timeSeries: Financial Time Series Objects (Rmetrics)

'S4' classes and various tools for financial time series: Basic functions such as scaling and sorting, subsetting, mathematical operations and statistical functions.

Package details

AuthorDiethelm Wuertz [aut] (original code), Tobias Setz [aut], Yohan Chalabi [aut], Martin Maechler [ctb] (<https://orcid.org/0000-0002-8685-9910>), Georgi N. Boshnakov [cre, aut]
MaintainerGeorgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>
LicenseGPL (>= 2)
Version4031.107
URL https://r-forge.r-project.org/scm/viewvc.php/pkg/timeSeries/?root=rmetrics (devel) https://www.rmetrics.org https://geobosh.github.io/timeSeriesDoc/ (doc)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("timeSeries")

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timeSeries documentation built on Aug. 26, 2023, 5:08 p.m.