'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.
Version: | 3062.100 |
Depends: | R (≥ 2.10), graphics, grDevices, stats, methods, utils, timeDate (≥ 2150.95) |
Suggests: | RUnit, robustbase, xts, PerformanceAnalytics, fTrading |
Published: | 2020-01-24 |
Author: | Diethelm Wuertz [aut] (original code), Tobias Setz [cre], Yohan Chalabi [ctb], Martin Maechler [ctb] |
Maintainer: | Tobias Setz <tobias.setz at live.com> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
Copyright: | see file COPYRIGHTS |
URL: | https://r-forge.r-project.org/scm/viewvc.php/pkg/timeSeries/?root=rmetrics, http://www.rmetrics.org |
NeedsCompilation: | no |
Materials: | ChangeLog |
In views: | Finance, MissingData, TimeSeries |
CRAN checks: | timeSeries results |
Reference manual: | timeSeries.pdf |
Vignettes: |
Plotting 'timeSeries' Objects |
Package source: | timeSeries_3062.100.tar.gz |
Windows binaries: | r-devel: timeSeries_3062.100.zip, r-release: timeSeries_3062.100.zip, r-oldrel: timeSeries_3062.100.zip |
macOS binaries: | r-release: timeSeries_3062.100.tgz, r-oldrel: timeSeries_3062.100.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, SuperPCA, tframePlus |
Reverse suggests: | caschrono, FinancialInstrument, ggfortify, gmm, imputeTS, Quandl, quantmod, SharpeR, timetk, tsbox, TSmisc, TSMySQL, xts, zoo |
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