timeSeries-package: Utilities and Tools Package

Description

Package of time series tools and utilities.

Arguments

timeSeries - S4 timeSeries Class

List of Functions: ll{ timeSeries Creates a 'timeSeries' from scratuch, description ..., finCenter ..., getDataPart ..., isReguar ..., isUnivariate ..., series ... . }

methods - Time Series Methods

List of Functions: ll{ as ..., base ..., comment ..., is ..., mathOps ..., plot ..., show ..., stats ... . } mathOps - List of Functions: ll{ Ops.timeSeries S3: Arith method for a 'timeSeries' object, abs Returns absolute values of a 'timeSeries' object, sqrt Returns square root of a 'timeSeries' object, exp Returns the exponential values of a 'timeSeries' object, log Returns the logarithm of a 'timeSeries' object, sign Returns the signs of a 'timeSeries' object, diff Differences a 'timeSeries' object, scale Centers and/or scales a 'timeSeries' object, quantile Returns quantiles of an univariate 'timeSeries'. } na.omit - List of Functions: ll{ na.omit Handles NAs in a timeSeries object, removeNA removes NAs from a matrix object, substituteNA substitutes NAs by zero, the column mean or median, interpNA interpolates NAs using R's "approx" function. }

base - Basic Time Series Functions

List of Functions: ll{ apply ..., attach ..., cbind ..., diff ..., dim ..., extract ..., merge ..., rank ..., rev ..., sample ..., scale ..., sort ..., start ..., subset ..., t ..., colCumsums ..., colSums ..., rowCumsums ... . }

fin - Financial Time Series Functions

List of Functions: ll{ align ..., cumulated compute cumulated series from a returns, daily ..., drawdowns compute series of drawdowns from financial returns, durations compute durations from a financial time series, miquotes compute mid quotes from a price/index stream, periodicals ..., returns Compute returns from prices or indexes, runlengths ..., smooth ..., splits ..., spreads compute spreads from a price/index stream, turns ... , orderColnames ..., orderStatistics ..., rollMean ..., }

more ...

Daily and Monthly - List of Functions: ll{ dummyDailySeries Creates a dummy daily 'timeSeries' object, alignDailySeries Aligns a daily 'timeSeries' to new positions, rollDailySeries Rolls daily a 'timeSeries' on a given period, ohlcDailyPlot Plots open high low close bar chart, countMonthlyRecords Returns a series with monthly counts of records, isMonthly Decides if the series consists of monthly records, rollMonthlyWindows Returns start and end dates for rolling time windows, rollMonthlySeries Rolls monthly a 'timeSeries' on a given period. }

Column/Row Statistics - List of Functions: ll{ colStats ..., rowStats ... . }

Coercion of timeSeries Objects - List of Functions:

ll{ as is.timeSeries ..., as.timeSeries ..., as.timeSeries.default ..., as.timeSeries.numeric ..., as.timeSeries.data.frame ..., as.timeSeries.matrix ..., as.timeSeries.ts ..., as.timeSeries.character ..., as.timeSeries.zoo ..., as.vector.timeSeries ..., as.matrix.timeSeries ..., as.data.frame.timeSeries ..., as.ts.timeSeries ... . }