Provides a class and various tools for financial time series. This includes basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.
| Version: | 3042.102 |
| Depends: | R (≥ 2.10), graphics, grDevices, stats, methods, utils, timeDate (≥ 2150.95) |
| Suggests: | RUnit, robustbase, xts, PerformanceAnalytics, fTrading |
| Published: | 2017-11-17 |
| Author: | Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] |
| Maintainer: | Tobias Setz <tobias.setz at live.com> |
| 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_3042.102.tar.gz |
| Windows binaries: | r-devel: timeSeries_3042.102.zip, r-release: timeSeries_3042.102.zip, r-oldrel: timeSeries_3042.102.zip |
| OS X binaries: | r-release: timeSeries_3042.102.tgz, r-oldrel: timeSeries_3042.102.tgz |
| Old sources: | timeSeries archive |
| Reverse depends: | fAsianOptions, fAssets, fBasics, fBonds, fCopulae, fExoticOptions, fExtremes, fGarch, fImport, fMultivar, fNonlinear, fOptions, fPortfolio, FRAPO, fRegression, fTrading, fUnitRoots, QRM |
| Reverse imports: | BLCOP, FatTailsR, GEVStableGarch, iClick, JFE, joinXL, NlinTS, tframePlus |
| Reverse suggests: | caschrono, FinancialInstrument, ggfortify, gmm, imputeTS, Quandl, quantmod, SharpeR, timetk, tsbox, TSmisc, TSMySQL, xts, zoo |
| Reverse enhances: | lubridate |
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