xts v0.9-7


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by Jeffrey Ryan

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

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Last month downloads


Type Package
Date 2013-06-26
LazyLoad yes
License GPL (>= 2)
URL http://r-forge.r-project.org/projects/xts/
Packaged 2014-01-02 18:00:13 UTC; ripley
NeedsCompilation yes
Repository CRAN
Date/Publication 2014-01-02 19:18:28

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