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  "Title": "Financial Time Series Objects (Rmetrics)",
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  "Authors@R": "c(person(\"Diethelm\", \"Wuertz\", role=\"aut\", comment = \"original code\")\n, person(\"Tobias\", \"Setz\", role = c(\"aut\"), email = \"tobias.setz@live.com\")\n, person(\"Yohan\", \"Chalabi\", role = \"aut\")\n, person(\"Martin\",\"Maechler\", role=\"ctb\", email=\"maechler@stat.math.ethz.ch\",\ncomment = c(ORCID = \"0000-0002-8685-9910\"))\n, person(given = c(\"Georgi\", \"N.\"), family = \"Boshnakov\",\nrole = c(\"cre\", \"aut\"), email = \"georgi.boshnakov@manchester.ac.uk\",\ncomment = c(ORCID = \"0000-0003-2839-346X\")) )",
  "Description": "'S4' classes and various tools for financial time series:\nBasic functions such as scaling and sorting, subsetting,\nmathematical operations and statistical functions.",
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    "aggregate",
    "align",
    "alignDailySeries",
    "apply",
    "applySeries",
    "as.data.frame",
    "as.list",
    "as.matrix",
    "as.timeSeries",
    "as.ts",
    "attach",
    "cbind2",
    "coerce",
    "colCummaxs",
    "colCummins",
    "colCumprods",
    "colCumreturns",
    "colCumsums",
    "colKurtosis",
    "colMaxs",
    "colMeans",
    "colMins",
    "colnames",
    "colnames<-",
    "colProds",
    "colQuantiles",
    "colSds",
    "colSkewness",
    "colStats",
    "colSums",
    "colVars",
    "comment",
    "comment<-",
    "coredata.timeSeries",
    "coredata<-.timeSeries",
    "countMonthlyRecords",
    "cumulated",
    "daily2monthly",
    "daily2weekly",
    "description",
    "drawdowns",
    "drawdownsStats",
    "dummyDailySeries",
    "dummyMonthlySeries",
    "durations",
    "end",
    "endOfPeriodBenchmarks",
    "endOfPeriodSeries",
    "endOfPeriodStats",
    "fapply",
    "filter",
    "finCenter",
    "finCenter<-",
    "getAttributes",
    "getFinCenter",
    "getReturns",
    "getTime",
    "getUnits",
    "getUnits.default",
    "hclustColnames",
    "head",
    "index2wealth",
    "initialize",
    "is.signalSeries",
    "is.timeSeries",
    "is.unsorted",
    "isDaily",
    "isMonthly",
    "isMultivariate",
    "isQuarterly",
    "isRegular",
    "isUnivariate",
    "lag",
    "lines",
    "median",
    "merge",
    "midquotes",
    "na.contiguous",
    "na.omit",
    "Ops",
    "orderColnames",
    "orderStatistics",
    "outlier",
    "pcaColnames",
    "plot",
    "points",
    "quantile",
    "rank",
    "rbind2",
    "readSeries",
    "removeNA",
    "returns",
    "returns0",
    "rollDailySeries",
    "rollMax",
    "rollMean",
    "rollMedian",
    "rollMin",
    "rollMonthlySeries",
    "rollMonthlyWindows",
    "rollStats",
    "rowCumsums",
    "rownames",
    "rownames<-",
    "runlengths",
    "sampleColnames",
    "series",
    "series<-",
    "setAttributes<-",
    "setDataPart",
    "setFinCenter<-",
    "setTime<-",
    "setUnits<-",
    "show",
    "smoothLowess",
    "smoothSpline",
    "smoothSupsmu",
    "sortColnames",
    "splits",
    "spreads",
    "start",
    "statsColnames",
    "str",
    "t",
    "tail",
    "time",
    "time<-",
    "timeSeries",
    "turns",
    "turnsStats",
    "window"
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  "_datasets": [
    {
      "name": "LPP2005REC",
      "title": "Time series data sets",
      "object": "LPP2005REC",
      "class": [
        "timeSeries"
      ],
      "fields": [
        "SBI",
        "SPI",
        "SII",
        "LMI",
        "MPI",
        "ALT",
        "LPP25",
        "LPP40",
        "LPP60"
      ],
      "rows": 377,
      "table": true,
      "tojson": false
    },
    {
      "name": "MSFT",
      "title": "Time series data sets",
      "object": "MSFT",
      "class": [
        "timeSeries"
      ],
      "fields": [
        "Open",
        "High",
        "Low",
        "Close",
        "Volume"
      ],
      "rows": 249,
      "table": true,
      "tojson": false
    },
    {
      "name": "USDCHF",
      "title": "Time series data sets",
      "object": "USDCHF",
      "class": [
        "timeSeries"
      ],
      "fields": [
        "USDCHF"
      ],
      "rows": 62496,
      "table": true,
      "tojson": false
    }
  ],
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      "title": "Utilities and tools package",
      "topics": [
        "timeSeries-package"
      ]
    },
    {
      "page": "stats-aggregate",
      "title": "Aggregate time series",
      "topics": [
        "aggregate",
        "aggregate,timeSeries-method",
        "aggregate-methods",
        "aggregate.timeSeries"
      ]
    },
    {
      "page": "fin-align",
      "title": "Align a 'timeSeries' object to equidistant time stamps",
      "topics": [
        "align",
        "align,timeSeries-method",
        "align-methods",
        "alignDailySeries",
        "daily2monthly",
        "daily2weekly"
      ]
    },
    {
      "page": "base-apply",
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      "topics": [
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        "apply,timeSeries-method",
        "applySeries",
        "fapply",
        "rollDailySeries"
      ]
    },
    {
      "page": "methods-as",
      "title": "Convert objects to/from class 'timeSeries'",
      "topics": [
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        "as.data.frame,timeSeries-method",
        "as.data.frame.timeSeries",
        "as.list,timeSeries-method",
        "as.list.timeSeries",
        "as.matrix,timeSeries-method",
        "as.matrix.timeSeries",
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        "as.timeSeries.data.frame",
        "as.timeSeries.default",
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        "coerce,character,timeSeries-method",
        "coerce,data.frame,timeSeries-method",
        "coerce,timeSeries,data.frame-method",
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        "coerce,timeSeries,matrix-method",
        "coerce,timeSeries,ts-method",
        "coerce,timeSeries,tse-method",
        "coerce,ts,timeSeries-method"
      ]
    },
    {
      "page": "base-attach",
      "title": "Attach a 'timeSeries' to the search path",
      "topics": [
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        "attach,timeSeries-method"
      ]
    },
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      "title": "Get and set optional attributes of a 'timeSeries'",
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        "attributes",
        "documentation",
        "getAttributes",
        "setAttributes<-"
      ]
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    {
      "page": "base-cbind",
      "title": "Bind 'timeSeries' objects by column or row",
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        "cbind.timeSeries",
        "cbind2",
        "cbind2,ANY,timeSeries-method",
        "cbind2,timeSeries,ANY-method",
        "cbind2,timeSeries,missing-method",
        "cbind2,timeSeries,timeSeries-method",
        "rbind",
        "rbind.timeSeries",
        "rbind2",
        "rbind2,ANY,timeSeries-method",
        "rbind2,timeSeries,ANY-method",
        "rbind2,timeSeries,missing-method",
        "rbind2,timeSeries,timeSeries-method"
      ]
    },
    {
      "page": "statistics-colCumsums",
      "title": "Cumulated column statistics",
      "topics": [
        "colCum",
        "colCummaxs",
        "colCummaxs,matrix-method",
        "colCummaxs,timeSeries-method",
        "colCummins",
        "colCummins,matrix-method",
        "colCummins,timeSeries-method",
        "colCumprods",
        "colCumprods,matrix-method",
        "colCumprods,timeSeries-method",
        "colCumreturns",
        "colCumreturns,matrix-method",
        "colCumreturns,timeSeries-method",
        "colCumsums",
        "colCumsums,matrix-method",
        "colCumsums,timeSeries-method"
      ]
    },
    {
      "page": "statistics-colSums",
      "title": "Column statistics",
      "topics": [
        "colKurtosis",
        "colMaxs",
        "colMeans,timeSeries-method",
        "colMins",
        "colProds",
        "colQuantiles",
        "colSds",
        "colSkewness",
        "colStats",
        "colStdevs",
        "colSums,timeSeries-method",
        "colVars"
      ]
    },
    {
      "page": "methods-comment",
      "title": "Get and set comments for 'timeSeries' objects",
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        "comment,timeSeries-method",
        "comment<-",
        "comment<-,timeSeries-method"
      ]
    },
    {
      "page": "fin-cumulated",
      "title": "Cumulated time series from returns",
      "topics": [
        "cumulated",
        "cumulated.default"
      ]
    },
    {
      "page": "timeSeries-getDataPart",
      "title": "DataPart,timeSeries-method",
      "topics": [
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        "setDataPart,timeSeries-method"
      ]
    },
    {
      "page": "utils-description",
      "title": "Creates date and user information",
      "topics": [
        "description"
      ]
    },
    {
      "page": "base-diff",
      "title": "Difference a 'timeSeries' object",
      "topics": [
        "diff",
        "diff.timeSeries"
      ]
    },
    {
      "page": "base-dim",
      "title": "Dimension and their names for 'timeSeries' objects",
      "topics": [
        "colnames,timeSeries-method",
        "colnames<-,timeSeries-method",
        "dim,timeSeries-method",
        "dim<-,timeSeries-method",
        "dimnames,timeSeries-method",
        "dimnames<-,timeSeries,list-method",
        "names,timeSeries-method",
        "names<-,timeSeries-method",
        "rownames,timeSeries-method",
        "rownames<-,timeSeries,ANY-method",
        "rownames<-,timeSeries,timeDate-method"
      ]
    },
    {
      "page": "fin-drawdowns",
      "title": "Calculations of drawdowns",
      "topics": [
        "drawdowns",
        "drawdownsStats"
      ]
    },
    {
      "page": "fin-dummy",
      "title": "Create dummy time series",
      "topics": [
        "dummyDailySeries",
        "dummyMonthlySeries",
        "dummySeries",
        "dummyTimeSeries"
      ]
    },
    {
      "page": "fin-durations",
      "title": "Durations from a 'timeSeries'",
      "topics": [
        "durations",
        "durationSeries"
      ]
    },
    {
      "page": "stats-filter",
      "title": "Linear filtering on a time series",
      "topics": [
        "filter",
        "filter,timeSeries-method"
      ]
    },
    {
      "page": "timeSeries-slotFinCenter",
      "title": "Get and set Financial center of a 'timeSeries'",
      "topics": [
        "finCenter",
        "finCenter,timeSeries-method",
        "finCenter<-",
        "finCenter<-,timeSeries-method",
        "getFinCenter",
        "setFinCenter<-"
      ]
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      "page": "methods-is",
      "title": "Check if an object is from class 'timeSeries'",
      "topics": [
        "is.signalSeries",
        "is.timeSeries"
      ]
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    {
      "page": "timeSeries-isRegular",
      "title": "Checks if a time series is regular",
      "topics": [
        "frequency",
        "frequency,timeSeries-method",
        "frequency.timeSeries",
        "isDaily",
        "isDaily,timeSeries-method",
        "isDaily.timeSeries",
        "isMonthly",
        "isMonthly,timeSeries-method",
        "isMonthly.timeSeries",
        "isQuarterly",
        "isQuarterly,timeSeries-method",
        "isQuarterly.timeSeries",
        "isRegular",
        "isRegular,timeSeries-method",
        "isRegular.timeSeries"
      ]
    },
    {
      "page": "timeSeries-isUnivariate",
      "title": "Checks if a time series is univariate",
      "topics": [
        "isMultivariate",
        "isUnivariate"
      ]
    },
    {
      "page": "stats-lag",
      "title": "Lag a 'timeSeries' object",
      "topics": [
        "lag",
        "lag.timeSeries"
      ]
    },
    {
      "page": "methods-mathOps",
      "title": "Mathematical operations on 'timeSeries'",
      "topics": [
        "cummax,timeSeries-method",
        "cummin,timeSeries-method",
        "cumprod,timeSeries-method",
        "cumsum,timeSeries-method",
        "log,timeSeries-method",
        "math",
        "Math,timeSeries-method",
        "Math2,timeSeries-method",
        "median",
        "median.timeSeries",
        "Ops,array,timeSeries-method",
        "Ops,timeSeries,array-method",
        "Ops,timeSeries,timeSeries-method",
        "Ops,timeSeries,ts-method",
        "Ops,timeSeries,vector-method",
        "Ops,ts,timeSeries-method",
        "Ops,vector,timeSeries-method",
        "quantile",
        "quantile.timeSeries",
        "Summary,timeSeries-method",
        "trunc,timeSeries-method"
      ]
    },
    {
      "page": "base-merge",
      "title": "Merge 'timeSeries' objects",
      "topics": [
        "merge",
        "merge,ANY,ANY-method",
        "merge,ANY,timeSeries-method",
        "merge,matrix,timeSeries-method",
        "merge,numeric,timeSeries-method",
        "merge,timeSeries,ANY-method",
        "merge,timeSeries,matrix-method",
        "merge,timeSeries,missing-method",
        "merge,timeSeries,numeric-method",
        "merge,timeSeries,timeSeries-method",
        "merge-methods"
      ]
    },
    {
      "page": "fin-monthly",
      "title": "Special monthly series",
      "topics": [
        "countMonthlyRecords",
        "monthly",
        "rollMonthlySeries",
        "rollMonthlyWindows"
      ]
    },
    {
      "page": "stats-na.omit",
      "title": "Handle missing values in 'timeSeries' objects",
      "topics": [
        "na",
        "na.omit",
        "na.omit.timeSeries"
      ]
    },
    {
      "page": "stats-na.contiguous",
      "title": "Find longest contiguous stretch of non-NAs or check for NAs",
      "topics": [
        "is.na",
        "is.na,timeSeries-method",
        "na.contiguous",
        "na.contiguous.timeSeries"
      ]
    },
    {
      "page": "statistics-orderColnames",
      "title": "Reorder column names of a time series",
      "topics": [
        "hclustColnames",
        "orderColnames",
        "pcaColnames",
        "sampleColnames",
        "sortColnames",
        "statsColnames"
      ]
    },
    {
      "page": "statistics-orderStatistics",
      "title": "Order statistics",
      "topics": [
        "orderStatistics"
      ]
    },
    {
      "page": "fin-periodical",
      "title": "End-of-Period series, stats, and benchmarks",
      "topics": [
        "endOfPeriod",
        "endOfPeriodBenchmarks",
        "endOfPeriodSeries",
        "endOfPeriodStats"
      ]
    },
    {
      "page": "methods-plot",
      "title": "Plot 'timeSeries' objects",
      "topics": [
        "lines",
        "lines,timeSeries-method",
        "plot",
        "plot,timeSeries-method",
        "points",
        "points,timeSeries-method",
        "pretty.timeSeries"
      ]
    },
    {
      "page": "methods-show",
      "title": "Print 'timeSeries' objects",
      "topics": [
        "print.timeSeries",
        "show,timeSeries-method"
      ]
    },
    {
      "page": "base-rank",
      "title": "Sample ranks of a time series",
      "topics": [
        "rank",
        "rank,timeSeries-method"
      ]
    },
    {
      "page": "timeSeries-readSeries",
      "title": "Read a 'timeSeries' from a text file",
      "topics": [
        "readSeries"
      ]
    },
    {
      "page": "fin-returns",
      "title": "Financial returns",
      "topics": [
        "getReturns",
        "returns",
        "returns,ANY-method",
        "returns,timeSeries-method",
        "returns0",
        "returnSeries"
      ]
    },
    {
      "page": "base-rev",
      "title": "Reverse a 'timeSeries'",
      "topics": [
        "rev.timeSeries"
      ]
    },
    {
      "page": "statistics-rollMean",
      "title": "Rolling statistics",
      "topics": [
        "rollMax",
        "rollMean",
        "rollMedian",
        "rollMin",
        "rollStats"
      ]
    },
    {
      "page": "statistics-rowCumsums",
      "title": "Cumulative row statistics",
      "topics": [
        "rowCum",
        "rowCumsums",
        "rowCumsums,ANY-method",
        "rowCumsums,timeSeries-method"
      ]
    },
    {
      "page": "fin-runlengths",
      "title": "Runlengths of a time series",
      "topics": [
        "runlengths"
      ]
    },
    {
      "page": "base-sample",
      "title": "Resample 'timeSeries' objects",
      "topics": [
        "sample",
        "sample,timeSeries-method"
      ]
    },
    {
      "page": "base-scale",
      "title": "Center and scale 'timeSeries' objects",
      "topics": [
        "scale",
        "scale,timeSeries-method"
      ]
    },
    {
      "page": "timeSeries-slotSeries",
      "title": "Get and set the data component of a 'timeSeries'",
      "topics": [
        "coredata",
        "coredata.timeSeries",
        "coredata<-",
        "coredata<-.timeSeries",
        "series",
        "series,timeSeries-method",
        "series<-",
        "series<-,timeSeries,ANY-method",
        "series<-,timeSeries,data.frame-method",
        "series<-,timeSeries,matrix-method",
        "series<-,timeSeries,vector-method"
      ]
    },
    {
      "page": "statistics-smoothLowess",
      "title": "Smooths time series objects",
      "topics": [
        "smoothLowess",
        "smoothSpline",
        "smoothSupsmu"
      ]
    },
    {
      "page": "base-sort",
      "title": "Sort a 'timeSeries' by time stamps",
      "topics": [
        "is.unsorted",
        "is.unsorted,timeSeries-method",
        "is.unsorted.timeSeries",
        "sort",
        "sort.timeSeries"
      ]
    },
    {
      "page": "fin-splits",
      "title": "splits",
      "topics": [
        "splits"
      ]
    },
    {
      "page": "fin-spreads",
      "title": "Spreads and mid quotes",
      "topics": [
        "midquotes",
        "midquoteSeries",
        "spreads",
        "spreadSeries"
      ]
    },
    {
      "page": "base-start",
      "title": "Start and end of a 'timeSeries'",
      "topics": [
        "end",
        "end.timeSeries",
        "start",
        "start.timeSeries"
      ]
    },
    {
      "page": "utils-structure",
      "title": "Display the structure of 'timeSeries' objects",
      "topics": [
        "str",
        "str-methods",
        "str.timeSeries"
      ]
    },
    {
      "page": "base-t",
      "title": "Transpose 'timeSeries' objects",
      "topics": [
        "t,timeSeries-method"
      ]
    },
    {
      "page": "timeSeries-slotTime",
      "title": "Get and set time stamps of a 'timeSeries'",
      "topics": [
        "getTime",
        "setTime<-",
        "time",
        "time,timeSeries-method",
        "time.timeSeries",
        "time<-",
        "time<-.default",
        "time<-.timeSeries"
      ]
    },
    {
      "page": "timeSeries-class",
      "title": "Class 'timeSeries' in package timeSeries",
      "topics": [
        "initialize,timeSeries-method",
        "timeSeries-class"
      ]
    },
    {
      "page": "methods-stats",
      "title": "Base R functions applied to 'timeSeries' objects",
      "topics": [
        "cor-methods",
        "cov-methods",
        "sd-methods",
        "var-methods"
      ]
    },
    {
      "page": "timeSeries",
      "title": "Create objects from class 'timeSeries'",
      "topics": [
        "index_timeSeries",
        "index_timeSeries-class",
        "summary.timeseries",
        "timeSeries",
        "timeSeries,ANY,ANY-method",
        "timeSeries,ANY,missing-method",
        "timeSeries,ANY,timeDate-method",
        "timeSeries,matrix,ANY-method",
        "timeSeries,matrix,missing-method",
        "timeSeries,matrix,numeric-method",
        "timeSeries,matrix,timeDate-method",
        "timeSeries,missing,ANY-method",
        "timeSeries,missing,missing-method",
        "timeSeries,missing,timeDate-method",
        "TimeSeriesClass",
        "time_timeSeries",
        "time_timeSeries-class"
      ]
    },
    {
      "page": "data-examples",
      "title": "Time series data sets",
      "topics": [
        "LPP2005REC",
        "MSFT",
        "TimeSeriesData",
        "USDCHF"
      ]
    },
    {
      "page": "base-subsetting",
      "title": "Subsetting time series",
      "topics": [
        "$,timeSeries-method",
        "$<-,timeSeries,ANY-method",
        "$<-,timeSeries,factor-method",
        "$<-,timeSeries,numeric-method",
        "head",
        "head.timeSeries",
        "outlier",
        "outlier,ANY-method",
        "outlier,timeSeries-method",
        "tail",
        "tail.timeSeries",
        "TimeSeriesSubsettings",
        "[,timeSeries,ANY,index_timeSeries-method",
        "[,timeSeries,character,character-method",
        "[,timeSeries,character,index_timeSeries-method",
        "[,timeSeries,character,missing-method",
        "[,timeSeries,index_timeSeries,character-method",
        "[,timeSeries,index_timeSeries,index_timeSeries-method",
        "[,timeSeries,index_timeSeries,missing-method",
        "[,timeSeries,matrix,missing-method",
        "[,timeSeries,missing,character-method",
        "[,timeSeries,missing,index_timeSeries-method",
        "[,timeSeries,missing,missing-method",
        "[,timeSeries,timeDate,character-method",
        "[,timeSeries,timeDate,index_timeSeries-method",
        "[,timeSeries,timeDate,missing-method",
        "[,timeSeries,timeSeries,index_timeSeries-method",
        "[,timeSeries,timeSeries,missing-method",
        "[,timeSeries,time_timeSeries,ANY-method",
        "[,timeSeries,time_timeSeries,character-method",
        "[,timeSeries,time_timeSeries,index_timeSeries-method",
        "[,timeSeries,time_timeSeries,missing-method",
        "[<-,timeSeries,character,ANY-method",
        "[<-,timeSeries,character,missing-method",
        "[<-,timeSeries,timeDate,ANY-method",
        "[<-,timeSeries,timeDate,missing-method"
      ]
    },
    {
      "page": "fin-turnpoints",
      "title": "Turning points of a time series",
      "topics": [
        "turns",
        "turnsStats"
      ]
    },
    {
      "page": "timeSeries-slotUnits",
      "title": "Get and set unit names of a 'timeSeries'",
      "topics": [
        "getUnits",
        "getUnits.default",
        "setUnits<-"
      ]
    },
    {
      "page": "fin-wealth",
      "title": "Conversion of an index to wealth",
      "topics": [
        "index2wealth"
      ]
    },
    {
      "page": "stats-window",
      "title": "Methods for 'window' in package 'timeSeries'",
      "topics": [
        "window",
        "window,timeSeries-method",
        "window.timeSeries"
      ]
    }
  ],
  "_readme": "https://github.com/cran/timeSeries/raw/HEAD/README.md",
  "_rundeps": [
    "timeDate"
  ],
  "_vignettes": [
    {
      "source": "timeSeriesPlot.Rnw",
      "filename": "timeSeriesPlot.pdf",
      "title": "Plotting 'timeSeries' Objects",
      "engine": "utils::Sweave",
      "headings": [],
      "created": "2014-10-28 14:35:17",
      "modified": "2023-12-20 02:29:48",
      "commits": 4
    }
  ],
  "_score": 9.615337178812965,
  "_indexed": true,
  "_nocasepkg": "timeseries",
  "_universes": [
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}