# timeSeries v3022.101.2

0

Monthly downloads

by Tobias Setz

## Rmetrics - Financial Time Series Objects

Environment for teaching
"Financial Engineering and Computational Finance".
Managing financial time series objects.

## Functions in timeSeries

Name | Description | |

diff | diff | |

rev | Reversion of a 'timeSeries' | |

runlengths | Runlengths of a Time Series | |

t | timeSeries Transpose | |

cumulated | Cumulated Time Series from Returns | |

rowCum | Cumulated Column Statistics | |

timeSeries-package | Utilities and Tools Package | |

window | window | |

rank | Sample Ranks of a Time Series | |

attach | Attach a timSeries to the search path | |

sample | sample | |

monthly | Special Monthly Series | |

wealth | Conversion of an index to wealth | |

drawdowns | Calculations of Drawdowns | |

lag | Lag a Time Series | |

merge | Merges two 'timeSeries' objects | |

base-methods | Methods for 'timeSeries' object | |

attributes | Get and Set Optional Attributes of a 'timeSeries' | |

returns | Financial Returns | |

comment | comment for timeSeries objects | |

isUnivariate | Checks if a Time Series is Univariate | |

dimnames | Time Series Columns and Rows | |

SpecialDailySeries | Special Daily Time Series | |

apply | Apply Functions Over Time Series Periods | |

TimeSeriesData | Time Series Data Sets | |

rollMean | Rolling Statistics | |

print-methods | Print a Time Series | |

colStats | Column Statistics | |

orderColnames | Reorder Column Names of a Time Series | |

orderStatistics | order Statistics | |

series-methods | Get and Set Data of a 'timeSeries' | |

as | timeSeries Class, Coercion and Transformation | |

model.frame | Model Frames for Time Series Objects | |

splits | splits | |

timeSeries-method-stats | Time Series Correlations | |

TimeSeriesSubsettings | Subsettig Time Series | |

finCenter | Get and Set Financial Center of a 'timeSeries' | |

periodical | End-of-Period Series, Stats, and Benchmarks | |

na.contiguous | Find Longest Contiguous Stretch of non-NAs | |

time | Get and Set Time stamps of a 'timeSeries' | |

units | Get and Set Unit Names of a 'timeSeries' | |

scale | scale | |

filter | Linear Filtering on a Time Series | |

plot-methods | Plot a Time Series | |

smooth | Smoothes Time Series Objects | |

turns | Turning Points of a Time Series | |

TimeSeriesClass | timeSeries Class | |

math | Mathematical Time Series Operations | |

colCum | Cumulated Column Statistics | |

sort | Sorting a 'timeSeries' by Time Stamps | |

na | Handling Missing Time Series Values | |

isRegular | Checks if a time series is regular | |

description | Creates Date and User Information | |

durations | Durations from a Time Series | |

aggregate-methods | timeSeries Class, Functions and Methods | |

start | Start and End of a 'timeSeries' | |

align-methods | timeSeries Class, Functions and Methods | |

DataPart,timeSeries-method | DataPart,timeSeries-method | |

str-methods | timeSeries Object Structure | |

bind | Bind two timeSeries objects | |

spreads | Spreads and Mid Quotes | |

is.timeSeries | timeSeries Class, Coercion and Transformation | |

timeSeries-deprecated | Deprecated functions in timeSeries package | |

readSeries | Reads a 'timeSeries' from a File | |

No Results! |

## Last month downloads

## Details

Date | 2015-12-12 |

Note | SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES. |

LazyData | yes |

License | GPL (>= 2) |

URL | http://www.rmetrics.org |

NeedsCompilation | no |

Packaged | 2015-12-14 07:05:22 UTC; ripley |

Repository | CRAN |

Date/Publication | 2015-12-14 08:24:31 |

depends | base (>= 2.10) , graphics , grDevices , methods , R (>= 2.10) , stats , timeDate (>= 2150.95) , utils |

suggests | fTrading , PerformanceAnalytics , robustbase , RUnit , xts |

Contributors | Diethelm Wuertz, Rmetrics Team, Tobias Setz, Yohan Chalabi |

#### Include our badge in your README

```
[![Rdoc](http://www.rdocumentation.org/badges/version/timeSeries)](http://www.rdocumentation.org/packages/timeSeries)
```