timeSeriespackage  R Documentation 
Package timeSeries is part of the Rmetrics suit of R packages.
It provides a class, timeSeries
, particularly aimed at analysis
of financial data, along with many methods, functions, and utilities
for statistical and financial computations on time series.
The following sections have not been updated for some time.
timeSeries  Creates a "timeSeries" from scratch 
series , coredata  Extracts the data 
getUnits  Extracts the time serie units 
time  Extracts the positions of timestamps 
x@format  Extracts the format of the timestamp 
finCenter  Extracts the financial center 
x@recordIDs  Extracts the record IDs 
x@title  Extracts the title 
x@documentation  Extracts the documentation 
apply  Applies a function to blocks of a "timeSeries" 
cbind  Combines columns of two "timeSeries" objects 
rbind  Combines rows of two "timeSeries" objects 
diff  Returns differences of a "timeSeries" object 
dim  returns dimensions of a "timeSeries" object 
merge  Merges two "timeSeries" objects 
rank  Returns sample ranks of a "timeSeries" object 
rev  Reverts a "timeSeries" object 
sample  Resamples a "timeSeries" object 
scale  Scales a "timeSeries" object 
sort  Sorts a "timeSeries" object 
start  Returns start date/time of a "timeSeries" 
end  Returns end date/time of a "timeSeries" 
t  Returns the transpose of a "timeSeries" object 
attach  Attaches a "timeSeries" to the search path

[  Subsets a "timeSeries" object 
[<  Assigns values to a subset 
$  Subsets a "timeSeries" by column names 
$<  Replaces subset by column names 
head  Returns the head of a "timeSeries" 
tail  Returns the tail of a time Series 
na.omit  Handles NAs in a "timeSeries" object 
removeNA  removes NAs from a matrix object 
substituteNA  substitutes NAs by zero, column mean or median 
interpNA  interpolates NAs using R's "approx" function 
Ops  S4: Arith method for a "timeSeries" object 
Math  S4: Math method for a "timeSeries" object 
Math2  S4: Maths method for a "timeSeries" object 
abs  Returns absolute values of a "timeSeries" object 
sqrt  Returns square root of a "timeSeries" object 
exp  Returns the exponential values of a "timeSeries" object 
log  Returns the logarithm of a "timeSeries" object 
sign  Returns the signs of a "timeSeries" object 
diff  Differences a "timeSeries" object 
scale  Centers and/or scales a "timeSeries" object 
quantile  Returns quantiles of an univariate "timeSeries" 
as.timeSeries  Defines method for a "timeSeries" 
as.*.default  Returns the input 
as.*.ts  Transforma a 'ts' object into a "timeSeries" 
as.*.data.frame  Transforms a 'data.frame' intp a 'timeSeries 
as.*.character  Loads and transforms from a demo file 
as.*.zoo  Transforms a 'zoo' object into a "timeSeries" 
as.vector.*  Converts univariate "timeSeries" to vector 
as.matrix.*  Converts "timeSeries" to matrix 
as.numeric.*  Converts "timeSeries" to numeric 
as.data.frame.*  Converts "timeSeries" to data.frame 
as.ts.*  Converts "timeSeries" to ts 
as.logical.*  Converts "timeSeries" to logical 
is.timeSeries  Tests for a "timeSeries" object 
plot  Displays a XY "timeSeries" Plot 
lines  Adds connected line segments to a plot 
points  Adds Points to a plot 
show  Prints a 'timeSeries oobject 
align  Aligns a "timeSeries" to time stamps 
cumulated  Computes cumulated series from a returns 
alignDailySeries  Aligns a "timeSeries" to calendarical dates 
rollDailySeries  Rolls a 'timeSeries daily 
drawdowns  Computes series of drawdowns from financial returns 
drawdownsStats  Computes drawdowns statistics 
durations  Computes durations from a financial time series 
countMonthlyRecords  Counts monthly records in a "timeSeries" 
rollMonthlyWindows  Rolls Monthly windows 
rollMonthlySeries  Rolls a "timeSeries" monthly 
endOfPeriodSeries  Returns end of periodical series 
endOfPeriodStats  Returns end of period statistics 
endOfPeriodBenchmarks  Returns period benchmarks 
returns  Computes returns from prices or indexes 
returns0  Computes untrimmed returns from prices or indexes 
runlengths  Computes run lenghts of a "timeSeries" 
smoothLowess  Smoothes a "timeSeries" 
smoothSpline  Smoothes a "timeSeries" 
smoothSupsmu  Smoothes a "timeSeries" 
splits  Detects "timeSeries" splits by outlier detection 
spreads  Computes spreads from a price/index stream 
turns  Computes turning points in a "timeSeries" object 
turnsStats  Computes turning points statistics 
colCumsums  Computes cumulated column sums of a "timeSeries" 
colCummaxs  Computes cumulated maximum of a "timeSeries" 
colCummins  Computes cumulated minimum of a "timeSeries" 
colCumprods  Computes cumulated pruduct values by column 
colCumreturns  Computes cumulated returns by column 
colSums  Computes sums of all values in each column 
colMeans  Computes means of all values in each column 
colSds  Computes standard deviations of all values in each column 
colVars  Computes variances of all values in each column 
colSkewness  Computes skewness of all values in each column 
colKurtosis  Computes kurtosis of all values in each column 
colMaxs  Computes maxima of all values in each column 
colMins  Computes minima of all values in each column 
colProds  Computes products of all values in each column 
colStats  Computes statistics of all values in each column 
orderColnames  Returns ordered column names of a "timeSeries" 
sortColnames  Returns alphabetically sorted column names 
sampleColnames  Returns sampled column names of a "timeSeries" 
pcaColnames  Returns PCA correlation ordered column names 
hclustColnames  Returns hierarchically clustered columnames 
statsColnames  Returns statisticall rearrange columnames 
orderStatistics  Computes order statistics of a "timeSeries" object 
rollMean  Computes rolling means of a "timeSeries" object 
rollMin  Computes rolling minima of a "timeSeries" object 
rollMax  Computes rolling maxima of a "timeSeries" object 
rollMedian  Computes rolling medians of a "timeSeries" object 
rollStats  Computes rolling statistics of a "timeSeries" objectcr 
rowCumsums  Computes cumulated column sums of a "timeSeries" 
smoothLowess  Smoothes a series with lowess function 
smoothSupsmu  Smoothes a series with supsmu function 
smoothSpline  Smoothes a series with smooth.spline function 
dummyDailySeries  Creates a dummy daily "timeSeries" object 
isMonthly  Decides if the series consists of monthly records 
isDaily  Decides if the series consists of daily records 
isQuarterly  Decides if the series consists of Quarterly records 
description  Creates default description string 
Diethelm Wuertz [aut] (original code), Tobias Setz [aut], Yohan Chalabi [aut], Martin Maechler [ctb] (<https://orcid.org/0000000286859910>), Georgi N. Boshnakov [cre, aut]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov@manchester.ac.uk>
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