sets
finCenter

Get and Set Financial Center of a 'timeSeries'
as

timeSeries Class, Coercion and Transformation
durations

Durations from a Time Series
bind

Bind two timeSeries objects
description

Creates Date and User Information
dimnames

Time Series Columns and Rows
print-methods

Print a Time Series
returns

Financial Returns
isRegular

Checks if a time series is regular
orderColnames

Reorder Column Names of a Time Series
DataPart,timeSeries-method

DataPart,timeSeries-method
colStats

Column Statistics
attach

Attach a timSeries to the search path
rank

Sample Ranks of a Time Series
math

Mathematical Time Series Operations
runlengths

Runlengths of a Time Series
splits

splits
align-methods

timeSeries Class, Functions and Methods
comment

comment for timeSeries objects
na.contiguous

Find Longest Contiguous Stretch of non-NAs
base-methods

Methods for 'timeSeries' object
filter

Linear Filtering on a Time Series
aggregate-methods

timeSeries Class, Functions and Methods
str-methods

Object Str
spreads

Spreads and Mid Quotes
extract

extract
series-methods

Get and Set Data of a 'timeSeries'
plot-methods

Plot a Time Series
SpecialDailySeries

Special Daily Time Series
periodical

periodical
monthly

Special Monthly Series
na

Handling Missing Time Series Values
isUnivariate

Checks if a Time Series is Univariate
rowCum

Cumulated Column Statistics
is.timeSeries

timeSeries Class, Coercion and Transformation
timeSeries-method-stats

Time Series Correlations
t

timeSeries Transpose
smooth

Smoothes Time Series Objects
time

Get and Set Time stamps of a 'timeSeries'
rollMean

Rolling Statistics
apply

Apply Functions Over Time Series Periods
readSeries

Reads a 'timeSeries' from a File
start

Start and End of a 'timeSeries'
model.frame

Model Frames for Time Series Objects
window

window
diff

diff
orderStatistics

order Statistics
colCum

Cumulated Column Statistics
TimeSeriesSubsettings

Subsettig Time Series
units

Get and Set Unit Names of a 'timeSeries'
TimeSeriesClass

timeSeries Class
turns

Turning Points of a Time Series