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timeSeries (version 290.81)

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

28,646

Version

290.81

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

April 16th, 2009

Functions in timeSeries (290.81)

TimeSeriesData

Time Series Data Sets
is.timeSeries

timeSeries Class, Coercion and Transformation
cumulated

Cumulated Time Series from Returns
TimeSeriesSubsettings

Subsettig Time Series
timeSeries-package

Utilities and Tools Package
align-methods

timeSeries Class, Functions and Methods
model.frame

Model Frames for Time Series Objects
monthly

Special Monthly Series
dimnames

Time Series Columns and Rows
timeSeries-deprecated

Deprecated functions in timeSeries package
description

Date and User Information
math

Mathematical Time Series Operations
orderStatistics

order Statistics
rowCum

Cumulated Column Statistics
plot-methods

Plot a Time Series
orderColnames

Reorder Column Names of a Time Series
spreads

Spreads and Mid Quotes
bind

Bind two timeSeries objects
returns

Financial Returns
str-methods

Object Str
colCum

Cumulated Column Statistics
lag

Lag a Time Series
TimeSeriesClass

timeSeries Class
drawdowns

Calculations of Drawdowns
attach

Attach a timSeries to the search path
colStats

Column Statistics
apply

Apply Functions Over Time Series Periods
base-methods

Methods for 'timeSeries' object
DataPart,timeSeries-method

DataPart,timeSeries-method
time

timeSeries, Positions
as

timeSeries Class, Coercion and Transformation
comment

comment for timeSeries objects
aggregate-methods

timeSeries Class, Functions and Methods
finCenter

Financial Center of to a timeSeries
SpecialDailySeries

Special Daily Time Series
timeSeries-method-stats

Time Series Correlations
print-methods

Print a Time Series
rank

Sample Ranks of a Time Series
na

Handling Missing Time Series Values
durations

Durations from a Time Series
series-methods

Data of a timeSeries object
isUnivariate

Checks if a Time Series is Univariate