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timeSeries (version 290.80)

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

41,508

Version

290.80

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

September 22nd, 2024

Functions in timeSeries (290.80)

align-methods

timeSeries Class, Functions and Methods
aggregate-methods

timeSeries Class, Functions and Methods
math

Mathematical Time Series Operations
cumulated

Cumulated Time Series from Returns
apply

Apply Functions Over Time Series Periods
colCum

Cumulated Column Statistics
fSeries-package

Utilities and Tools Package
durations

Durations from a Time Series
comment

comment for timeSeries objects
time

timeSeries, Positions
rank

Sample Ranks of a Time Series
rowCum

Cumulated Column Statistics
lag

Lag a Time Series
print-methods

Print a Time Series
drawdowns

Calculations of Drawdowns
timeSeries-method-stats

Time Series Correlations
base-methods

Methods for 'timeSeries' object
isUnivariate

Checks if a Time Series is Univariate
SpecialDailySeries

Special Daily Time Series
timeSeries-deprecated

Deprecated functions in timeSeries package
plot-methods

Plot a Time Series
returns

Financial Returns
finCenter

Financial Center of to a timeSeries
dimnames

Time Series Columns and Rows
series-methods

Data of a timeSeries object
na

Handling Missing Time Series Values
colStats

Column Statistics
bind

Bind two timeSeries objects
model.fram

Model Frames for Time Series Objects
monthly

Special Monthly Series
as

timeSeries Class, Coercion and Transformation
spreads

Spreads and Mid Quotes
orderColnames

Reorder Column Names of a Time Series
description

Date and User Information
TimeSeriesSubsettings

Subsettig Time Series
is.timeSeries

timeSeries Class, Coercion and Transformation
str-methods

Object Str
orderStatistics

order Statistics
TimeSeriesClass

timeSeries Class
TimeSeriesData

Time Series Data Sets
attach

Attach a timSeries to the search path