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tis (version 1.0)

Time Indexes and Time Indexed Series

Description

Functions and S3 classes for time indexes and time indexed series, which are compatible with FAME frequencies.

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Version

Install

install.packages('tis')

Monthly Downloads

23,716

Version

1.0

License

Unlimited

Maintainer

Jeff Hallman

Last Published

September 28th, 2021

Functions in tis (1.0)

RowMeans

Form Row Sums and Means

screenPage

Page Setup for Plots

updateColumns

Update lists and time series

today

Time Index for the Current Date

aggregate.tis

Compute Summary Statistics of Time Series Subsets

interpNA

Interpolate missing values in a Time Indexed Series

cbind.tis

Combine Series Into a Multivariate (Matrix) Time Indexed Series

plotWindow

Set up Coordinates for Graphics Window

mergeSeries

Merge Time Indexed Series

naWindow

Exclude NA Observations

format.ti

Convert Time Index or Jul to Character

Time Index Objects

scatterPlot

Produce high-quality scatter plots

as.matrix.tis

Create a Matrix from a Time Indexed Series

as.Date.jul

Convert ti or jul objects to Dates

lines.tis

Plotting Time Indexed Series

tis

Time Indexed Series

currentPeriod

Current Period Time Indexes

stripBlanks

Strip Blanks

tisLegend

Add a legend to a tisPlot or scatterPlot

columns

Rows and Columns of a Matrix

print.tis

Printing Time Indexed Series

basis

FAME time series attributes

dayOfPeriod

Day positions in Time Index Periods

lags

Lag a Time Series

description

Description and Documentation Attributes

assignList

Assign Values In a List to Names

t.tis

Matrix Transpose

window.tis

Time windows for Time Indexed Series

inferTi

Create a Time Index to Match a Vector of DateTimes

Intraday

R support for FAME-style Intraday frequencies

currentMonday

Day of Week Time Indexes

stripClass

Remove part of a class attribute

POSIXct

Date-time Constructor Functions

isIntradayTif

Check for Intraday Time Index Frequency

tisPlot

Plot time series in FRB Style

as.data.frame.tis

Coerce to a Data Frame

ymd

Extract parts of various Date-Time Objects

as.list.keepClass

Convert a vector into a list of objects with the same class

evalOrEcho

Evaluate an Argument If Possible

as.ts.tis

Convert a Time Indexed Series to a Time Series

jul

Julian Date Objects

tiDaily

Daily and Business Day Time Indexes

blanks

Blanks

latestPeriod

Most Recent Period Time Indexes

convert

Time scale conversions for time series

tisFromCsv

Read time series from Comma Separated Values (.csv) file

nberShade

Plotting NBER Recesssions

setDefaultFrequencies

Return known Time Index Frequencies, Change Default Frequencies

start.tis

Starting and ending time indexes

tif

Time Index Frequencies and Periods

cumsum.tis

Cumulative Sums, Products, and Extremes

constantGrowthSeries

Constant Growth Series

solve.tridiag

Solve a Tridiagonal System of Equations

tif2freq

Periods Per Year for Time Index Frequencies

hms

Hours, Minutes and Seconds from a Time Index or Jul

dateRange

Start and End Time Indices for a Series

ssDate

ssDate Objects

as.list.ti

Construct a List from a Time Index or Jul Object

growth.rate

Growth Rates of Time Series

linearSplineIntegration

Linear Spline Integration

Linear Filtering on a Time Series

between

Check for Inclusion in a Closed Interval