Package: timeSeries 4041.111

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:Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], Martin Maechler [ctb], Georgi N. Boshnakov [cre, aut]

timeSeries_4041.111.tar.gz
timeSeries_4041.111.tar.gz(r-4.5-noble)timeSeries_4041.111.tar.gz(r-4.4-noble)
timeSeries_4041.111.tgz(r-4.4-emscripten)timeSeries_4041.111.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'))

Peer review:

Bug tracker:https://github.com/geobosh/timeseriesdoc/issues

Pkgdown:https://geobosh.github.io

Datasets:

10.26 score 2 stars 144 packages 1.2k scripts 44k downloads 2 mentions 134 exports 1 dependencies

Last updated 3 months agofrom:f8a8b00919. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 22 2024
R-4.5-linuxOKNov 22 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

Plotting 'timeSeries' Objects

Rendered fromtimeSeriesPlot.Rnwusingutils::Sweaveon Nov 22 2024.

Last update: 2023-12-20
Started: 2014-10-28

Readme and manuals

Help Manual

Help pageTopics
Utilities and tools packagetimeSeries-package
Aggregate time seriesaggregate aggregate,timeSeries-method aggregate-methods aggregate.timeSeries
Align a 'timeSeries' object to equidistant time stampsalign align,timeSeries-method align-methods alignDailySeries daily2monthly daily2weekly
Apply functions over time windowsapply 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 pathattach attach,timeSeries-method
Get and set optional attributes of a 'timeSeries'attributes documentation getAttributes setAttributes<-
Bind 'timeSeries' objects by column or rowcbind 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 statisticscolCum 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 statisticscolKurtosis colMaxs colMeans,timeSeries-method colMins colProds colQuantiles colSds colSkewness colStats colStdevs colSums,timeSeries-method colVars
Get and set comments for 'timeSeries' objectscomment comment,timeSeries-method comment<- comment<-,timeSeries-method
Cumulated time series from returnscumulated cumulated.default
DataPart,timeSeries-methodgetDataPart,timeSeries-method setDataPart,timeSeries-method
Creates date and user informationdescription
Difference a 'timeSeries' objectdiff diff.timeSeries
Dimension and their names for 'timeSeries' objectscolnames,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 drawdownsdrawdowns drawdownsStats
Create dummy time seriesdummyDailySeries dummyMonthlySeries dummySeries dummyTimeSeries
Durations from a 'timeSeries'durations durationSeries
Linear filtering on a time seriesfilter 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 regularfrequency 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 univariateisMultivariate isUnivariate
Lag a 'timeSeries' objectlag 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' objectsmerge 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 seriescountMonthlyRecords monthly rollMonthlySeries rollMonthlyWindows
Handle missing values in 'timeSeries' objectsna na.omit na.omit.timeSeries
Find longest contiguous stretch of non-NAs or check for NAsis.na is.na,timeSeries-method na.contiguous na.contiguous.timeSeries
Reorder column names of a time serieshclustColnames orderColnames pcaColnames sampleColnames sortColnames statsColnames
Order statisticsorderStatistics
End-of-Period series, stats, and benchmarksendOfPeriod endOfPeriodBenchmarks endOfPeriodSeries endOfPeriodStats
Plot 'timeSeries' objectslines lines,timeSeries-method plot plot,timeSeries-method points points,timeSeries-method pretty.timeSeries
Print 'timeSeries' objectsprint.timeSeries show,timeSeries-method
Sample ranks of a time seriesrank rank,timeSeries-method
Read a 'timeSeries' from a text filereadSeries
Financial returnsgetReturns returns returns,ANY-method returns,timeSeries-method returns0 returnSeries
Reverse a 'timeSeries'rev.timeSeries
Rolling statisticsrollMax rollMean rollMedian rollMin rollStats
Cumulative row statisticsrowCum rowCumsums rowCumsums,ANY-method rowCumsums,timeSeries-method
Runlengths of a time seriesrunlengths
Resample 'timeSeries' objectssample sample,timeSeries-method
Center and scale 'timeSeries' objectsscale 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 objectssmoothLowess smoothSpline smoothSupsmu
Sort a 'timeSeries' by time stampsis.unsorted is.unsorted,timeSeries-method is.unsorted.timeSeries sort sort.timeSeries
splitssplits
Spreads and mid quotesmidquotes midquoteSeries spreads spreadSeries
Start and end of a 'timeSeries'end end.timeSeries start start.timeSeries
Display the structure of 'timeSeries' objectsstr str-methods str.timeSeries
Transpose 'timeSeries' objectst,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 timeSeriesinitialize,timeSeries-method timeSeries-class
Base R functions applied to 'timeSeries' objectscor-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 setsLPP2005REC 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 seriesturns turnsStats
Get and set unit names of a 'timeSeries'getUnits getUnits.default setUnits<-
Conversion of an index to wealthindex2wealth
Methods for 'window' in package 'timeSeries'window window,timeSeries-method window.timeSeries