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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