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

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