xts: 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.

Version: 0.9-7
Depends: zoo (≥ 1.7-10)
Suggests: timeSeries, timeDate, tseries, its, chron, fts, tis
Published: 2014-01-02
Author: Jeffrey A. Ryan, Joshua M. Ulrich
Maintainer: Jeffrey A. Ryan <jeff.a.ryan at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://r-forge.r-project.org/projects/xts/
NeedsCompilation: yes
Materials: NEWS
In views: Finance, SpatioTemporal, TimeSeries
CRAN checks: xts results


Reference manual: xts.pdf
Vignettes: xts: Extensible Time Series
Package source: xts_0.9-7.tar.gz
Windows binaries: r-devel: xts_0.9-7.zip, r-release: xts_0.9-7.zip, r-oldrel: xts_0.9-7.zip
OS X Snow Leopard binaries: r-release: xts_0.9-7.tgz, r-oldrel: xts_0.9-7.tgz
OS X Mavericks binaries: r-release: xts_0.9-7.tgz
Old sources: xts archive

Reverse dependencies:

Reverse depends: aqr, bsts, cotrend, dynatopmodel, EIAdata, eventstudies, FinancialInstrument, hydroTSM, IBrokers, PerformanceAnalytics, Quandl, quantmod, RcmdrPlugin.epack, RcppXts, RFinanceYJ, rts, TTR, YieldCurve
Reverse imports: DMwR, easingr, hydroGOF, pdfetch, rmgarch, RObsDat, rugarch, spacetime, stressr, tawny, tawny.types, TSdist, vetools
Reverse linking to: RcppXts, TTR
Reverse suggests: data.table, FRAPO, gstat, hydroPSO, parma, sos4R, tframePlus, timeSeries, TSzip, ustyc, zoo
Reverse enhances: lubridate