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timeSeries (version 3022.101.2)
Rmetrics - Financial Time Series Objects
Description
Environment for teaching "Financial Engineering and Computational Finance". Managing financial time series objects.
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4041.111
4041.110
4032.109
4032.108
4031.107
4030.106
4021.105
4021.104
3062.100
3022.101.2
3022.101.1
3012.99
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2160.95
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Install
install.packages('timeSeries')
Monthly Downloads
28,646
Version
3022.101.2
License
GPL (>= 2)
Maintainer
Tobias Setz
Last Published
December 14th, 2015
Functions in timeSeries (3022.101.2)
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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