timeSeries v3022.101.2
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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 | |
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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 |
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