xts v0.12.1


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eXtensible Time Series

Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.

Functions in xts

Name Description
addPolygon Add a polygon to an existing xts plot
align.time Align seconds, minutes, and hours to beginning of next period.
addLegend Add Legend
addEventLines Add vertical lines to an existing xts plot
addSeries Add a time series to an existing xts plot
addPanel Add a panel to an existing xts plot
apply.monthly Apply Function over Calendar Periods
as.xts Convert Object To And From Class xts
CLASS Extract and Set .CLASS Attribute
as.environment.xts Coerce an ‘xts’ Object to an Environment by Column
dimnames.xts Dimnames of an xts Object
firstof Create a POSIXct Object
first Return First or Last n Elements of A Data Object
period.prod Calculate Product By Period
period.min Calculate Min By Period
endpoints Locate Endpoints by Time
coredata.xts Extract/Replace Core Data of an xts Object
ndays Number of Periods in Data
isOrdered Check If A Vector Is Ordered
.parseISO8601 Internal ISO 8601:2004(e) Time Parser
diff.xts Lags and Differences of xts Objects
sample_matrix Sample Data Matrix For xts Example and Unit Testing
na.locf.xts Last Observation Carried Forward
split.xts Divide into Groups by Time
merge.xts Merge xts Objects
xtsAttributes Extract and Replace xts Attributes
timeBased Check if Class is Time-Based
timeBasedSeq Create a Sequence or Range of Times
make.index.unique Force Time Values To Be Unique
period.sum Calculate Sum By Period
xtsAPI xts C API Documentation
as.xts.methods Convert Object To And From Class xts
axTicksByTime Compute x-Axis Tickmark Locations by Time
period.apply Apply Function Over Specified Interval
periodicity Approximate Series Periodicity
to.period Convert time series data to an OHLC series
plot.xts Plotting xts Objects
rbind.xts Concatenate Two or More xts Objects by Row
window.xts Extract time windows from an xts series
xtsInternals Internal Documentation
indexTZ Query the TimeZone of an xts object
xts Create Or Test For An xts Time-Series Object
[.xts Extract Subsets of xts Objects
xts-package xts: extensible time-series
tclass Extracting/Replacing the Class of an xts Index
period.max Calculate Max By Period
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Vignettes of xts

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Type Package
LinkingTo zoo
LazyLoad yes
License GPL (>= 2)
URL https://github.com/joshuaulrich/xts
BugReports https://github.com/joshuaulrich/xts/issues
NeedsCompilation yes
Packaged 2020-09-09 15:35:31 UTC; josh
Repository CRAN
Date/Publication 2020-09-09 16:40:03 UTC

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