timeSeries: Rmetrics - Financial Time Series Objects

Environment for teaching "Financial Engineering and Computational Finance". Managing financial time series objects.

Version: 3022.101.2
Depends: R (≥ 2.10), graphics, grDevices, stats, methods, utils, timeDate (≥ 2150.95)
Suggests: RUnit, robustbase, xts, PerformanceAnalytics, fTrading
Published: 2015-12-14
Author: Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at rmetrics.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: see file COPYRIGHTS
URL: http://www.rmetrics.org
NeedsCompilation: no
Materials: ChangeLog
In views: Finance, TimeSeries
CRAN checks: timeSeries results


Reference manual: timeSeries.pdf
Vignettes: Plotting 'timeSeries' Objects
Package source: timeSeries_3022.101.2.tar.gz
Windows binaries: r-devel: timeSeries_3022.101.2.zip, r-release: timeSeries_3022.101.2.zip, r-oldrel: timeSeries_3022.101.2.zip
OS X Mavericks binaries: r-release: timeSeries_3022.101.2.tgz, r-oldrel: timeSeries_3022.101.2.tgz
Old sources: timeSeries archive

Reverse dependencies:

Reverse depends: fArma, fAsianOptions, fAssets, fBasics, fBonds, fCopulae, fExoticOptions, fExtremes, fGarch, fImport, fMultivar, fNonlinear, fOptions, fPortfolio, FRAPO, fRegression, fTrading, fUnitRoots, QRM
Reverse imports: BLCOP, FatTailsR, GEVStableGarch, iClick, joinXL, tframePlus
Reverse suggests: caschrono, FinancialInstrument, ggfortify, gmm, Quandl, quantmod, SharpeR, TSmisc, TSMySQL, xts, zoo
Reverse enhances: lubridate


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