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tis (version 1.9)

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

11,284

Version

1.9

License

Unlimited

Maintainer

Jeff Hallman

Last Published

December 9th, 2009

Functions in tis (1.9)

basis

Optional tis attributes

Date-time Constructor Functions

aggregate.tis

Compute Summary Statistics of Time Series Subsets

as.matrix.tis

Create a Matrix from a Time Indexed Series

tis-package

Time Indices and Time Indexed Series

nberShade.ggplot

Plotting NBER Recesssions in the ggplot graphics system

hms

Hours, Minutes and Seconds from a Time Index or Jul

interpNA

Interpolate missing values in a Time Indexed Series

as.data.frame.tis

Coerce to a Data Frame

updateColumns

Update lists and time series

plotWindow

Set up Coordinates for Graphics Window

latestPeriod

Most Recent Period Time Indexes

format.ti

Convert Time Index or Jul to Character

currentPeriod

Current Period Time Indexes

stripBlanks

Strip Blanks

as.Date.jul

Convert ti or jul objects to Dates

cumsum.tis

Cumulative Sums, Products, and Extremes

fortify.tis

Fortify a tis object

cbind.tis

Combine Series Into a Multivariate (Matrix) Time Indexed Series

inferTi

Create a Time Index to Match a Vector of DateTimes

csv

Writes a CSV (comma separated values) file.

as.list.ti

Construct a List from a Time Index or Jul Object

naWindow

Exclude NA Observations

convert

Time scale conversions for time series

print.tis

Printing Time Indexed Series

lines.tis

Plotting Time Indexed Series

scatterPlot

Produce high-quality scatter plots

ymd

Extract parts of various Date-Time Objects

mergeSeries

Merge Time Indexed Series

Check for Intraday Time Index Frequency

tif

Time Index Frequencies and Periods

columns

Rows and Columns of a Matrix

between

Check for Inclusion in a Closed Interval

Solve a Tridiagonal System of Equations

growth.rate

Growth Rates of Time Series

tisFromCsv

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

tisFilter

Linear Filtering on a Time Series

stripClass

Remove part of a class attribute

start.tis

Starting and ending time indexes

dayOfPeriod

Day positions in Time Index Periods

window.tis

Time windows for Time Indexed Series

evalOrEcho

Evaluate an Argument If Possible

linearSplineIntegration

Linear Spline Integration

as.ts.tis

Convert a Time Indexed Series to a Time Series

tisPlot

Plot time indexed series (tis objects)

dateRange

Start and End Time Indices for a Series

tif2freq

Periods Per Year for Time Index Frequencies

Assign Values In a List to Names

tis

Time Indexed Series

Intraday

R support for Intraday frequencies

setDefaultFrequencies

Return Known Time Index Frequencies, Change Default Frequencies

description

Description and Documentation Attributes

tisLegend

Add a legend to a tisPlot or scatterPlot

jul

Julian Date Objects

RowMeans

Form Row Sums and Means

as.list.keepClass

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

nberShade

Plotting NBER Recesssions

today

Time Index for the Current Date

tiDaily

Daily and Business Day Time Indexes

currentMonday

Day of Week Time Indexes

constantGrowthSeries

Constant Growth Series