Package: timeSeries 4041.110
Georgi N. Boshnakov
timeSeries: Financial Time Series Objects (Rmetrics)
'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.
Authors:
timeSeries_4041.110.tar.gz
timeSeries_4041.110.tar.gz(r-4.5-noble)timeSeries_4041.110.tar.gz(r-4.4-noble)
timeSeries_4041.110.tgz(r-4.4-emscripten)timeSeries_4041.110.tgz(r-4.3-emscripten)
timeSeries.pdf |timeSeries.html✨
timeSeries/json (API)
NEWS
| # Install 'timeSeries' in R: |
| install.packages('timeSeries', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/geobosh/timeseriesdoc/issues
Datasets:
- LPP2005REC - Time series data sets
- MSFT - Time series data sets
- USDCHF - Time series data sets
Last updated 1 days agofrom:70a74d202f. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 17 2024 |
| R-4.5-linux | OK | Sep 17 2024 |
Exports:.colorwheelPaletteaggregatealignalignDailySeriesapplyapplySeriesas.data.frameas.listas.matrixas.timeSeriesas.tsattachcbind2coercecolCummaxscolCumminscolCumprodscolCumreturnscolCumsumscolKurtosiscolMaxscolMeanscolMinscolnamescolnames<-colProdscolQuantilescolSdscolSkewnesscolStatscolSumscolVarscommentcomment<-coredata.timeSeriescoredata<-.timeSeriescountMonthlyRecordscumulateddaily2monthlydaily2weeklydescriptiondrawdownsdrawdownsStatsdummyDailySeriesdummyMonthlySeriesdurationsendendOfPeriodBenchmarksendOfPeriodSeriesendOfPeriodStatsfapplyfilterfinCenterfinCenter<-getAttributesgetFinCentergetReturnsgetTimegetUnitsgetUnits.defaulthclustColnamesheadindex2wealthinitializeinterpNAis.signalSeriesis.timeSeriesis.unsortedisDailyisMonthlyisMultivariateisQuarterlyisRegularisUnivariatelaglinesmedianmergemidquotesna.contiguousna.omitOpsorderColnamesorderStatisticsoutlierpcaColnamesplotpointsquantilerankrbind2readSeriesremoveNAreturnsreturns0rollDailySeriesrollMaxrollMeanrollMedianrollMinrollMonthlySeriesrollMonthlyWindowsrollStatsrowCumsumsrownamesrownames<-runlengthssampleColnamesseriesseries<-setAttributes<-setDataPartsetFinCenter<-setTime<-setUnits<-showsmoothLowesssmoothSplinesmoothSupsmusortColnamessplitsspreadsstartstatsColnamesstrsubstituteNAttailtimetime<-timeSeriesturnsturnsStatswindow
Dependencies:timeDate
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Utilities and tools package | timeSeries-package |
| Aggregate time series | aggregate aggregate,timeSeries-method aggregate-methods aggregate.timeSeries |
| Align a 'timeSeries' object to equidistant time stamps | align align,timeSeries-method align-methods alignDailySeries daily2monthly daily2weekly |
| Apply functions over time windows | apply apply,timeSeries-method applySeries fapply rollDailySeries |
| Convert objects to/from class 'timeSeries' | as as.data.frame,timeSeries-method as.data.frame.timeSeries as.list,timeSeries-method as.list.timeSeries as.matrix,timeSeries-method as.matrix.timeSeries as.timeSeries as.timeSeries.character as.timeSeries.data.frame as.timeSeries.default as.timeSeries.ts as.timeSeries.zoo as.ts as.ts.timeSeries coerce,ANY,timeSeries-method coerce,character,timeSeries-method coerce,data.frame,timeSeries-method coerce,timeSeries,data.frame-method coerce,timeSeries,list-method coerce,timeSeries,matrix-method coerce,timeSeries,ts-method coerce,timeSeries,tse-method coerce,ts,timeSeries-method |
| Attach a 'timeSeries' to the search path | attach attach,timeSeries-method |
| Get and set optional attributes of a 'timeSeries' | attributes documentation getAttributes setAttributes<- |
| Bind 'timeSeries' objects by column or row | cbind 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 |
| Cumulated column statistics | 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 |
| Column statistics | colKurtosis colMaxs colMeans,timeSeries-method colMins colProds colQuantiles colSds colSkewness colStats colStdevs colSums,timeSeries-method colVars |
| Get and set comments for 'timeSeries' objects | comment comment,timeSeries-method comment<- comment<-,timeSeries-method |
| Cumulated time series from returns | cumulated cumulated.default |
| DataPart,timeSeries-method | getDataPart,timeSeries-method setDataPart,timeSeries-method |
| Creates date and user information | description |
| Difference a 'timeSeries' object | diff diff.timeSeries |
| Dimension and their names for 'timeSeries' objects | 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 |
| Calculations of drawdowns | drawdowns drawdownsStats |
| Create dummy time series | dummyDailySeries dummyMonthlySeries dummySeries dummyTimeSeries |
| Durations from a 'timeSeries' | durations durationSeries |
| Linear filtering on a time series | filter filter,timeSeries-method |
| Get and set Financial center of a 'timeSeries' | finCenter finCenter,timeSeries-method finCenter<- finCenter<-,timeSeries-method getFinCenter setFinCenter<- |
| Check if an object is from class 'timeSeries' | is.signalSeries is.timeSeries |
| Checks if a time series is regular | 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 |
| Checks if a time series is univariate | isMultivariate isUnivariate |
| Lag a 'timeSeries' object | lag lag.timeSeries |
| Mathematical operations on 'timeSeries' | 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 |
| Merge 'timeSeries' objects | 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 |
| Special monthly series | countMonthlyRecords monthly rollMonthlySeries rollMonthlyWindows |
| Handle missing values in 'timeSeries' objects | na na.omit na.omit.timeSeries |
| Find longest contiguous stretch of non-NAs or check for NAs | is.na is.na,timeSeries-method na.contiguous na.contiguous.timeSeries |
| Reorder column names of a time series | hclustColnames orderColnames pcaColnames sampleColnames sortColnames statsColnames |
| Order statistics | orderStatistics |
| End-of-Period series, stats, and benchmarks | endOfPeriod endOfPeriodBenchmarks endOfPeriodSeries endOfPeriodStats |
| Plot 'timeSeries' objects | lines lines,timeSeries-method plot plot,timeSeries-method points points,timeSeries-method pretty.timeSeries |
| Print 'timeSeries' objects | print.timeSeries show,timeSeries-method |
| Sample ranks of a time series | rank rank,timeSeries-method |
| Read a 'timeSeries' from a text file | readSeries |
| Financial returns | getReturns returns returns,ANY-method returns,timeSeries-method returns0 returnSeries |
| Reverse a 'timeSeries' | rev.timeSeries |
| Rolling statistics | rollMax rollMean rollMedian rollMin rollStats |
| Cumulative row statistics | rowCum rowCumsums rowCumsums,ANY-method rowCumsums,timeSeries-method |
| Runlengths of a time series | runlengths |
| Resample 'timeSeries' objects | sample sample,timeSeries-method |
| Center and scale 'timeSeries' objects | scale scale,timeSeries-method |
| Get and set the data component of a 'timeSeries' | 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 |
| Smooths time series objects | smoothLowess smoothSpline smoothSupsmu |
| Sort a 'timeSeries' by time stamps | is.unsorted is.unsorted,timeSeries-method is.unsorted.timeSeries sort sort.timeSeries |
| splits | splits |
| Spreads and mid quotes | midquotes midquoteSeries spreads spreadSeries |
| Start and end of a 'timeSeries' | end end.timeSeries start start.timeSeries |
| Display the structure of 'timeSeries' objects | str str-methods str.timeSeries |
| Transpose 'timeSeries' objects | t,timeSeries-method |
| Get and set time stamps of a 'timeSeries' | getTime setTime<- time time,timeSeries-method time.timeSeries time<- time<-.default time<-.timeSeries |
| Class 'timeSeries' in package timeSeries | initialize,timeSeries-method timeSeries-class |
| Base R functions applied to 'timeSeries' objects | cor-methods cov-methods sd-methods var-methods |
| Create objects from class 'timeSeries' | 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 |
| Time series data sets | LPP2005REC MSFT TimeSeriesData USDCHF |
| Subsetting time series | $,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 |
| Turning points of a time series | turns turnsStats |
| Get and set unit names of a 'timeSeries' | getUnits getUnits.default setUnits<- |
| Conversion of an index to wealth | index2wealth |
| Methods for 'window' in package 'timeSeries' | window window,timeSeries-method window.timeSeries |