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timeSeries (version 4021.104)

Financial Time Series Objects (Rmetrics)

Description

'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.

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Version

Install

install.packages('timeSeries')

Monthly Downloads

41,508

Version

4021.104

License

GPL (>= 2)

Homepage

https://r-forge.r-project.org/scm/viewvc.php/pkg/timeSeries/?root=rmetrics

Maintainer

Georgi Boshnakov

Last Published

July 17th, 2022

Functions in timeSeries (4021.104)

Bind two timeSeries objects

Sample Ranks of a Time Series

Attach a timSeries to the search path

timeSeries-package

Utilities and Tools Package

Merges two 'timeSeries' objects

Apply Functions Over Time Series Periods

Reversion of a 'timeSeries'

Time Series Columns and Rows

Cumulated Time Series from Returns

timeSeries Class, Functions and Methods

Sorting a 'timeSeries' by Time Stamps

timeSeries Class, Coercion and Transformation

Calculations of Drawdowns

Conversion of an index to wealth

SpecialDailySeries

Special Daily Time Series

Turning Points of a Time Series

Spreads and Mid Quotes

Financial Returns

End-of-Period Series, Stats, and Benchmarks

Plot a Time Series

Print a Time Series

Runlengths of a Time Series

Start and End of a 'timeSeries'

timeSeries Class, Coercion and Transformation

aggregate-methods

timeSeries Class, Functions and Methods

Time Series Data Sets

timeSeries Transpose

Cumulated Column Statistics

Linear Filtering on a Time Series

Smoothes Time Series Objects

Durations from a Time Series

Special Monthly Series

Mathematical Time Series Operations

Checks if a Time Series is Univariate

Reads a 'timeSeries' from a File

Cumulated Column Statistics

timeSeries-deprecated

Deprecated functions in timeSeries package

timeSeries-method-stats

Time Series Correlations

DataPart,timeSeries-method

DataPart,timeSeries-method

Checks if a time series is regular

Creates Date and User Information

Methods for 'timeSeries' object

timeSeries Object Structure

TimeSeriesSubsettings

Subsettig Time Series

comment for timeSeries objects

Column Statistics

Reorder Column Names of a Time Series

orderStatistics

order Statistics

Get and Set Data of a 'timeSeries'

Get and Set Time stamps of a 'timeSeries'

Rolling Statistics

Lag a Time Series

Model Frames for Time Series Objects

Get and Set Unit Names of a 'timeSeries'

Find Longest Contiguous Stretch of non-NAs

Get and Set Financial Center of a 'timeSeries'

Handling Missing Time Series Values

Get and Set Optional Attributes of a 'timeSeries'

TimeSeriesClass

timeSeries Class