Learn R Programming
⚠️There's a newer version (4041.111) of this package.Take me there.

timeSeries (version 2160.95)

Rmetrics - Financial Time Series Objects

Description

Environment for teaching "Financial Engineering and Computational Finance"

Copy Link

Version

Install

install.packages('timeSeries')

Monthly Downloads

28,941

Version

2160.95

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

August 7th, 2012

Functions in timeSeries (2160.95)

smooth

Smoothes Time Series Objects
monthly

Special Monthly Series
returns

Financial Returns
orderStatistics

order Statistics
TimeSeriesSubsettings

Subsettig Time Series
attach

Attach a timSeries to the search path
extract

extract
orderColnames

Reorder Column Names of a Time Series
rowCum

Cumulated Column Statistics
bind

Bind two timeSeries objects
window

window
finCenter

Get and Set Financial Center of a 'timeSeries'
isRegular

Checks if a time series is regular
aggregate-methods

timeSeries Class, Functions and Methods
dimnames

Time Series Columns and Rows
plot-methods

Plot a Time Series
t

timeSeries Transpose
durations

Durations from a Time Series
SpecialDailySeries

Special Daily Time Series
drawdowns

Calculations of Drawdowns
spreads

Spreads and Mid Quotes
timeSeries-method-stats

Time Series Correlations
comment

comment for timeSeries objects
periodical

periodical
scale

scale
na

Handling Missing Time Series Values
na.contiguous

Find Longest Contiguous Stretch of non-NAs
model.frame

Model Frames for Time Series Objects
rollMean

Rolling Statistics
units

Get and Set Unit Names of a 'timeSeries'
DataPart,timeSeries-method

DataPart,timeSeries-method
TimeSeriesClass

timeSeries Class
str-methods

Object Str
base-methods

Methods for 'timeSeries' object
math

Mathematical Time Series Operations
colCum

Cumulated Column Statistics
rank

Sample Ranks of a Time Series
sample

sample
align-methods

timeSeries Class, Functions and Methods
is.timeSeries

timeSeries Class, Coercion and Transformation
readSeries

Reads a 'timeSeries' from a File
lag

Lag a Time Series
apply

Apply Functions Over Time Series Periods
as

timeSeries Class, Coercion and Transformation
timeSeries-package

Utilities and Tools Package
sort

Sorting a 'timeSeries' by Time Stamps
rev

Reversion of a 'timeSeries'
merge

merge
isUnivariate

Checks if a Time Series is Univariate
timeSeries-deprecated

Deprecated functions in timeSeries package
runlengths

Runlengths of a Time Series
series-methods

Get and Set Data of a 'timeSeries'
description

Creates Date and User Information
turns

Turning Points of a Time Series
time

Get and Set Time stamps of a 'timeSeries'
colStats

Column Statistics
filter

Linear Filtering on a Time Series
splits

splits
diff

diff
start

Start and End of a 'timeSeries'
cumulated

Cumulated Time Series from Returns
TimeSeriesData

Time Series Data Sets
print-methods

Print a Time Series