fts: R interface to tslib (a time series library in c++)

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fast operations for time series objects

Author
Whit Armstrong <armstrong.whit@gmail.com>
Date of publication
2014-04-04 15:05:39
Maintainer
Whit Armstrong <armstrong.whit@gmail.com>
License
GPL-3
Version
0.9.9

View on CRAN

Man pages

any.all.fts
Logical subsets of objects
apply
Apply Function
as.fts
Convert from/to fts
event.dates
Extract Dates
expanding
Expanding Window Functions
fill
Fill Missing Values
frequency.convert
Change Frequencies
fts
Fts: a fast timeseries library
indicators
Trading indicators
intersect.all
find date intersection among multiple fts objects
lead.lag
Shift an Fts ojbect in time
moving
Moving Functions
pad.trim
pad and trim dates
read.write.fts
Read / Write Files
remove.rows
Remove Rows
since.na
Count distance since an NA has occurred

Files in this package

fts
fts/src
fts/src/Makevars
fts/src/helpers
fts/src/helpers/R.tseries.data.backend.hpp
fts/src/helpers/time.window.template.hpp
fts/src/helpers/freq.transform.template.hpp
fts/src/helpers/Rsexp.allocator.templates.hpp
fts/src/helpers/window.intersection.template.hpp
fts/src/helpers/fts.factory.hpp
fts/src/helpers/window.template.hpp
fts/src/helpers/transform.template.hpp
fts/src/helpers/Rtype.hpp
fts/src/diff.cpp
fts/src/lead.cpp
fts/src/tslib
fts/src/tslib/Makefile
fts/src/tslib/tslib
fts/src/tslib/tslib/vector.summary.hpp
fts/src/tslib/tslib/tseries.data.hpp
fts/src/tslib/tslib/ts.opps
fts/src/tslib/tslib/ts.opps/ts.ts.opp.hpp
fts/src/tslib/tslib/ts.opps/ts.promotion.hpp
fts/src/tslib/tslib/ts.opps/ifthenelse.hpp
fts/src/tslib/tslib/ts.opps/ts.scalar.opp.hpp
fts/src/tslib/tslib/ts.opps/ts.opps.hpp
fts/src/tslib/tslib/date.policies
fts/src/tslib/tslib/date.policies/date.partition.hpp
fts/src/tslib/tslib/date.policies/julian.date.policy.hpp
fts/src/tslib/tslib/date.policies/posix.date.policy.hpp
fts/src/tslib/tslib/tseries.hpp
fts/src/tslib/tslib/range.specifier
fts/src/tslib/tslib/range.specifier/range.iterator.hpp
fts/src/tslib/tslib/range.specifier/rangeSpecifier.hpp
fts/src/tslib/tslib/vector.transform
fts/src/tslib/tslib/vector.transform/since.na.hpp
fts/src/tslib/tslib/vector.transform/fill.traits.hpp
fts/src/tslib/tslib/vector.transform/fill.value.hpp
fts/src/tslib/tslib/vector.transform/diff.hpp
fts/src/tslib/tslib/vector.transform/ema.hpp
fts/src/tslib/tslib/vector.transform/lag.lead.traits.hpp
fts/src/tslib/tslib/vector.transform/fill.bwd.hpp
fts/src/tslib/tslib/vector.transform/expanding.maximum.hpp
fts/src/tslib/tslib/vector.transform/ema.traits.hpp
fts/src/tslib/tslib/vector.transform/since.na.traits.hpp
fts/src/tslib/tslib/vector.transform/expanding.minimum.hpp
fts/src/tslib/tslib/vector.transform/fill.fwd.hpp
fts/src/tslib/tslib/vector.summary
fts/src/tslib/tslib/vector.summary/prod.hpp
fts/src/tslib/tslib/vector.summary/contains.na.hpp
fts/src/tslib/tslib/vector.summary/mean.hpp
fts/src/tslib/tslib/vector.summary/cor.hpp
fts/src/tslib/tslib/vector.summary/close.hpp
fts/src/tslib/tslib/vector.summary/stdev.hpp
fts/src/tslib/tslib/vector.summary/pos.sum.hpp
fts/src/tslib/tslib/vector.summary/rsi.hpp
fts/src/tslib/tslib/vector.summary/open.hpp
fts/src/tslib/tslib/vector.summary/sum.hpp
fts/src/tslib/tslib/vector.summary/cov.hpp
fts/src/tslib/tslib/vector.summary/min.hpp
fts/src/tslib/tslib/vector.summary/rank.hpp
fts/src/tslib/tslib/vector.summary/max.hpp
fts/src/tslib/tslib/vector.summary/neg.sum.hpp
fts/src/tslib/tslib/tseries.io.hpp
fts/src/tslib/tslib/utils
fts/src/tslib/tslib/utils/window.intersection.apply.hpp
fts/src/tslib/tslib/utils/breaks.hpp
fts/src/tslib/tslib/utils/window.function.hpp
fts/src/tslib/tslib/utils/window.apply.hpp
fts/src/tslib/tslib/utils/cbind.hpp
fts/src/tslib/tslib/utils/numeric.traits.hpp
fts/src/tslib/tslib/vector.transform.hpp
fts/src/tslib/GPLv3.LICENSE
fts/src/lag.cpp
fts/src/interface.cpp
fts/src/pad.cpp
fts/NAMESPACE
fts/R
fts/R/fts.R
fts/MD5
fts/DESCRIPTION
fts/man
fts/man/any.all.fts.Rd
fts/man/expanding.Rd
fts/man/frequency.convert.Rd
fts/man/fts.Rd
fts/man/intersect.all.Rd
fts/man/event.dates.Rd
fts/man/remove.rows.Rd
fts/man/lead.lag.Rd
fts/man/since.na.Rd
fts/man/pad.trim.Rd
fts/man/fill.Rd
fts/man/moving.Rd
fts/man/apply.Rd
fts/man/read.write.fts.Rd
fts/man/indicators.Rd
fts/man/as.fts.Rd