Learn R Programming
⚠️There's a newer version (4052.112) of this package.Take me there.

timeSeries (version 3011.98)

Rmetrics - Financial Time Series Objects

Description

Environment for teaching "Financial Engineering and Computational Finance".

Copy Link

Version

Install

install.packages('timeSeries')

Monthly Downloads

38,949

Version

3011.98

License

GPL (>= 2)

Maintainer

Tobias Setz

Last Published

October 28th, 2014

Functions in timeSeries (3011.98)

na.contiguous

Find Longest Contiguous Stretch of non-NAs
filter

Linear Filtering on a Time Series
isRegular

Checks if a time series is regular
sample

sample
rank

Sample Ranks of a Time Series
orderColnames

Reorder Column Names of a Time Series
rollMean

Rolling Statistics
dimnames

Time Series Columns and Rows
TimeSeriesSubsettings

Subsettig Time Series
timeSeries-method-stats

Time Series Correlations
sort

Sorting a 'timeSeries' by Time Stamps
units

Get and Set Unit Names of a 'timeSeries'
isUnivariate

Checks if a Time Series is Univariate
wealth

Conversion of an index to wealth
as

timeSeries Class, Coercion and Transformation
is.timeSeries

timeSeries Class, Coercion and Transformation
timeSeries-deprecated

Deprecated functions in timeSeries package
readSeries

Reads a 'timeSeries' from a File
model.frame

Model Frames for Time Series Objects
bind

Bind two timeSeries objects
attach

Attach a timSeries to the search path
DataPart,timeSeries-method

DataPart,timeSeries-method
rev

Reversion of a 'timeSeries'
returns

Financial Returns
durations

Durations from a Time Series
splits

splits
SpecialDailySeries

Special Daily Time Series
rowCum

Cumulated Column Statistics
runlengths

Runlengths of a Time Series
start

Start and End of a 'timeSeries'
plot-methods

Plot a Time Series
base-methods

Methods for 'timeSeries' object
description

Creates Date and User Information
turns

Turning Points of a Time Series
series-methods

Get and Set Data of a 'timeSeries'
timeSeries-package

Utilities and Tools Package
merge

Merges two 'timeSeries' objects
window

window
drawdowns

Calculations of Drawdowns
print-methods

Print a Time Series
periodical

End-of-Period Series, Stats, and Benchmarks
scale

scale
lag

Lag a Time Series
cumulated

Cumulated Time Series from Returns
apply

Apply Functions Over Time Series Periods
diff

diff
TimeSeriesData

Time Series Data Sets
str-methods

timeSeries Object Structure
math

Mathematical Time Series Operations
spreads

Spreads and Mid Quotes
smooth

Smoothes Time Series Objects
colStats

Column Statistics
colCum

Cumulated Column Statistics
time

Get and Set Time stamps of a 'timeSeries'
attributes

Get and Set Optional Attributes of a 'timeSeries'
monthly

Special Monthly Series
aggregate-methods

timeSeries Class, Functions and Methods
TimeSeriesClass

timeSeries Class
comment

comment for timeSeries objects
na

Handling Missing Time Series Values
finCenter

Get and Set Financial Center of a 'timeSeries'
t

timeSeries Transpose
align-methods

timeSeries Class, Functions and Methods
orderStatistics

order Statistics